NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 2.140 2.149 0.009 0.4% 2.121
High 2.173 2.167 -0.006 -0.3% 2.134
Low 2.089 2.106 0.017 0.8% 2.017
Close 2.153 2.118 -0.035 -1.6% 2.097
Range 0.084 0.061 -0.023 -27.4% 0.117
ATR 0.071 0.071 -0.001 -1.0% 0.000
Volume 38,082 19,708 -18,374 -48.2% 200,321
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.313 2.277 2.152
R3 2.252 2.216 2.135
R2 2.191 2.191 2.129
R1 2.155 2.155 2.124 2.143
PP 2.130 2.130 2.130 2.124
S1 2.094 2.094 2.112 2.082
S2 2.069 2.069 2.107
S3 2.008 2.033 2.101
S4 1.947 1.972 2.084
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 7.4% 0.075 3.6% 65% False False 39,940
10 2.274 2.017 0.257 12.1% 0.066 3.1% 39% False False 38,274
20 2.412 2.017 0.395 18.6% 0.061 2.9% 26% False False 34,134
40 2.581 2.017 0.564 26.6% 0.068 3.2% 18% False False 29,283
60 2.790 2.017 0.773 36.5% 0.062 2.9% 13% False False 25,182
80 2.912 2.017 0.895 42.3% 0.057 2.7% 11% False False 21,547
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.426
2.618 2.327
1.618 2.266
1.000 2.228
0.618 2.205
HIGH 2.167
0.618 2.144
0.500 2.137
0.382 2.129
LOW 2.106
0.618 2.068
1.000 2.045
1.618 2.007
2.618 1.946
4.250 1.847
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 2.137 2.115
PP 2.130 2.112
S1 2.124 2.109

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

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