NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	2.944	2.957	0.013	0.4%	2.931
High	2.970	2.978	0.008	0.3%	2.978
Low	2.931	2.927	-0.004	-0.1%	2.867
Close	2.958	2.967	0.009	0.3%	2.967
Range	0.039	0.051	0.012	30.8%	0.111
ATR	0.055	0.055	0.000	-0.5%	0.000
Volume	8,213	7,420	-793	-9.7%	33,089

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.110	3.090	2.995
R3	3.059	3.039	2.981
R2	3.008	3.008	2.976
R1	2.988	2.988	2.972	2.998
PP	2.957	2.957	2.957	2.963
S1	2.937	2.937	2.962	2.947
S2	2.906	2.906	2.958
S3	2.855	2.886	2.953
S4	2.804	2.835	2.939

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.270	3.230	3.028
R3	3.159	3.119	2.998
R2	3.048	3.048	2.987
R1	3.008	3.008	2.977	3.028
PP	2.937	2.937	2.937	2.948
S1	2.897	2.897	2.957	2.917
S2	2.826	2.826	2.947
S3	2.715	2.786	2.936
S4	2.604	2.675	2.906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.978	2.867	0.111	3.7%	0.053	1.8%	90%	True	False	6,617
10	2.978	2.760	0.218	7.3%	0.058	2.0%	95%	True	False	6,559
20	3.020	2.760	0.260	8.8%	0.049	1.6%	80%	False	False	6,032
40	3.062	2.700	0.362	12.2%	0.051	1.7%	74%	False	False	6,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.195
2.618	3.112
1.618	3.061
1.000	3.029
0.618	3.010
HIGH	2.978
0.618	2.959
0.500	2.953
0.382	2.946
LOW	2.927
0.618	2.895
1.000	2.876
1.618	2.844
2.618	2.793
4.250	2.710

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	2.962	2.954
PP	2.957	2.941
S1	2.953	2.928

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols