NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 2.237 2.224 -0.013 -0.6% 2.070
High 2.259 2.305 0.046 2.0% 2.259
Low 2.181 2.220 0.039 1.8% 2.052
Close 2.230 2.263 0.033 1.5% 2.231
Range 0.078 0.085 0.007 9.0% 0.207
ATR 0.063 0.065 0.002 2.5% 0.000
Volume 15,053 20,394 5,341 35.5% 100,989
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.518 2.475 2.310
R3 2.433 2.390 2.286
R2 2.348 2.348 2.279
R1 2.305 2.305 2.271 2.327
PP 2.263 2.263 2.263 2.273
S1 2.220 2.220 2.255 2.242
S2 2.178 2.178 2.247
S3 2.093 2.135 2.240
S4 2.008 2.050 2.216
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.802 2.723 2.345
R3 2.595 2.516 2.288
R2 2.388 2.388 2.269
R1 2.309 2.309 2.250 2.349
PP 2.181 2.181 2.181 2.200
S1 2.102 2.102 2.212 2.142
S2 1.974 1.974 2.193
S3 1.767 1.895 2.174
S4 1.560 1.688 2.117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.305 2.105 0.200 8.8% 0.069 3.1% 79% True False 18,147
10 2.305 2.052 0.253 11.2% 0.063 2.8% 83% True False 21,604
20 2.306 2.049 0.257 11.4% 0.062 2.7% 83% False False 21,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 2.666
2.618 2.528
1.618 2.443
1.000 2.390
0.618 2.358
HIGH 2.305
0.618 2.273
0.500 2.263
0.382 2.252
LOW 2.220
0.618 2.167
1.000 2.135
1.618 2.082
2.618 1.997
4.250 1.859
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 2.263 2.256
PP 2.263 2.250
S1 2.263 2.243

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

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