NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 1.916 1.964 0.048 2.5% 1.871
High 1.965 2.009 0.044 2.2% 1.971
Low 1.903 1.936 0.033 1.7% 1.855
Close 1.946 1.989 0.043 2.2% 1.900
Range 0.062 0.073 0.011 17.7% 0.116
ATR 0.070 0.070 0.000 0.3% 0.000
Volume 30,641 37,371 6,730 22.0% 168,311
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.197 2.166 2.029
R3 2.124 2.093 2.009
R2 2.051 2.051 2.002
R1 2.020 2.020 1.996 2.036
PP 1.978 1.978 1.978 1.986
S1 1.947 1.947 1.982 1.963
S2 1.905 1.905 1.976
S3 1.832 1.874 1.969
S4 1.759 1.801 1.949
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.257 2.194 1.964
R3 2.141 2.078 1.932
R2 2.025 2.025 1.921
R1 1.962 1.962 1.911 1.994
PP 1.909 1.909 1.909 1.924
S1 1.846 1.846 1.889 1.878
S2 1.793 1.793 1.879
S3 1.677 1.730 1.868
S4 1.561 1.614 1.836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.009 1.844 0.165 8.3% 0.067 3.4% 88% True False 30,837
10 2.009 1.844 0.165 8.3% 0.069 3.5% 88% True False 32,260
20 2.273 1.844 0.429 21.6% 0.068 3.4% 34% False False 24,144
40 2.465 1.844 0.621 31.2% 0.068 3.4% 23% False False 19,225
60 2.593 1.844 0.749 37.7% 0.071 3.6% 19% False False 15,844
80 2.642 1.844 0.798 40.1% 0.067 3.4% 18% False False 13,176
100 2.741 1.844 0.897 45.1% 0.065 3.2% 16% False False 11,188
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 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.319
2.618 2.200
1.618 2.127
1.000 2.082
0.618 2.054
HIGH 2.009
0.618 1.981
0.500 1.973
0.382 1.964
LOW 1.936
0.618 1.891
1.000 1.863
1.618 1.818
2.618 1.745
4.250 1.626
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 1.984 1.973
PP 1.978 1.958
S1 1.973 1.942

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

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