NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 1.941 1.904 -0.037 -1.9% 1.863
High 1.943 2.024 0.081 4.2% 2.028
Low 1.897 1.892 -0.005 -0.3% 1.837
Close 1.911 2.018 0.107 5.6% 1.956
Range 0.046 0.132 0.086 187.0% 0.191
ATR 0.082 0.086 0.004 4.4% 0.000
Volume 123,746 214,842 91,096 73.6% 691,265
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.374 2.328 2.091
R3 2.242 2.196 2.054
R2 2.110 2.110 2.042
R1 2.064 2.064 2.030 2.087
PP 1.978 1.978 1.978 1.990
S1 1.932 1.932 2.006 1.955
S2 1.846 1.846 1.994
S3 1.714 1.800 1.982
S4 1.582 1.668 1.945
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.513 2.426 2.061
R3 2.322 2.235 2.009
R2 2.131 2.131 1.991
R1 2.044 2.044 1.974 2.088
PP 1.940 1.940 1.940 1.962
S1 1.853 1.853 1.938 1.897
S2 1.749 1.749 1.921
S3 1.558 1.662 1.903
S4 1.367 1.471 1.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.074 1.892 0.182 9.0% 0.091 4.5% 69% False True 149,788
10 2.074 1.837 0.237 11.7% 0.084 4.2% 76% False False 142,184
20 2.074 1.832 0.242 12.0% 0.084 4.2% 77% False False 114,783
40 2.217 1.731 0.486 24.1% 0.078 3.9% 59% False False 84,292
60 2.441 1.731 0.710 35.2% 0.077 3.8% 40% False False 67,874
80 2.549 1.731 0.818 40.5% 0.078 3.8% 35% False False 55,387
100 2.602 1.731 0.871 43.2% 0.074 3.6% 33% False False 46,452
120 2.753 1.731 1.022 50.6% 0.071 3.5% 28% False False 39,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 2.585
2.618 2.370
1.618 2.238
1.000 2.156
0.618 2.106
HIGH 2.024
0.618 1.974
0.500 1.958
0.382 1.942
LOW 1.892
0.618 1.810
1.000 1.760
1.618 1.678
2.618 1.546
4.250 1.331
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 1.998 2.001
PP 1.978 1.984
S1 1.958 1.967

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

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