NYMEX Natural Gas Future August 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 2.197 2.132 -0.065 -3.0% 2.166
High 2.231 2.172 -0.059 -2.6% 2.269
Low 2.127 2.127 0.000 0.0% 2.125
Close 2.140 2.158 0.018 0.8% 2.233
Range 0.104 0.045 -0.059 -56.7% 0.144
ATR 0.070 0.068 -0.002 -2.6% 0.000
Volume 11,936 12,601 665 5.6% 50,618
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.287 2.268 2.183
R3 2.242 2.223 2.170
R2 2.197 2.197 2.166
R1 2.178 2.178 2.162 2.188
PP 2.152 2.152 2.152 2.157
S1 2.133 2.133 2.154 2.143
S2 2.107 2.107 2.150
S3 2.062 2.088 2.146
S4 2.017 2.043 2.133
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.641 2.581 2.312
R3 2.497 2.437 2.273
R2 2.353 2.353 2.259
R1 2.293 2.293 2.246 2.323
PP 2.209 2.209 2.209 2.224
S1 2.149 2.149 2.220 2.179
S2 2.065 2.065 2.207
S3 1.921 2.005 2.193
S4 1.777 1.861 2.154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.262 2.127 0.135 6.3% 0.071 3.3% 23% False True 12,002
10 2.269 2.125 0.144 6.7% 0.071 3.3% 23% False False 11,467
20 2.269 1.990 0.279 12.9% 0.068 3.1% 60% False False 12,706
40 2.475 1.990 0.485 22.5% 0.063 2.9% 35% False False 10,397
60 2.646 1.990 0.656 30.4% 0.065 3.0% 26% False False 8,564
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 2.363
2.618 2.290
1.618 2.245
1.000 2.217
0.618 2.200
HIGH 2.172
0.618 2.155
0.500 2.150
0.382 2.144
LOW 2.127
0.618 2.099
1.000 2.082
1.618 2.054
2.618 2.009
4.250 1.936
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 2.155 2.179
PP 2.152 2.172
S1 2.150 2.165

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

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