NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 2.311 2.427 0.116 5.0% 2.285
High 2.437 2.485 0.048 2.0% 2.359
Low 2.311 2.409 0.098 4.2% 2.249
Close 2.431 2.427 -0.004 -0.2% 2.275
Range 0.126 0.076 -0.050 -39.7% 0.110
ATR 0.070 0.070 0.000 0.6% 0.000
Volume 36,019 32,868 -3,151 -8.7% 91,370
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.668 2.624 2.469
R3 2.592 2.548 2.448
R2 2.516 2.516 2.441
R1 2.472 2.472 2.434 2.465
PP 2.440 2.440 2.440 2.437
S1 2.396 2.396 2.420 2.389
S2 2.364 2.364 2.413
S3 2.288 2.320 2.406
S4 2.212 2.244 2.385
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.624 2.560 2.336
R3 2.514 2.450 2.305
R2 2.404 2.404 2.295
R1 2.340 2.340 2.285 2.317
PP 2.294 2.294 2.294 2.283
S1 2.230 2.230 2.265 2.207
S2 2.184 2.184 2.255
S3 2.074 2.120 2.245
S4 1.964 2.010 2.215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.485 2.254 0.231 9.5% 0.073 3.0% 75% True False 25,092
10 2.485 2.236 0.249 10.3% 0.065 2.7% 77% True False 21,702
20 2.485 2.202 0.283 11.7% 0.069 2.8% 80% True False 21,744
40 2.485 2.049 0.436 18.0% 0.067 2.8% 87% True False 21,928
Crabel Price Patterns
NR True
NR4 False
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 0.006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.808
2.618 2.684
1.618 2.608
1.000 2.561
0.618 2.532
HIGH 2.485
0.618 2.456
0.500 2.447
0.382 2.438
LOW 2.409
0.618 2.362
1.000 2.333
1.618 2.286
2.618 2.210
4.250 2.086
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 2.447 2.408
PP 2.440 2.389
S1 2.434 2.370

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

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