NYMEX Natural Gas Future August 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 2.399 2.391 -0.008 -0.3% 2.158
High 2.401 2.409 0.008 0.3% 2.472
Low 2.339 2.342 0.003 0.1% 2.156
Close 2.370 2.393 0.023 1.0% 2.449
Range 0.062 0.067 0.005 8.1% 0.316
ATR 0.079 0.078 -0.001 -1.1% 0.000
Volume 18,333 33,983 15,650 85.4% 129,565
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.582 2.555 2.430
R3 2.515 2.488 2.411
R2 2.448 2.448 2.405
R1 2.421 2.421 2.399 2.435
PP 2.381 2.381 2.381 2.388
S1 2.354 2.354 2.387 2.368
S2 2.314 2.314 2.381
S3 2.247 2.287 2.375
S4 2.180 2.220 2.356
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 2.330 0.164 6.9% 0.086 3.6% 38% False False 25,436
10 2.494 2.156 0.338 14.1% 0.084 3.5% 70% False False 23,356
20 2.494 2.151 0.343 14.3% 0.076 3.2% 71% False False 21,076
40 2.494 1.994 0.500 20.9% 0.071 3.0% 80% False False 16,825
60 2.494 1.990 0.504 21.1% 0.068 2.9% 80% False False 14,258
80 2.646 1.990 0.656 27.4% 0.067 2.8% 61% False False 12,014
100 2.646 1.990 0.656 27.4% 0.066 2.7% 61% False False 10,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.694
2.618 2.584
1.618 2.517
1.000 2.476
0.618 2.450
HIGH 2.409
0.618 2.383
0.500 2.376
0.382 2.368
LOW 2.342
0.618 2.301
1.000 2.275
1.618 2.234
2.618 2.167
4.250 2.057
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 2.387 2.417
PP 2.381 2.409
S1 2.376 2.401

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

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