NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 2.253 2.238 -0.015 -0.7% 2.228
High 2.264 2.238 -0.026 -1.1% 2.310
Low 2.226 2.128 -0.098 -4.4% 2.186
Close 2.247 2.132 -0.115 -5.1% 2.247
Range 0.038 0.110 0.072 189.5% 0.124
ATR 0.079 0.082 0.003 3.6% 0.000
Volume 34,272 79,578 45,306 132.2% 163,895
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.496 2.424 2.193
R3 2.386 2.314 2.162
R2 2.276 2.276 2.152
R1 2.204 2.204 2.142 2.185
PP 2.166 2.166 2.166 2.157
S1 2.094 2.094 2.122 2.075
S2 2.056 2.056 2.112
S3 1.946 1.984 2.102
S4 1.836 1.874 2.072
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.620 2.557 2.315
R3 2.496 2.433 2.281
R2 2.372 2.372 2.270
R1 2.309 2.309 2.258 2.341
PP 2.248 2.248 2.248 2.263
S1 2.185 2.185 2.236 2.217
S2 2.124 2.124 2.224
S3 2.000 2.061 2.213
S4 1.876 1.937 2.179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.310 2.128 0.182 8.5% 0.069 3.3% 2% False True 44,509
10 2.395 2.128 0.267 12.5% 0.078 3.7% 1% False True 31,972
20 2.637 2.128 0.509 23.9% 0.083 3.9% 1% False True 28,712
40 2.920 2.128 0.792 37.1% 0.079 3.7% 1% False True 23,308
60 3.097 2.128 0.969 45.5% 0.071 3.3% 0% False True 19,043
80 3.212 2.128 1.084 50.8% 0.066 3.1% 0% False True 15,793
100 3.333 2.128 1.205 56.5% 0.065 3.0% 0% False True 13,403
120 3.333 2.128 1.205 56.5% 0.064 3.0% 0% False True 11,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2.706
2.618 2.526
1.618 2.416
1.000 2.348
0.618 2.306
HIGH 2.238
0.618 2.196
0.500 2.183
0.382 2.170
LOW 2.128
0.618 2.060
1.000 2.018
1.618 1.950
2.618 1.840
4.250 1.661
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 2.183 2.196
PP 2.166 2.175
S1 2.149 2.153

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

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