NYMEX Natural Gas Future August 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 2.212 2.358 0.146 6.6% 2.192
High 2.356 2.403 0.047 2.0% 2.275
Low 2.212 2.321 0.109 4.9% 2.160
Close 2.348 2.340 -0.008 -0.3% 2.174
Range 0.144 0.082 -0.062 -43.1% 0.115
ATR 0.075 0.075 0.001 0.7% 0.000
Volume 24,534 33,532 8,998 36.7% 106,421
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.601 2.552 2.385
R3 2.519 2.470 2.363
R2 2.437 2.437 2.355
R1 2.388 2.388 2.348 2.372
PP 2.355 2.355 2.355 2.346
S1 2.306 2.306 2.332 2.290
S2 2.273 2.273 2.325
S3 2.191 2.224 2.317
S4 2.109 2.142 2.295
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.548 2.476 2.237
R3 2.433 2.361 2.206
R2 2.318 2.318 2.195
R1 2.246 2.246 2.185 2.225
PP 2.203 2.203 2.203 2.192
S1 2.131 2.131 2.163 2.110
S2 2.088 2.088 2.153
S3 1.973 2.016 2.142
S4 1.858 1.901 2.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.403 2.156 0.247 10.6% 0.082 3.5% 74% True False 21,276
10 2.403 2.151 0.252 10.8% 0.072 3.1% 75% True False 21,524
20 2.403 2.122 0.281 12.0% 0.073 3.1% 78% True False 17,880
40 2.403 1.990 0.413 17.6% 0.069 2.9% 85% True False 15,144
60 2.480 1.990 0.490 20.9% 0.066 2.8% 71% False False 12,691
80 2.646 1.990 0.656 28.0% 0.067 2.8% 53% False False 10,641
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 True
Stretch 0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.752
2.618 2.618
1.618 2.536
1.000 2.485
0.618 2.454
HIGH 2.403
0.618 2.372
0.500 2.362
0.382 2.352
LOW 2.321
0.618 2.270
1.000 2.239
1.618 2.188
2.618 2.106
4.250 1.973
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 2.362 2.320
PP 2.355 2.300
S1 2.347 2.280

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

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