NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 2.236 2.190 -0.046 -2.1% 2.287
High 2.261 2.200 -0.061 -2.7% 2.287
Low 2.197 2.163 -0.034 -1.5% 2.163
Close 2.208 2.192 -0.016 -0.7% 2.192
Range 0.064 0.037 -0.027 -42.2% 0.124
ATR 0.065 0.064 -0.001 -2.2% 0.000
Volume 44,793 42,470 -2,323 -5.2% 218,112
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.296 2.281 2.212
R3 2.259 2.244 2.202
R2 2.222 2.222 2.199
R1 2.207 2.207 2.195 2.215
PP 2.185 2.185 2.185 2.189
S1 2.170 2.170 2.189 2.178
S2 2.148 2.148 2.185
S3 2.111 2.133 2.182
S4 2.074 2.096 2.172
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.586 2.513 2.260
R3 2.462 2.389 2.226
R2 2.338 2.338 2.215
R1 2.265 2.265 2.203 2.240
PP 2.214 2.214 2.214 2.201
S1 2.141 2.141 2.181 2.116
S2 2.090 2.090 2.169
S3 1.966 2.017 2.158
S4 1.842 1.893 2.124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.287 2.163 0.124 5.7% 0.055 2.5% 23% False True 43,622
10 2.364 2.163 0.201 9.2% 0.051 2.3% 14% False True 36,776
20 2.581 2.163 0.418 19.1% 0.064 2.9% 7% False True 29,718
40 2.691 2.163 0.528 24.1% 0.064 2.9% 5% False True 26,336
60 2.833 2.163 0.670 30.6% 0.058 2.7% 4% False True 22,243
80 2.948 2.163 0.785 35.8% 0.054 2.5% 4% False True 18,906
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.357
2.618 2.297
1.618 2.260
1.000 2.237
0.618 2.223
HIGH 2.200
0.618 2.186
0.500 2.182
0.382 2.177
LOW 2.163
0.618 2.140
1.000 2.126
1.618 2.103
2.618 2.066
4.250 2.006
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 2.189 2.219
PP 2.185 2.210
S1 2.182 2.201

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

View Archives - Comment on this page... - Back to Index of Symbols