NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 2.270 2.211 -0.059 -2.6% 2.237
High 2.304 2.255 -0.049 -2.1% 2.331
Low 2.207 2.202 -0.005 -0.2% 2.181
Close 2.220 2.243 0.023 1.0% 2.295
Range 0.097 0.053 -0.044 -45.4% 0.150
ATR 0.068 0.067 -0.001 -1.6% 0.000
Volume 22,102 19,728 -2,374 -10.7% 91,199
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.392 2.371 2.272
R3 2.339 2.318 2.258
R2 2.286 2.286 2.253
R1 2.265 2.265 2.248 2.276
PP 2.233 2.233 2.233 2.239
S1 2.212 2.212 2.238 2.223
S2 2.180 2.180 2.233
S3 2.127 2.159 2.228
S4 2.074 2.106 2.214
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.719 2.657 2.378
R3 2.569 2.507 2.336
R2 2.419 2.419 2.323
R1 2.357 2.357 2.309 2.388
PP 2.269 2.269 2.269 2.285
S1 2.207 2.207 2.281 2.238
S2 2.119 2.119 2.268
S3 1.969 2.057 2.254
S4 1.819 1.907 2.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.329 2.201 0.128 5.7% 0.070 3.1% 33% False False 17,433
10 2.331 2.181 0.150 6.7% 0.071 3.2% 41% False False 17,494
20 2.331 2.049 0.282 12.6% 0.067 3.0% 69% False False 22,513
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.480
2.618 2.394
1.618 2.341
1.000 2.308
0.618 2.288
HIGH 2.255
0.618 2.235
0.500 2.229
0.382 2.222
LOW 2.202
0.618 2.169
1.000 2.149
1.618 2.116
2.618 2.063
4.250 1.977
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 2.238 2.253
PP 2.233 2.249
S1 2.229 2.246

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

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