NYMEX Natural Gas Future July 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 2.141 2.068 -0.073 -3.4% 2.131
High 2.174 2.113 -0.061 -2.8% 2.218
Low 2.067 2.064 -0.003 -0.1% 2.076
Close 2.081 2.099 0.018 0.9% 2.183
Range 0.107 0.049 -0.058 -54.2% 0.142
ATR 0.073 0.071 -0.002 -2.3% 0.000
Volume 22,722 28,432 5,710 25.1% 108,578
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.239 2.218 2.126
R3 2.190 2.169 2.112
R2 2.141 2.141 2.108
R1 2.120 2.120 2.103 2.131
PP 2.092 2.092 2.092 2.097
S1 2.071 2.071 2.095 2.082
S2 2.043 2.043 2.090
S3 1.994 2.022 2.086
S4 1.945 1.973 2.072
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.585 2.526 2.261
R3 2.443 2.384 2.222
R2 2.301 2.301 2.209
R1 2.242 2.242 2.196 2.272
PP 2.159 2.159 2.159 2.174
S1 2.100 2.100 2.170 2.130
S2 2.017 2.017 2.157
S3 1.875 1.958 2.144
S4 1.733 1.816 2.105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.216 2.064 0.152 7.2% 0.076 3.6% 23% False True 23,478
10 2.218 2.064 0.154 7.3% 0.074 3.5% 23% False True 23,256
20 2.218 1.939 0.279 13.3% 0.070 3.3% 57% False False 26,427
40 2.457 1.939 0.518 24.7% 0.066 3.2% 31% False False 21,803
60 2.635 1.939 0.696 33.2% 0.069 3.3% 23% False False 17,942
80 2.635 1.939 0.696 33.2% 0.065 3.1% 23% False False 15,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.017
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2.321
2.618 2.241
1.618 2.192
1.000 2.162
0.618 2.143
HIGH 2.113
0.618 2.094
0.500 2.089
0.382 2.083
LOW 2.064
0.618 2.034
1.000 2.015
1.618 1.985
2.618 1.936
4.250 1.856
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 2.096 2.119
PP 2.092 2.112
S1 2.089 2.106

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

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