NYMEX Natural Gas Future May 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 2.215 2.219 0.004 0.2% 2.194
High 2.248 2.240 -0.008 -0.4% 2.213
Low 2.173 2.176 0.003 0.1% 2.087
Close 2.224 2.188 -0.036 -1.6% 2.180
Range 0.075 0.064 -0.011 -14.7% 0.126
ATR 0.066 0.065 0.000 -0.2% 0.000
Volume 15,503 11,246 -4,257 -27.5% 91,295
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.393 2.355 2.223
R3 2.329 2.291 2.206
R2 2.265 2.265 2.200
R1 2.227 2.227 2.194 2.214
PP 2.201 2.201 2.201 2.195
S1 2.163 2.163 2.182 2.150
S2 2.137 2.137 2.176
S3 2.073 2.099 2.170
S4 2.009 2.035 2.153
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.538 2.485 2.249
R3 2.412 2.359 2.215
R2 2.286 2.286 2.203
R1 2.233 2.233 2.192 2.197
PP 2.160 2.160 2.160 2.142
S1 2.107 2.107 2.168 2.071
S2 2.034 2.034 2.157
S3 1.908 1.981 2.145
S4 1.782 1.855 2.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.248 2.087 0.161 7.4% 0.072 3.3% 63% False False 17,673
10 2.329 2.087 0.242 11.1% 0.062 2.8% 42% False False 17,371
20 2.451 2.087 0.364 16.6% 0.055 2.5% 28% False False 14,696
40 2.602 2.087 0.515 23.5% 0.062 2.8% 20% False False 10,965
60 2.790 2.087 0.703 32.1% 0.056 2.6% 14% False False 8,552
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.512
2.618 2.408
1.618 2.344
1.000 2.304
0.618 2.280
HIGH 2.240
0.618 2.216
0.500 2.208
0.382 2.200
LOW 2.176
0.618 2.136
1.000 2.112
1.618 2.072
2.618 2.008
4.250 1.904
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 2.208 2.199
PP 2.201 2.195
S1 2.195 2.192

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

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