NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 2.124 2.051 -0.073 -3.4% 2.039
High 2.128 2.058 -0.070 -3.3% 2.128
Low 2.050 1.986 -0.064 -3.1% 1.986
Close 2.063 1.997 -0.066 -3.2% 1.997
Range 0.078 0.072 -0.006 -7.7% 0.142
ATR 0.079 0.079 0.000 -0.2% 0.000
Volume 71,322 81,189 9,867 13.8% 427,078
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.230 2.185 2.037
R3 2.158 2.113 2.017
R2 2.086 2.086 2.010
R1 2.041 2.041 2.004 2.028
PP 2.014 2.014 2.014 2.007
S1 1.969 1.969 1.990 1.956
S2 1.942 1.942 1.984
S3 1.870 1.897 1.977
S4 1.798 1.825 1.957
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.463 2.372 2.075
R3 2.321 2.230 2.036
R2 2.179 2.179 2.023
R1 2.088 2.088 2.010 2.063
PP 2.037 2.037 2.037 2.024
S1 1.946 1.946 1.984 1.921
S2 1.895 1.895 1.971
S3 1.753 1.804 1.958
S4 1.611 1.662 1.919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.128 1.986 0.142 7.1% 0.068 3.4% 8% False True 85,415
10 2.164 1.986 0.178 8.9% 0.076 3.8% 6% False True 70,305
20 2.164 1.948 0.216 10.8% 0.078 3.9% 23% False False 50,678
40 2.164 1.844 0.320 16.0% 0.073 3.7% 48% False False 38,630
60 2.413 1.844 0.569 28.5% 0.071 3.6% 27% False False 30,884
80 2.593 1.844 0.749 37.5% 0.073 3.7% 20% False False 25,558
100 2.593 1.844 0.749 37.5% 0.070 3.5% 20% False False 21,778
120 2.655 1.844 0.811 40.6% 0.069 3.4% 19% False False 18,729
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.364
2.618 2.246
1.618 2.174
1.000 2.130
0.618 2.102
HIGH 2.058
0.618 2.030
0.500 2.022
0.382 2.014
LOW 1.986
0.618 1.942
1.000 1.914
1.618 1.870
2.618 1.798
4.250 1.680
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 2.022 2.057
PP 2.014 2.037
S1 2.005 2.017

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

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