NYMEX Natural Gas Future September 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 2.437 2.422 -0.015 -0.6% 2.191
High 2.437 2.442 0.005 0.2% 2.501
Low 2.376 2.379 0.003 0.1% 2.191
Close 2.404 2.432 0.028 1.2% 2.480
Range 0.061 0.063 0.002 3.3% 0.310
ATR 0.077 0.076 -0.001 -1.3% 0.000
Volume 12,903 20,871 7,968 61.8% 117,353
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.607 2.582 2.467
R3 2.544 2.519 2.449
R2 2.481 2.481 2.444
R1 2.456 2.456 2.438 2.469
PP 2.418 2.418 2.418 2.424
S1 2.393 2.393 2.426 2.406
S2 2.355 2.355 2.420
S3 2.292 2.330 2.415
S4 2.229 2.267 2.397
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 3.321 3.210 2.651
R3 3.011 2.900 2.565
R2 2.701 2.701 2.537
R1 2.590 2.590 2.508 2.646
PP 2.391 2.391 2.391 2.418
S1 2.280 2.280 2.452 2.336
S2 2.081 2.081 2.423
S3 1.771 1.970 2.395
S4 1.461 1.660 2.310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.528 2.362 0.166 6.8% 0.083 3.4% 42% False False 19,078
10 2.528 2.191 0.337 13.9% 0.080 3.3% 72% False False 19,840
20 2.528 2.183 0.345 14.2% 0.073 3.0% 72% False False 18,889
40 2.528 2.009 0.519 21.3% 0.070 2.9% 82% False False 15,883
60 2.528 2.009 0.519 21.3% 0.067 2.7% 82% False False 13,706
80 2.644 2.009 0.635 26.1% 0.066 2.7% 67% False False 11,426
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 2.710
2.618 2.607
1.618 2.544
1.000 2.505
0.618 2.481
HIGH 2.442
0.618 2.418
0.500 2.411
0.382 2.403
LOW 2.379
0.618 2.340
1.000 2.316
1.618 2.277
2.618 2.214
4.250 2.111
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 2.425 2.452
PP 2.418 2.445
S1 2.411 2.439

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

View Archives - Comment on this page... - Back to Index of Symbols