NYMEX Natural Gas Future August 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 2.360 2.336 -0.024 -1.0% 2.465
High 2.385 2.370 -0.015 -0.6% 2.494
Low 2.308 2.321 0.013 0.6% 2.322
Close 2.321 2.350 0.029 1.2% 2.412
Range 0.077 0.049 -0.028 -36.4% 0.172
ATR 0.081 0.079 -0.002 -2.8% 0.000
Volume 34,303 23,852 -10,451 -30.5% 160,402
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 2.494 2.471 2.377
R3 2.445 2.422 2.363
R2 2.396 2.396 2.359
R1 2.373 2.373 2.354 2.385
PP 2.347 2.347 2.347 2.353
S1 2.324 2.324 2.346 2.336
S2 2.298 2.298 2.341
S3 2.249 2.275 2.337
S4 2.200 2.226 2.323
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.925 2.841 2.507
R3 2.753 2.669 2.459
R2 2.581 2.581 2.444
R1 2.497 2.497 2.428 2.453
PP 2.409 2.409 2.409 2.388
S1 2.325 2.325 2.396 2.281
S2 2.237 2.237 2.380
S3 2.065 2.153 2.365
S4 1.893 1.981 2.317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.431 2.308 0.123 5.2% 0.073 3.1% 34% False False 36,652
10 2.494 2.308 0.186 7.9% 0.081 3.4% 23% False False 30,999
20 2.494 2.151 0.343 14.6% 0.074 3.2% 58% False False 25,386
40 2.494 2.019 0.475 20.2% 0.073 3.1% 70% False False 19,219
60 2.494 1.990 0.504 21.4% 0.068 2.9% 71% False False 16,285
80 2.646 1.990 0.656 27.9% 0.067 2.9% 55% False False 13,654
100 2.646 1.990 0.656 27.9% 0.067 2.8% 55% False False 11,677
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2.578
2.618 2.498
1.618 2.449
1.000 2.419
0.618 2.400
HIGH 2.370
0.618 2.351
0.500 2.346
0.382 2.340
LOW 2.321
0.618 2.291
1.000 2.272
1.618 2.242
2.618 2.193
4.250 2.113
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 2.349 2.370
PP 2.347 2.363
S1 2.346 2.357

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

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