NYMEX Natural Gas Future July 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 2.292 2.281 -0.011 -0.5% 2.138
High 2.341 2.335 -0.006 -0.3% 2.224
Low 2.258 2.269 0.011 0.5% 2.094
Close 2.281 2.323 0.042 1.8% 2.105
Range 0.083 0.066 -0.017 -20.5% 0.130
ATR 0.080 0.079 -0.001 -1.3% 0.000
Volume 52,358 52,634 276 0.5% 276,816
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.507 2.481 2.359
R3 2.441 2.415 2.341
R2 2.375 2.375 2.335
R1 2.349 2.349 2.329 2.362
PP 2.309 2.309 2.309 2.316
S1 2.283 2.283 2.317 2.296
S2 2.243 2.243 2.311
S3 2.177 2.217 2.305
S4 2.111 2.151 2.287
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.531 2.448 2.177
R3 2.401 2.318 2.141
R2 2.271 2.271 2.129
R1 2.188 2.188 2.117 2.165
PP 2.141 2.141 2.141 2.129
S1 2.058 2.058 2.093 2.035
S2 2.011 2.011 2.081
S3 1.881 1.928 2.069
S4 1.751 1.798 2.034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.341 2.081 0.260 11.2% 0.090 3.9% 93% False False 43,657
10 2.341 2.081 0.260 11.2% 0.075 3.2% 93% False False 50,936
20 2.341 2.059 0.282 12.1% 0.076 3.3% 94% False False 44,819
40 2.341 1.939 0.402 17.3% 0.074 3.2% 96% False False 35,467
60 2.457 1.939 0.518 22.3% 0.070 3.0% 74% False False 29,220
80 2.635 1.939 0.696 30.0% 0.071 3.1% 55% False False 24,409
100 2.635 1.939 0.696 30.0% 0.067 2.9% 55% False False 20,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.616
2.618 2.508
1.618 2.442
1.000 2.401
0.618 2.376
HIGH 2.335
0.618 2.310
0.500 2.302
0.382 2.294
LOW 2.269
0.618 2.228
1.000 2.203
1.618 2.162
2.618 2.096
4.250 1.989
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 2.316 2.295
PP 2.309 2.267
S1 2.302 2.240

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

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