NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 2.091 2.140 0.049 2.3% 2.121
High 2.120 2.173 0.053 2.5% 2.134
Low 2.045 2.089 0.044 2.2% 2.017
Close 2.097 2.153 0.056 2.7% 2.097
Range 0.075 0.084 0.009 12.0% 0.117
ATR 0.070 0.071 0.001 1.4% 0.000
Volume 42,112 38,082 -4,030 -9.6% 200,321
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.390 2.356 2.199
R3 2.306 2.272 2.176
R2 2.222 2.222 2.168
R1 2.188 2.188 2.161 2.205
PP 2.138 2.138 2.138 2.147
S1 2.104 2.104 2.145 2.121
S2 2.054 2.054 2.138
S3 1.970 2.020 2.130
S4 1.886 1.936 2.107
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.434 2.382 2.161
R3 2.317 2.265 2.129
R2 2.200 2.200 2.118
R1 2.148 2.148 2.108 2.116
PP 2.083 2.083 2.083 2.066
S1 2.031 2.031 2.086 1.999
S2 1.966 1.966 2.076
S3 1.849 1.914 2.065
S4 1.732 1.797 2.033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.173 2.017 0.156 7.2% 0.079 3.7% 87% True False 41,805
10 2.274 2.017 0.257 11.9% 0.066 3.1% 53% False False 41,014
20 2.412 2.017 0.395 18.3% 0.063 2.9% 34% False False 34,107
40 2.581 2.017 0.564 26.2% 0.069 3.2% 24% False False 29,502
60 2.811 2.017 0.794 36.9% 0.061 2.9% 17% False False 25,195
80 2.912 2.017 0.895 41.6% 0.056 2.6% 15% False False 21,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.530
2.618 2.393
1.618 2.309
1.000 2.257
0.618 2.225
HIGH 2.173
0.618 2.141
0.500 2.131
0.382 2.121
LOW 2.089
0.618 2.037
1.000 2.005
1.618 1.953
2.618 1.869
4.250 1.732
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 2.146 2.138
PP 2.138 2.124
S1 2.131 2.109

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols