NYMEX Natural Gas Future July 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 2.303 2.323 0.020 0.9% 2.322
High 2.325 2.365 0.040 1.7% 2.343
Low 2.281 2.298 0.017 0.7% 2.206
Close 2.313 2.348 0.035 1.5% 2.313
Range 0.044 0.067 0.023 52.3% 0.137
ATR 0.062 0.062 0.000 0.6% 0.000
Volume 8,376 7,638 -738 -8.8% 40,229
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.538 2.510 2.385
R3 2.471 2.443 2.366
R2 2.404 2.404 2.360
R1 2.376 2.376 2.354 2.390
PP 2.337 2.337 2.337 2.344
S1 2.309 2.309 2.342 2.323
S2 2.270 2.270 2.336
S3 2.203 2.242 2.330
S4 2.136 2.175 2.311
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.698 2.643 2.388
R3 2.561 2.506 2.351
R2 2.424 2.424 2.338
R1 2.369 2.369 2.326 2.328
PP 2.287 2.287 2.287 2.267
S1 2.232 2.232 2.300 2.191
S2 2.150 2.150 2.288
S3 2.013 2.095 2.275
S4 1.876 1.958 2.238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.365 2.206 0.159 6.8% 0.071 3.0% 89% True False 8,697
10 2.430 2.206 0.224 9.5% 0.058 2.5% 63% False False 8,859
20 2.543 2.206 0.337 14.4% 0.054 2.3% 42% False False 6,200
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 0.013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.650
2.618 2.540
1.618 2.473
1.000 2.432
0.618 2.406
HIGH 2.365
0.618 2.339
0.500 2.332
0.382 2.324
LOW 2.298
0.618 2.257
1.000 2.231
1.618 2.190
2.618 2.123
4.250 2.013
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 2.343 2.340
PP 2.337 2.331
S1 2.332 2.323

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

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