NYMEX Natural Gas Future August 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	2.086	2.046	-0.040	-1.9%	2.121
High	2.086	2.047	-0.039	-1.9%	2.144
Low	2.030	2.001	-0.029	-1.4%	2.003
Close	2.043	2.024	-0.019	-0.9%	2.072
Range	0.056	0.046	-0.010	-17.9%	0.141
ATR	0.066	0.065	-0.001	-2.2%	0.000
Volume	11,127	14,934	3,807	34.2%	49,004

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.162	2.139	2.049
R3	2.116	2.093	2.037
R2	2.070	2.070	2.032
R1	2.047	2.047	2.028	2.036
PP	2.024	2.024	2.024	2.018
S1	2.001	2.001	2.020	1.990
S2	1.978	1.978	2.016
S3	1.932	1.955	2.011
S4	1.886	1.909	1.999

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.496	2.425	2.150
R3	2.355	2.284	2.111
R2	2.214	2.214	2.098
R1	2.143	2.143	2.085	2.108
PP	2.073	2.073	2.073	2.056
S1	2.002	2.002	2.059	1.967
S2	1.932	1.932	2.046
S3	1.791	1.861	2.033
S4	1.650	1.720	1.994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.107	1.990	0.117	5.8%	0.067	3.3%	29%	False	False	13,483
10	2.200	1.990	0.210	10.4%	0.061	3.0%	16%	False	False	11,406
20	2.416	1.990	0.426	21.0%	0.059	2.9%	8%	False	False	9,719
40	2.646	1.990	0.656	32.4%	0.062	3.1%	5%	False	False	7,661
60	2.646	1.990	0.656	32.4%	0.062	3.1%	5%	False	False	6,421

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	0.008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2.243
2.618	2.167
1.618	2.121
1.000	2.093
0.618	2.075
HIGH	2.047
0.618	2.029
0.500	2.024
0.382	2.019
LOW	2.001
0.618	1.973
1.000	1.955
1.618	1.927
2.618	1.881
4.250	1.806

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	2.024	2.054
PP	2.024	2.044
S1	2.024	2.034

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