NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 2.068 2.111 0.043 2.1% 2.024
High 2.124 2.132 0.008 0.4% 2.132
Low 2.030 2.065 0.035 1.7% 1.976
Close 2.110 2.085 -0.025 -1.2% 2.085
Range 0.094 0.067 -0.027 -28.7% 0.156
ATR 0.073 0.072 0.000 -0.5% 0.000
Volume 32,074 25,408 -6,666 -20.8% 125,013
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.295 2.257 2.122
R3 2.228 2.190 2.103
R2 2.161 2.161 2.097
R1 2.123 2.123 2.091 2.109
PP 2.094 2.094 2.094 2.087
S1 2.056 2.056 2.079 2.042
S2 2.027 2.027 2.073
S3 1.960 1.989 2.067
S4 1.893 1.922 2.048
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.532 2.465 2.171
R3 2.376 2.309 2.128
R2 2.220 2.220 2.114
R1 2.153 2.153 2.099 2.187
PP 2.064 2.064 2.064 2.081
S1 1.997 1.997 2.071 2.031
S2 1.908 1.908 2.056
S3 1.752 1.841 2.042
S4 1.596 1.685 1.999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.132 1.976 0.156 7.5% 0.077 3.7% 70% True False 25,002
10 2.132 1.844 0.288 13.8% 0.073 3.5% 84% True False 28,009
20 2.132 1.844 0.288 13.8% 0.068 3.3% 84% True False 26,941
40 2.413 1.844 0.569 27.3% 0.068 3.3% 42% False False 21,346
60 2.593 1.844 0.749 35.9% 0.072 3.4% 32% False False 17,499
80 2.593 1.844 0.749 35.9% 0.068 3.2% 32% False False 14,811
100 2.642 1.844 0.798 38.3% 0.067 3.2% 30% False False 12,558
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.417
2.618 2.307
1.618 2.240
1.000 2.199
0.618 2.173
HIGH 2.132
0.618 2.106
0.500 2.099
0.382 2.091
LOW 2.065
0.618 2.024
1.000 1.998
1.618 1.957
2.618 1.890
4.250 1.780
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 2.099 2.082
PP 2.094 2.079
S1 2.090 2.076

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

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