NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 1.785 1.855 0.070 3.9% 1.893
High 1.852 1.914 0.062 3.3% 1.908
Low 1.766 1.821 0.055 3.1% 1.772
Close 1.848 1.903 0.055 3.0% 1.806
Range 0.086 0.093 0.007 8.1% 0.136
ATR 0.084 0.085 0.001 0.7% 0.000
Volume 55,160 9,518 -45,642 -82.7% 442,201
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.158 2.124 1.954
R3 2.065 2.031 1.929
R2 1.972 1.972 1.920
R1 1.938 1.938 1.912 1.955
PP 1.879 1.879 1.879 1.888
S1 1.845 1.845 1.894 1.862
S2 1.786 1.786 1.886
S3 1.693 1.752 1.877
S4 1.600 1.659 1.852
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.237 2.157 1.881
R3 2.101 2.021 1.843
R2 1.965 1.965 1.831
R1 1.885 1.885 1.818 1.857
PP 1.829 1.829 1.829 1.815
S1 1.749 1.749 1.794 1.721
S2 1.693 1.693 1.781
S3 1.557 1.613 1.769
S4 1.421 1.477 1.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.914 1.766 0.148 7.8% 0.086 4.5% 93% True False 73,467
10 1.957 1.766 0.191 10.0% 0.088 4.6% 72% False False 105,119
20 1.957 1.611 0.346 18.2% 0.084 4.4% 84% False False 125,483
40 2.279 1.611 0.668 35.1% 0.081 4.3% 44% False False 109,299
60 2.512 1.611 0.901 47.3% 0.083 4.4% 32% False False 86,864
80 2.512 1.611 0.901 47.3% 0.080 4.2% 32% False False 74,378
100 2.581 1.611 0.970 51.0% 0.078 4.1% 30% False False 64,304
120 2.746 1.611 1.135 59.6% 0.074 3.9% 26% False False 56,739
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.309
2.618 2.157
1.618 2.064
1.000 2.007
0.618 1.971
HIGH 1.914
0.618 1.878
0.500 1.868
0.382 1.857
LOW 1.821
0.618 1.764
1.000 1.728
1.618 1.671
2.618 1.578
4.250 1.426
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 1.891 1.882
PP 1.879 1.861
S1 1.868 1.840

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

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