NYMEX Natural Gas Future July 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 2.160 2.208 0.048 2.2% 2.160
High 2.216 2.241 0.025 1.1% 2.185
Low 2.140 2.189 0.049 2.3% 2.064
Close 2.211 2.224 0.013 0.6% 2.099
Range 0.076 0.052 -0.024 -31.6% 0.121
ATR 0.073 0.072 -0.002 -2.1% 0.000
Volume 38,950 31,683 -7,267 -18.7% 94,499
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.374 2.351 2.253
R3 2.322 2.299 2.238
R2 2.270 2.270 2.234
R1 2.247 2.247 2.229 2.259
PP 2.218 2.218 2.218 2.224
S1 2.195 2.195 2.219 2.207
S2 2.166 2.166 2.214
S3 2.114 2.143 2.210
S4 2.062 2.091 2.195
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.479 2.410 2.166
R3 2.358 2.289 2.132
R2 2.237 2.237 2.121
R1 2.168 2.168 2.110 2.142
PP 2.116 2.116 2.116 2.103
S1 2.047 2.047 2.088 2.021
S2 1.995 1.995 2.077
S3 1.874 1.926 2.066
S4 1.753 1.805 2.032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.241 2.059 0.182 8.2% 0.077 3.5% 91% True False 27,804
10 2.241 2.059 0.182 8.2% 0.075 3.4% 91% True False 24,358
20 2.241 1.939 0.302 13.6% 0.069 3.1% 94% True False 25,761
40 2.387 1.939 0.448 20.1% 0.068 3.0% 64% False False 22,766
60 2.635 1.939 0.696 31.3% 0.068 3.1% 41% False False 18,997
80 2.635 1.939 0.696 31.3% 0.067 3.0% 41% False False 16,140
100 2.684 1.939 0.745 33.5% 0.065 2.9% 38% False False 13,457
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.462
2.618 2.377
1.618 2.325
1.000 2.293
0.618 2.273
HIGH 2.241
0.618 2.221
0.500 2.215
0.382 2.209
LOW 2.189
0.618 2.157
1.000 2.137
1.618 2.105
2.618 2.053
4.250 1.968
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 2.221 2.199
PP 2.218 2.175
S1 2.215 2.150

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

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