NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 2.388 2.438 0.050 2.1% 2.420
High 2.442 2.455 0.013 0.5% 2.442
Low 2.384 2.391 0.007 0.3% 2.277
Close 2.409 2.403 -0.006 -0.2% 2.409
Range 0.058 0.064 0.006 10.3% 0.165
ATR 0.067 0.067 0.000 -0.4% 0.000
Volume 21,659 20,712 -947 -4.4% 128,463
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 2.608 2.570 2.438
R3 2.544 2.506 2.421
R2 2.480 2.480 2.415
R1 2.442 2.442 2.409 2.429
PP 2.416 2.416 2.416 2.410
S1 2.378 2.378 2.397 2.365
S2 2.352 2.352 2.391
S3 2.288 2.314 2.385
S4 2.224 2.250 2.368
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 2.871 2.805 2.500
R3 2.706 2.640 2.454
R2 2.541 2.541 2.439
R1 2.475 2.475 2.424 2.426
PP 2.376 2.376 2.376 2.351
S1 2.310 2.310 2.394 2.261
S2 2.211 2.211 2.379
S3 2.046 2.145 2.364
S4 1.881 1.980 2.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.455 2.277 0.178 7.4% 0.068 2.8% 71% True False 24,386
10 2.487 2.277 0.210 8.7% 0.060 2.5% 60% False False 24,572
20 2.530 2.277 0.253 10.5% 0.062 2.6% 50% False False 26,226
40 2.583 2.236 0.347 14.4% 0.066 2.7% 48% False False 24,547
60 2.583 2.049 0.534 22.2% 0.067 2.8% 66% False False 23,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.727
2.618 2.623
1.618 2.559
1.000 2.519
0.618 2.495
HIGH 2.455
0.618 2.431
0.500 2.423
0.382 2.415
LOW 2.391
0.618 2.351
1.000 2.327
1.618 2.287
2.618 2.223
4.250 2.119
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 2.423 2.391
PP 2.416 2.378
S1 2.410 2.366

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

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