NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 2.345 2.350 0.005 0.2% 2.413
High 2.363 2.361 -0.002 -0.1% 2.512
Low 2.324 2.231 -0.093 -4.0% 2.309
Close 2.337 2.244 -0.093 -4.0% 2.497
Range 0.039 0.130 0.091 233.3% 0.203
ATR 0.088 0.091 0.003 3.4% 0.000
Volume 39,434 42,653 3,219 8.2% 217,527
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.669 2.586 2.316
R3 2.539 2.456 2.280
R2 2.409 2.409 2.268
R1 2.326 2.326 2.256 2.303
PP 2.279 2.279 2.279 2.267
S1 2.196 2.196 2.232 2.173
S2 2.149 2.149 2.220
S3 2.019 2.066 2.208
S4 1.889 1.936 2.173
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 3.048 2.976 2.609
R3 2.845 2.773 2.553
R2 2.642 2.642 2.534
R1 2.570 2.570 2.516 2.606
PP 2.439 2.439 2.439 2.458
S1 2.367 2.367 2.478 2.403
S2 2.236 2.236 2.460
S3 2.033 2.164 2.441
S4 1.830 1.961 2.385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.512 2.231 0.281 12.5% 0.094 4.2% 5% False True 41,565
10 2.512 2.231 0.281 12.5% 0.093 4.1% 5% False True 41,857
20 2.512 2.017 0.495 22.1% 0.089 3.9% 46% False False 39,293
40 2.557 2.017 0.540 24.1% 0.076 3.4% 42% False False 34,876
60 2.691 2.017 0.674 30.0% 0.073 3.3% 34% False False 31,258
80 2.811 2.017 0.794 35.4% 0.066 3.0% 29% False False 26,954
100 2.912 2.017 0.895 39.9% 0.061 2.7% 25% False False 23,406
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 0.017
Widest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 2.914
2.618 2.701
1.618 2.571
1.000 2.491
0.618 2.441
HIGH 2.361
0.618 2.311
0.500 2.296
0.382 2.281
LOW 2.231
0.618 2.151
1.000 2.101
1.618 2.021
2.618 1.891
4.250 1.679
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 2.296 2.318
PP 2.279 2.293
S1 2.261 2.269

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

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