NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 2.074 2.094 0.020 1.0% 1.981
High 2.164 2.128 -0.036 -1.7% 2.132
Low 2.072 2.024 -0.048 -2.3% 1.948
Close 2.090 2.050 -0.040 -1.9% 2.052
Range 0.092 0.104 0.012 13.0% 0.184
ATR 0.079 0.081 0.002 2.3% 0.000
Volume 43,277 40,654 -2,623 -6.1% 171,435
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.379 2.319 2.107
R3 2.275 2.215 2.079
R2 2.171 2.171 2.069
R1 2.111 2.111 2.060 2.089
PP 2.067 2.067 2.067 2.057
S1 2.007 2.007 2.040 1.985
S2 1.963 1.963 2.031
S3 1.859 1.903 2.021
S4 1.755 1.799 1.993
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.596 2.508 2.153
R3 2.412 2.324 2.103
R2 2.228 2.228 2.086
R1 2.140 2.140 2.069 2.184
PP 2.044 2.044 2.044 2.066
S1 1.956 1.956 2.035 2.000
S2 1.860 1.860 2.018
S3 1.676 1.772 2.001
S4 1.492 1.588 1.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.164 2.022 0.142 6.9% 0.082 4.0% 20% False False 40,062
10 2.164 1.948 0.216 10.5% 0.083 4.0% 47% False False 33,412
20 2.164 1.875 0.289 14.1% 0.078 3.8% 61% False False 30,704
40 2.331 1.844 0.487 23.8% 0.073 3.5% 42% False False 26,040
60 2.593 1.844 0.749 36.5% 0.073 3.5% 28% False False 22,145
80 2.593 1.844 0.749 36.5% 0.072 3.5% 28% False False 18,728
100 2.642 1.844 0.798 38.9% 0.069 3.4% 26% False False 15,851
120 2.787 1.844 0.943 46.0% 0.066 3.2% 22% False False 13,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.570
2.618 2.400
1.618 2.296
1.000 2.232
0.618 2.192
HIGH 2.128
0.618 2.088
0.500 2.076
0.382 2.064
LOW 2.024
0.618 1.960
1.000 1.920
1.618 1.856
2.618 1.752
4.250 1.582
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 2.076 2.093
PP 2.067 2.079
S1 2.059 2.064

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

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