NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 2.094 2.035 -0.059 -2.8% 1.981
High 2.128 2.038 -0.090 -4.2% 2.132
Low 2.024 1.990 -0.034 -1.7% 1.948
Close 2.050 2.004 -0.046 -2.2% 2.052
Range 0.104 0.048 -0.056 -53.8% 0.184
ATR 0.081 0.079 -0.001 -1.8% 0.000
Volume 40,654 46,812 6,158 15.1% 171,435
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.155 2.127 2.030
R3 2.107 2.079 2.017
R2 2.059 2.059 2.013
R1 2.031 2.031 2.008 2.021
PP 2.011 2.011 2.011 2.006
S1 1.983 1.983 2.000 1.973
S2 1.963 1.963 1.995
S3 1.915 1.935 1.991
S4 1.867 1.887 1.978
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 1.990 0.174 8.7% 0.081 4.1% 8% False True 43,695
10 2.164 1.948 0.216 10.8% 0.080 4.0% 26% False False 35,592
20 2.164 1.903 0.261 13.0% 0.078 3.9% 39% False False 31,680
40 2.289 1.844 0.445 22.2% 0.072 3.6% 36% False False 26,872
60 2.593 1.844 0.749 37.4% 0.072 3.6% 21% False False 22,726
80 2.593 1.844 0.749 37.4% 0.072 3.6% 21% False False 19,188
100 2.642 1.844 0.798 39.8% 0.069 3.4% 20% False False 16,287
120 2.787 1.844 0.943 47.1% 0.066 3.3% 17% False False 14,063
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.022
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 2.242
2.618 2.164
1.618 2.116
1.000 2.086
0.618 2.068
HIGH 2.038
0.618 2.020
0.500 2.014
0.382 2.008
LOW 1.990
0.618 1.960
1.000 1.942
1.618 1.912
2.618 1.864
4.250 1.786
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 2.014 2.077
PP 2.011 2.053
S1 2.007 2.028

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

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