NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 2.273 2.269 -0.004 -0.2% 2.262
High 2.286 2.321 0.035 1.5% 2.279
Low 2.225 2.267 0.042 1.9% 2.147
Close 2.277 2.310 0.033 1.4% 2.248
Range 0.061 0.054 -0.007 -11.5% 0.132
ATR 0.065 0.064 -0.001 -1.2% 0.000
Volume 5,869 2,300 -3,569 -60.8% 43,906
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.461 2.440 2.340
R3 2.407 2.386 2.325
R2 2.353 2.353 2.320
R1 2.332 2.332 2.315 2.343
PP 2.299 2.299 2.299 2.305
S1 2.278 2.278 2.305 2.289
S2 2.245 2.245 2.300
S3 2.191 2.224 2.295
S4 2.137 2.170 2.280
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.621 2.566 2.321
R3 2.489 2.434 2.284
R2 2.357 2.357 2.272
R1 2.302 2.302 2.260 2.264
PP 2.225 2.225 2.225 2.205
S1 2.170 2.170 2.236 2.132
S2 2.093 2.093 2.224
S3 1.961 2.038 2.212
S4 1.829 1.906 2.175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.321 2.185 0.136 5.9% 0.065 2.8% 92% True False 4,961
10 2.321 2.147 0.174 7.5% 0.064 2.8% 94% True False 7,205
20 2.450 2.147 0.303 13.1% 0.054 2.3% 54% False False 6,874
40 2.642 2.147 0.495 21.4% 0.059 2.5% 33% False False 5,171
60 2.787 2.147 0.640 27.7% 0.053 2.3% 25% False False 4,185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.551
2.618 2.462
1.618 2.408
1.000 2.375
0.618 2.354
HIGH 2.321
0.618 2.300
0.500 2.294
0.382 2.288
LOW 2.267
0.618 2.234
1.000 2.213
1.618 2.180
2.618 2.126
4.250 2.038
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 2.305 2.298
PP 2.299 2.285
S1 2.294 2.273

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

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