NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 2.297 2.340 0.043 1.9% 2.331
High 2.351 2.364 0.013 0.6% 2.412
Low 2.289 2.320 0.031 1.4% 2.293
Close 2.346 2.353 0.007 0.3% 2.318
Range 0.062 0.044 -0.018 -29.0% 0.119
ATR 0.072 0.070 -0.002 -2.7% 0.000
Volume 17,710 37,397 19,687 111.2% 75,978
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.478 2.459 2.377
R3 2.434 2.415 2.365
R2 2.390 2.390 2.361
R1 2.371 2.371 2.357 2.381
PP 2.346 2.346 2.346 2.350
S1 2.327 2.327 2.349 2.337
S2 2.302 2.302 2.345
S3 2.258 2.283 2.341
S4 2.214 2.239 2.329
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.698 2.627 2.383
R3 2.579 2.508 2.351
R2 2.460 2.460 2.340
R1 2.389 2.389 2.329 2.365
PP 2.341 2.341 2.341 2.329
S1 2.270 2.270 2.307 2.246
S2 2.222 2.222 2.296
S3 2.103 2.151 2.285
S4 1.984 2.032 2.253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.412 2.289 0.123 5.2% 0.062 2.6% 52% False False 22,386
10 2.557 2.289 0.268 11.4% 0.075 3.2% 24% False False 23,810
20 2.581 2.289 0.292 12.4% 0.069 2.9% 22% False False 24,011
40 2.746 2.289 0.457 19.4% 0.063 2.7% 14% False False 21,461
60 2.912 2.289 0.623 26.5% 0.057 2.4% 10% False False 18,384
80 3.056 2.289 0.767 32.6% 0.054 2.3% 8% False False 15,840
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 0.017
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2.551
2.618 2.479
1.618 2.435
1.000 2.408
0.618 2.391
HIGH 2.364
0.618 2.347
0.500 2.342
0.382 2.337
LOW 2.320
0.618 2.293
1.000 2.276
1.618 2.249
2.618 2.205
4.250 2.133
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 2.349 2.344
PP 2.346 2.336
S1 2.342 2.327

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

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