NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	2.023	1.996	-0.027	-1.3%	2.077
High	2.023	2.000	-0.023	-1.1%	2.104
Low	1.975	1.954	-0.021	-1.1%	1.954
Close	1.992	1.975	-0.017	-0.9%	2.028
Range	0.048	0.046	-0.002	-4.2%	0.150
ATR	0.069	0.067	-0.002	-2.4%	0.000
Volume	21,204	27,499	6,295	29.7%	87,945

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.114	2.091	2.000
R3	2.068	2.045	1.988
R2	2.022	2.022	1.983
R1	1.999	1.999	1.979	1.988
PP	1.976	1.976	1.976	1.971
S1	1.953	1.953	1.971	1.942
S2	1.930	1.930	1.967
S3	1.884	1.907	1.962
S4	1.838	1.861	1.950

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.479	2.403	2.111
R3	2.329	2.253	2.069
R2	2.179	2.179	2.056
R1	2.103	2.103	2.042	2.066
PP	2.029	2.029	2.029	2.010
S1	1.953	1.953	2.014	1.916
S2	1.879	1.879	2.001
S3	1.729	1.803	1.987
S4	1.579	1.653	1.946

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.058	1.946	0.112	5.7%	0.067	3.4%	26%	False	False	29,977
10	2.152	1.946	0.206	10.4%	0.062	3.1%	14%	False	False	22,734
20	2.387	1.946	0.441	22.3%	0.063	3.2%	7%	False	False	20,079
40	2.635	1.946	0.689	34.9%	0.066	3.3%	4%	False	False	16,421
60	2.635	1.946	0.689	34.9%	0.066	3.4%	4%	False	False	13,624
80	2.684	1.946	0.738	37.4%	0.063	3.2%	4%	False	False	10,934

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.196
2.618	2.120
1.618	2.074
1.000	2.046
0.618	2.028
HIGH	2.000
0.618	1.982
0.500	1.977
0.382	1.972
LOW	1.954
0.618	1.926
1.000	1.908
1.618	1.880
2.618	1.834
4.250	1.759

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	1.977	2.006
PP	1.976	1.996
S1	1.976	1.985

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