NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 2.190 2.121 -0.069 -3.2% 2.287
High 2.200 2.134 -0.066 -3.0% 2.287
Low 2.163 2.088 -0.075 -3.5% 2.163
Close 2.192 2.109 -0.083 -3.8% 2.192
Range 0.037 0.046 0.009 24.3% 0.124
ATR 0.064 0.067 0.003 4.5% 0.000
Volume 42,470 29,378 -13,092 -30.8% 218,112
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.248 2.225 2.134
R3 2.202 2.179 2.122
R2 2.156 2.156 2.117
R1 2.133 2.133 2.113 2.122
PP 2.110 2.110 2.110 2.105
S1 2.087 2.087 2.105 2.076
S2 2.064 2.064 2.101
S3 2.018 2.041 2.096
S4 1.972 1.995 2.084
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 2.274 2.088 0.186 8.8% 0.053 2.5% 11% False True 40,223
10 2.364 2.088 0.276 13.1% 0.049 2.3% 8% False True 37,943
20 2.581 2.088 0.493 23.4% 0.063 3.0% 4% False True 30,032
40 2.691 2.088 0.603 28.6% 0.064 3.1% 3% False True 26,773
60 2.811 2.088 0.723 34.3% 0.058 2.8% 3% False True 22,559
80 2.933 2.088 0.845 40.1% 0.054 2.6% 2% False True 19,172
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.330
2.618 2.254
1.618 2.208
1.000 2.180
0.618 2.162
HIGH 2.134
0.618 2.116
0.500 2.111
0.382 2.106
LOW 2.088
0.618 2.060
1.000 2.042
1.618 2.014
2.618 1.968
4.250 1.893
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 2.111 2.175
PP 2.110 2.153
S1 2.110 2.131

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

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