NYMEX Natural Gas Future September 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 2.422 2.430 0.008 0.3% 2.191
High 2.442 2.430 -0.012 -0.5% 2.501
Low 2.379 2.364 -0.015 -0.6% 2.191
Close 2.432 2.404 -0.028 -1.2% 2.480
Range 0.063 0.066 0.003 4.8% 0.310
ATR 0.076 0.075 -0.001 -0.7% 0.000
Volume 20,871 32,715 11,844 56.7% 117,353
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.597 2.567 2.440
R3 2.531 2.501 2.422
R2 2.465 2.465 2.416
R1 2.435 2.435 2.410 2.417
PP 2.399 2.399 2.399 2.391
S1 2.369 2.369 2.398 2.351
S2 2.333 2.333 2.392
S3 2.267 2.303 2.386
S4 2.201 2.237 2.368
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 2.364 0.164 6.8% 0.083 3.5% 24% False True 21,371
10 2.528 2.191 0.337 14.0% 0.082 3.4% 63% False False 21,393
20 2.528 2.183 0.345 14.4% 0.071 3.0% 64% False False 19,341
40 2.528 2.009 0.519 21.6% 0.070 2.9% 76% False False 16,430
60 2.528 2.009 0.519 21.6% 0.066 2.7% 76% False False 14,077
80 2.644 2.009 0.635 26.4% 0.066 2.7% 62% False False 11,792
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 0.013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.711
2.618 2.603
1.618 2.537
1.000 2.496
0.618 2.471
HIGH 2.430
0.618 2.405
0.500 2.397
0.382 2.389
LOW 2.364
0.618 2.323
1.000 2.298
1.618 2.257
2.618 2.191
4.250 2.084
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 2.402 2.404
PP 2.399 2.403
S1 2.397 2.403

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

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