NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 2.314 2.361 0.047 2.0% 2.347
High 2.366 2.381 0.015 0.6% 2.366
Low 2.305 2.309 0.004 0.2% 2.195
Close 2.329 2.321 -0.008 -0.3% 2.329
Range 0.061 0.072 0.011 18.0% 0.171
ATR 0.069 0.069 0.000 0.3% 0.000
Volume 25,372 16,897 -8,475 -33.4% 126,793
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 2.553 2.509 2.361
R3 2.481 2.437 2.341
R2 2.409 2.409 2.334
R1 2.365 2.365 2.328 2.351
PP 2.337 2.337 2.337 2.330
S1 2.293 2.293 2.314 2.279
S2 2.265 2.265 2.308
S3 2.193 2.221 2.301
S4 2.121 2.149 2.281
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 2.810 2.740 2.423
R3 2.639 2.569 2.376
R2 2.468 2.468 2.360
R1 2.398 2.398 2.345 2.348
PP 2.297 2.297 2.297 2.271
S1 2.227 2.227 2.313 2.177
S2 2.126 2.126 2.298
S3 1.955 2.056 2.282
S4 1.784 1.885 2.235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.381 2.195 0.186 8.0% 0.071 3.0% 68% True False 24,139
10 2.419 2.195 0.224 9.7% 0.061 2.6% 56% False False 25,228
20 2.466 2.195 0.271 11.7% 0.063 2.7% 46% False False 24,453
40 2.528 2.183 0.345 14.9% 0.068 2.9% 40% False False 21,540
60 2.528 2.009 0.519 22.4% 0.068 2.9% 60% False False 18,763
80 2.528 2.009 0.519 22.4% 0.065 2.8% 60% False False 16,151
100 2.644 2.009 0.635 27.4% 0.066 2.8% 49% False False 13,768
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.687
2.618 2.569
1.618 2.497
1.000 2.453
0.618 2.425
HIGH 2.381
0.618 2.353
0.500 2.345
0.382 2.337
LOW 2.309
0.618 2.265
1.000 2.237
1.618 2.193
2.618 2.121
4.250 2.003
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 2.345 2.310
PP 2.337 2.299
S1 2.329 2.288

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

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