NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 18-Apr-2016

Day Change Summary
	Previous	Current
	15-Apr-2016	18-Apr-2016	Change	Change %	Previous Week
Open	2.051	1.980	-0.071	-3.5%	2.039
High	2.058	2.050	-0.008	-0.4%	2.128
Low	1.986	1.972	-0.014	-0.7%	1.986
Close	1.997	2.045	0.048	2.4%	1.997
Range	0.072	0.078	0.006	8.3%	0.142
ATR	0.079	0.079	0.000	-0.1%	0.000
Volume	81,189	79,300	-1,889	-2.3%	427,078

Daily Pivots for day following 18-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.256	2.229	2.088
R3	2.178	2.151	2.066
R2	2.100	2.100	2.059
R1	2.073	2.073	2.052	2.087
PP	2.022	2.022	2.022	2.029
S1	1.995	1.995	2.038	2.009
S2	1.944	1.944	2.031
S3	1.866	1.917	2.024
S4	1.788	1.839	2.002

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	1.972	0.156	7.6%	0.074	3.6%	47%	False	True	84,206
10	2.128	1.972	0.156	7.6%	0.074	3.6%	47%	False	True	73,907
20	2.164	1.948	0.216	10.6%	0.079	3.9%	45%	False	False	53,373
40	2.164	1.844	0.320	15.6%	0.073	3.6%	63%	False	False	40,157
60	2.413	1.844	0.569	27.8%	0.071	3.5%	35%	False	False	32,022
80	2.593	1.844	0.749	36.6%	0.073	3.6%	27%	False	False	26,467
100	2.593	1.844	0.749	36.6%	0.070	3.4%	27%	False	False	22,523
120	2.642	1.844	0.798	39.0%	0.069	3.4%	25%	False	False	19,360

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.382
2.618	2.254
1.618	2.176
1.000	2.128
0.618	2.098
HIGH	2.050
0.618	2.020
0.500	2.011
0.382	2.002
LOW	1.972
0.618	1.924
1.000	1.894
1.618	1.846
2.618	1.768
4.250	1.641

Fisher Pivots for day following 18-Apr-2016
Pivot	1 day	3 day
R1	2.034	2.050
PP	2.022	2.048
S1	2.011	2.047

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols