NYMEX Natural Gas Future August 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 2.382 2.465 0.083 3.5% 2.158
High 2.472 2.494 0.022 0.9% 2.472
Low 2.374 2.357 -0.017 -0.7% 2.156
Close 2.449 2.381 -0.068 -2.8% 2.449
Range 0.098 0.137 0.039 39.8% 0.316
ATR 0.076 0.080 0.004 5.7% 0.000
Volume 31,730 16,961 -14,769 -46.5% 129,565
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.822 2.738 2.456
R3 2.685 2.601 2.419
R2 2.548 2.548 2.406
R1 2.464 2.464 2.394 2.438
PP 2.411 2.411 2.411 2.397
S1 2.327 2.327 2.368 2.301
S2 2.274 2.274 2.356
S3 2.137 2.190 2.343
S4 2.000 2.053 2.306
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 3.307 3.194 2.623
R3 2.991 2.878 2.536
R2 2.675 2.675 2.507
R1 2.562 2.562 2.478 2.619
PP 2.359 2.359 2.359 2.387
S1 2.246 2.246 2.420 2.303
S2 2.043 2.043 2.391
S3 1.727 1.930 2.362
S4 1.411 1.614 2.275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.494 2.212 0.282 11.8% 0.105 4.4% 60% True False 26,586
10 2.494 2.156 0.338 14.2% 0.083 3.5% 67% True False 23,111
20 2.494 2.151 0.343 14.4% 0.075 3.2% 67% True False 19,937
40 2.494 1.990 0.504 21.2% 0.072 3.0% 78% True False 16,268
60 2.494 1.990 0.504 21.2% 0.067 2.8% 78% True False 13,615
80 2.646 1.990 0.656 27.6% 0.068 2.8% 60% False False 11,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.076
2.618 2.853
1.618 2.716
1.000 2.631
0.618 2.579
HIGH 2.494
0.618 2.442
0.500 2.426
0.382 2.409
LOW 2.357
0.618 2.272
1.000 2.220
1.618 2.135
2.618 1.998
4.250 1.775
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 2.426 2.412
PP 2.411 2.402
S1 2.396 2.391

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

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