NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 2.341 2.329 -0.012 -0.5% 2.297
High 2.389 2.362 -0.027 -1.1% 2.384
Low 2.330 2.289 -0.041 -1.8% 2.275
Close 2.344 2.331 -0.013 -0.6% 2.350
Range 0.059 0.073 0.014 23.7% 0.109
ATR 0.076 0.076 0.000 -0.3% 0.000
Volume 11,737 24,666 12,929 110.2% 37,043
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.546 2.512 2.371
R3 2.473 2.439 2.351
R2 2.400 2.400 2.344
R1 2.366 2.366 2.338 2.383
PP 2.327 2.327 2.327 2.336
S1 2.293 2.293 2.324 2.310
S2 2.254 2.254 2.318
S3 2.181 2.220 2.311
S4 2.108 2.147 2.291
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.663 2.616 2.410
R3 2.554 2.507 2.380
R2 2.445 2.445 2.370
R1 2.398 2.398 2.360 2.422
PP 2.336 2.336 2.336 2.348
S1 2.289 2.289 2.340 2.313
S2 2.227 2.227 2.330
S3 2.118 2.180 2.320
S4 2.009 2.071 2.290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.400 2.289 0.111 4.8% 0.065 2.8% 38% False True 14,294
10 2.463 2.275 0.188 8.1% 0.074 3.2% 30% False False 12,292
20 2.593 2.275 0.318 13.6% 0.077 3.3% 18% False False 11,665
40 2.593 2.147 0.446 19.1% 0.068 2.9% 41% False False 9,707
60 2.642 2.147 0.495 21.2% 0.065 2.8% 37% False False 7,551
80 2.787 2.147 0.640 27.5% 0.060 2.6% 29% False False 6,278
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 0.019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.672
2.618 2.553
1.618 2.480
1.000 2.435
0.618 2.407
HIGH 2.362
0.618 2.334
0.500 2.326
0.382 2.317
LOW 2.289
0.618 2.244
1.000 2.216
1.618 2.171
2.618 2.098
4.250 1.979
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 2.329 2.345
PP 2.327 2.340
S1 2.326 2.336

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

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