NYMEX Natural Gas Future July 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 2.321 2.306 -0.015 -0.6% 2.088
High 2.332 2.333 0.001 0.0% 2.404
Low 2.263 2.259 -0.004 -0.2% 2.081
Close 2.294 2.305 0.011 0.5% 2.383
Range 0.069 0.074 0.005 7.2% 0.323
ATR 0.084 0.083 -0.001 -0.8% 0.000
Volume 46,900 85,580 38,680 82.5% 243,710
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.521 2.487 2.346
R3 2.447 2.413 2.325
R2 2.373 2.373 2.319
R1 2.339 2.339 2.312 2.319
PP 2.299 2.299 2.299 2.289
S1 2.265 2.265 2.298 2.245
S2 2.225 2.225 2.291
S3 2.151 2.191 2.285
S4 2.077 2.117 2.264
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 3.258 3.144 2.561
R3 2.935 2.821 2.472
R2 2.612 2.612 2.442
R1 2.498 2.498 2.413 2.555
PP 2.289 2.289 2.289 2.318
S1 2.175 2.175 2.353 2.232
S2 1.966 1.966 2.324
S3 1.643 1.852 2.294
S4 1.320 1.529 2.205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.427 2.259 0.168 7.3% 0.090 3.9% 27% False True 56,862
10 2.427 2.081 0.346 15.0% 0.090 3.9% 65% False False 49,002
20 2.427 2.081 0.346 15.0% 0.081 3.5% 65% False False 50,588
40 2.427 1.939 0.488 21.2% 0.075 3.3% 75% False False 38,175
60 2.427 1.939 0.488 21.2% 0.072 3.1% 75% False False 32,040
80 2.635 1.939 0.696 30.2% 0.072 3.1% 53% False False 26,895
100 2.635 1.939 0.696 30.2% 0.070 3.0% 53% False False 23,030
120 2.684 1.939 0.745 32.3% 0.067 2.9% 49% False False 19,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.648
2.618 2.527
1.618 2.453
1.000 2.407
0.618 2.379
HIGH 2.333
0.618 2.305
0.500 2.296
0.382 2.287
LOW 2.259
0.618 2.213
1.000 2.185
1.618 2.139
2.618 2.065
4.250 1.945
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 2.302 2.343
PP 2.299 2.330
S1 2.296 2.318

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

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