NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 2.427 2.445 0.018 0.7% 2.285
High 2.485 2.490 0.005 0.2% 2.359
Low 2.409 2.422 0.013 0.5% 2.249
Close 2.427 2.480 0.053 2.2% 2.275
Range 0.076 0.068 -0.008 -10.5% 0.110
ATR 0.070 0.070 0.000 -0.2% 0.000
Volume 32,868 29,430 -3,438 -10.5% 91,370
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.668 2.642 2.517
R3 2.600 2.574 2.499
R2 2.532 2.532 2.492
R1 2.506 2.506 2.486 2.519
PP 2.464 2.464 2.464 2.471
S1 2.438 2.438 2.474 2.451
S2 2.396 2.396 2.468
S3 2.328 2.370 2.461
S4 2.260 2.302 2.443
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 2.490 2.254 0.236 9.5% 0.076 3.1% 96% True False 26,426
10 2.490 2.249 0.241 9.7% 0.062 2.5% 96% True False 22,288
20 2.490 2.202 0.288 11.6% 0.067 2.7% 97% True False 22,111
40 2.490 2.049 0.441 17.8% 0.068 2.7% 98% True False 22,422
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 0.008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.779
2.618 2.668
1.618 2.600
1.000 2.558
0.618 2.532
HIGH 2.490
0.618 2.464
0.500 2.456
0.382 2.448
LOW 2.422
0.618 2.380
1.000 2.354
1.618 2.312
2.618 2.244
4.250 2.133
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 2.472 2.454
PP 2.464 2.427
S1 2.456 2.401

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

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