NYMEX Natural Gas Future June 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	2.445	2.449	0.004	0.2%	2.489
High	2.465	2.463	-0.002	-0.1%	2.588
Low	2.427	2.350	-0.077	-3.2%	2.396
Close	2.439	2.364	-0.075	-3.1%	2.581
Range	0.038	0.113	0.075	197.4%	0.192
ATR	0.079	0.082	0.002	3.0%	0.000
Volume	13,432	15,091	1,659	12.4%	50,994

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.731	2.661	2.426
R3	2.618	2.548	2.395
R2	2.505	2.505	2.385
R1	2.435	2.435	2.374	2.414
PP	2.392	2.392	2.392	2.382
S1	2.322	2.322	2.354	2.301
S2	2.279	2.279	2.343
S3	2.166	2.209	2.333
S4	2.053	2.096	2.302

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.098	3.031	2.687
R3	2.906	2.839	2.634
R2	2.714	2.714	2.616
R1	2.647	2.647	2.599	2.681
PP	2.522	2.522	2.522	2.538
S1	2.455	2.455	2.563	2.489
S2	2.330	2.330	2.546
S3	2.138	2.263	2.528
S4	1.946	2.071	2.475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.593	2.350	0.243	10.3%	0.082	3.5%	6%	False	True	13,896
10	2.593	2.350	0.243	10.3%	0.081	3.4%	6%	False	True	11,533
20	2.593	2.147	0.446	18.9%	0.080	3.4%	49%	False	False	9,755
40	2.626	2.147	0.479	20.3%	0.067	2.8%	45%	False	False	7,703
60	2.741	2.147	0.594	25.1%	0.064	2.7%	37%	False	False	6,276

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	0.018
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	2.943
2.618	2.759
1.618	2.646
1.000	2.576
0.618	2.533
HIGH	2.463
0.618	2.420
0.500	2.407
0.382	2.393
LOW	2.350
0.618	2.280
1.000	2.237
1.618	2.167
2.618	2.054
4.250	1.870

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	2.407	2.417
PP	2.392	2.399
S1	2.378	2.382

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols