NYMEX Natural Gas Future August 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 2.391 2.390 -0.001 0.0% 2.158
High 2.409 2.390 -0.019 -0.8% 2.472
Low 2.342 2.322 -0.020 -0.9% 2.156
Close 2.393 2.358 -0.035 -1.5% 2.449
Range 0.067 0.068 0.001 1.5% 0.316
ATR 0.078 0.078 -0.001 -0.7% 0.000
Volume 33,983 40,212 6,229 18.3% 129,565
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.561 2.527 2.395
R3 2.493 2.459 2.377
R2 2.425 2.425 2.370
R1 2.391 2.391 2.364 2.374
PP 2.357 2.357 2.357 2.348
S1 2.323 2.323 2.352 2.306
S2 2.289 2.289 2.346
S3 2.221 2.255 2.339
S4 2.153 2.187 2.321
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 2.322 0.172 7.3% 0.086 3.7% 21% False True 28,243
10 2.494 2.156 0.338 14.3% 0.085 3.6% 60% False False 25,418
20 2.494 2.151 0.343 14.5% 0.074 3.1% 60% False False 21,802
40 2.494 1.994 0.500 21.2% 0.072 3.0% 73% False False 17,552
60 2.494 1.990 0.504 21.4% 0.067 2.9% 73% False False 14,782
80 2.646 1.990 0.656 27.8% 0.067 2.8% 56% False False 12,467
100 2.646 1.990 0.656 27.8% 0.066 2.8% 56% False False 10,744
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.679
2.618 2.568
1.618 2.500
1.000 2.458
0.618 2.432
HIGH 2.390
0.618 2.364
0.500 2.356
0.382 2.348
LOW 2.322
0.618 2.280
1.000 2.254
1.618 2.212
2.618 2.144
4.250 2.033
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 2.357 2.366
PP 2.357 2.363
S1 2.356 2.361

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

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