NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 2.196 2.170 -0.026 -1.2% 1.980
High 2.208 2.199 -0.009 -0.4% 2.281
Low 2.132 2.108 -0.024 -1.1% 1.972
Close 2.159 2.153 -0.006 -0.3% 2.267
Range 0.076 0.091 0.015 19.7% 0.309
ATR 0.088 0.088 0.000 0.3% 0.000
Volume 143,286 179,928 36,642 25.6% 575,151
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.426 2.381 2.203
R3 2.335 2.290 2.178
R2 2.244 2.244 2.170
R1 2.199 2.199 2.161 2.176
PP 2.153 2.153 2.153 2.142
S1 2.108 2.108 2.145 2.085
S2 2.062 2.062 2.136
S3 1.971 2.017 2.128
S4 1.880 1.926 2.103
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 2.108 0.196 9.1% 0.094 4.4% 23% False True 145,015
10 2.304 1.972 0.332 15.4% 0.095 4.4% 55% False False 117,894
20 2.304 1.972 0.332 15.4% 0.086 4.0% 55% False False 90,860
40 2.304 1.844 0.460 21.4% 0.080 3.7% 67% False False 59,244
60 2.331 1.844 0.487 22.6% 0.076 3.5% 63% False False 45,990
80 2.593 1.844 0.749 34.8% 0.076 3.5% 41% False False 37,666
100 2.593 1.844 0.749 34.8% 0.073 3.4% 41% False False 31,744
120 2.642 1.844 0.798 37.1% 0.071 3.3% 39% False False 27,005
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.586
2.618 2.437
1.618 2.346
1.000 2.290
0.618 2.255
HIGH 2.199
0.618 2.164
0.500 2.154
0.382 2.143
LOW 2.108
0.618 2.052
1.000 2.017
1.618 1.961
2.618 1.870
4.250 1.721
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 2.154 2.206
PP 2.153 2.188
S1 2.153 2.171

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

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