NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 1.964 2.008 0.044 2.2% 1.864
High 2.009 2.053 0.044 2.2% 2.053
Low 1.936 1.996 0.060 3.1% 1.844
Close 1.989 2.023 0.034 1.7% 2.023
Range 0.073 0.057 -0.016 -21.9% 0.209
ATR 0.070 0.070 0.000 -0.6% 0.000
Volume 37,371 24,715 -12,656 -33.9% 155,077
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.195 2.166 2.054
R3 2.138 2.109 2.039
R2 2.081 2.081 2.033
R1 2.052 2.052 2.028 2.067
PP 2.024 2.024 2.024 2.031
S1 1.995 1.995 2.018 2.010
S2 1.967 1.967 2.013
S3 1.910 1.938 2.007
S4 1.853 1.881 1.992
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.600 2.521 2.138
R3 2.391 2.312 2.080
R2 2.182 2.182 2.061
R1 2.103 2.103 2.042 2.143
PP 1.973 1.973 1.973 1.993
S1 1.894 1.894 2.004 1.934
S2 1.764 1.764 1.985
S3 1.555 1.685 1.966
S4 1.346 1.476 1.908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.053 1.844 0.209 10.3% 0.068 3.4% 86% True False 31,015
10 2.053 1.844 0.209 10.3% 0.066 3.3% 86% True False 32,338
20 2.222 1.844 0.378 18.7% 0.067 3.3% 47% False False 24,448
40 2.463 1.844 0.619 30.6% 0.069 3.4% 29% False False 19,507
60 2.593 1.844 0.749 37.0% 0.072 3.5% 24% False False 16,148
80 2.642 1.844 0.798 39.4% 0.067 3.3% 22% False False 13,452
100 2.741 1.844 0.897 44.3% 0.065 3.2% 20% False False 11,426
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.295
2.618 2.202
1.618 2.145
1.000 2.110
0.618 2.088
HIGH 2.053
0.618 2.031
0.500 2.025
0.382 2.018
LOW 1.996
0.618 1.961
1.000 1.939
1.618 1.904
2.618 1.847
4.250 1.754
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 2.025 2.008
PP 2.024 1.993
S1 2.024 1.978

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

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