NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 2.198 2.276 0.078 3.5% 1.980
High 2.281 2.304 0.023 1.0% 2.281
Low 2.179 2.161 -0.018 -0.8% 1.972
Close 2.267 2.187 -0.080 -3.5% 2.267
Range 0.102 0.143 0.041 40.2% 0.309
ATR 0.085 0.089 0.004 4.9% 0.000
Volume 153,075 128,069 -25,006 -16.3% 575,151
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.646 2.560 2.266
R3 2.503 2.417 2.226
R2 2.360 2.360 2.213
R1 2.274 2.274 2.200 2.246
PP 2.217 2.217 2.217 2.203
S1 2.131 2.131 2.174 2.103
S2 2.074 2.074 2.161
S3 1.931 1.988 2.148
S4 1.788 1.845 2.108
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 3.100 2.993 2.437
R3 2.791 2.684 2.352
R2 2.482 2.482 2.324
R1 2.375 2.375 2.295 2.429
PP 2.173 2.173 2.173 2.200
S1 2.066 2.066 2.239 2.120
S2 1.864 1.864 2.210
S3 1.555 1.757 2.182
S4 1.246 1.448 2.097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.304 2.028 0.276 12.6% 0.111 5.1% 58% True False 124,784
10 2.304 1.972 0.332 15.2% 0.093 4.2% 65% True False 104,495
20 2.304 1.972 0.332 15.2% 0.084 3.8% 65% True False 77,902
40 2.304 1.844 0.460 21.0% 0.080 3.6% 75% True False 53,494
60 2.413 1.844 0.569 26.0% 0.075 3.4% 60% False False 41,229
80 2.593 1.844 0.749 34.2% 0.076 3.5% 46% False False 33,838
100 2.593 1.844 0.749 34.2% 0.072 3.3% 46% False False 28,620
120 2.642 1.844 0.798 36.5% 0.070 3.2% 43% False False 24,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.912
2.618 2.678
1.618 2.535
1.000 2.447
0.618 2.392
HIGH 2.304
0.618 2.249
0.500 2.233
0.382 2.216
LOW 2.161
0.618 2.073
1.000 2.018
1.618 1.930
2.618 1.787
4.250 1.553
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 2.233 2.233
PP 2.217 2.217
S1 2.202 2.202

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

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