NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 2.224 2.256 0.032 1.4% 2.070
High 2.305 2.280 -0.025 -1.1% 2.259
Low 2.220 2.225 0.005 0.2% 2.052
Close 2.263 2.274 0.011 0.5% 2.231
Range 0.085 0.055 -0.030 -35.3% 0.207
ATR 0.065 0.064 -0.001 -1.1% 0.000
Volume 20,394 10,749 -9,645 -47.3% 100,989
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.425 2.404 2.304
R3 2.370 2.349 2.289
R2 2.315 2.315 2.284
R1 2.294 2.294 2.279 2.305
PP 2.260 2.260 2.260 2.265
S1 2.239 2.239 2.269 2.250
S2 2.205 2.205 2.264
S3 2.150 2.184 2.259
S4 2.095 2.129 2.244
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 2.144 0.161 7.1% 0.069 3.0% 81% False False 16,284
10 2.305 2.052 0.253 11.1% 0.064 2.8% 88% False False 20,019
20 2.305 2.049 0.256 11.3% 0.062 2.7% 88% False False 21,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.514
2.618 2.424
1.618 2.369
1.000 2.335
0.618 2.314
HIGH 2.280
0.618 2.259
0.500 2.253
0.382 2.246
LOW 2.225
0.618 2.191
1.000 2.170
1.618 2.136
2.618 2.081
4.250 1.991
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 2.267 2.264
PP 2.260 2.253
S1 2.253 2.243

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

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