NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 2.134 2.080 -0.054 -2.5% 2.104
High 2.164 2.087 -0.077 -3.6% 2.185
Low 2.075 2.023 -0.052 -2.5% 2.075
Close 2.096 2.029 -0.067 -3.2% 2.096
Range 0.089 0.064 -0.025 -28.1% 0.110
ATR 0.087 0.086 -0.001 -1.1% 0.000
Volume 169,395 122,627 -46,768 -27.6% 716,085
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 2.238 2.198 2.064
R3 2.174 2.134 2.047
R2 2.110 2.110 2.041
R1 2.070 2.070 2.035 2.058
PP 2.046 2.046 2.046 2.041
S1 2.006 2.006 2.023 1.994
S2 1.982 1.982 2.017
S3 1.918 1.942 2.011
S4 1.854 1.878 1.994
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 2.449 2.382 2.157
R3 2.339 2.272 2.126
R2 2.229 2.229 2.116
R1 2.162 2.162 2.106 2.141
PP 2.119 2.119 2.119 2.108
S1 2.052 2.052 2.086 2.031
S2 2.009 2.009 2.076
S3 1.899 1.942 2.066
S4 1.789 1.832 2.036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.185 2.023 0.162 8.0% 0.073 3.6% 4% False True 145,851
10 2.185 2.023 0.162 8.0% 0.075 3.7% 4% False True 137,193
20 2.304 2.023 0.281 13.8% 0.092 4.5% 2% False True 144,518
40 2.304 1.948 0.356 17.5% 0.085 4.2% 23% False False 98,945
60 2.304 1.844 0.460 22.7% 0.080 3.9% 40% False False 74,944
80 2.413 1.844 0.569 28.0% 0.077 3.8% 33% False False 60,146
100 2.593 1.844 0.749 36.9% 0.077 3.8% 25% False False 50,077
120 2.593 1.844 0.749 36.9% 0.074 3.6% 25% False False 42,856
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.359
2.618 2.255
1.618 2.191
1.000 2.151
0.618 2.127
HIGH 2.087
0.618 2.063
0.500 2.055
0.382 2.047
LOW 2.023
0.618 1.983
1.000 1.959
1.618 1.919
2.618 1.855
4.250 1.751
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 2.055 2.104
PP 2.046 2.079
S1 2.038 2.054

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

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