NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 1.985 1.965 -0.020 -1.0% 2.038
High 2.019 2.010 -0.009 -0.4% 2.041
Low 1.956 1.910 -0.046 -2.4% 1.910
Close 1.972 1.972 0.000 0.0% 1.972
Range 0.063 0.100 0.037 58.7% 0.131
ATR 0.080 0.081 0.001 1.8% 0.000
Volume 88,128 55,822 -32,306 -36.7% 305,653
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.264 2.218 2.027
R3 2.164 2.118 2.000
R2 2.064 2.064 1.990
R1 2.018 2.018 1.981 2.041
PP 1.964 1.964 1.964 1.976
S1 1.918 1.918 1.963 1.941
S2 1.864 1.864 1.954
S3 1.764 1.818 1.945
S4 1.664 1.718 1.917
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.367 2.301 2.044
R3 2.236 2.170 2.008
R2 2.105 2.105 1.996
R1 2.039 2.039 1.984 2.007
PP 1.974 1.974 1.974 1.958
S1 1.908 1.908 1.960 1.876
S2 1.843 1.843 1.948
S3 1.712 1.777 1.936
S4 1.581 1.646 1.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.041 1.910 0.131 6.6% 0.080 4.1% 47% False True 61,130
10 2.252 1.910 0.342 17.3% 0.074 3.7% 18% False True 66,852
20 2.466 1.910 0.556 28.2% 0.075 3.8% 11% False True 50,840
40 2.695 1.910 0.785 39.8% 0.080 4.1% 8% False True 40,816
60 2.956 1.910 1.046 53.0% 0.072 3.7% 6% False True 34,276
80 3.062 1.910 1.152 58.4% 0.066 3.3% 5% False True 28,279
100 3.238 1.910 1.328 67.3% 0.064 3.2% 5% False True 24,169
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 0.019
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2.435
2.618 2.272
1.618 2.172
1.000 2.110
0.618 2.072
HIGH 2.010
0.618 1.972
0.500 1.960
0.382 1.948
LOW 1.910
0.618 1.848
1.000 1.810
1.618 1.748
2.618 1.648
4.250 1.485
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 1.968 1.970
PP 1.964 1.967
S1 1.960 1.965

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

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