NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 2.036 2.042 0.006 0.3% 2.162
High 2.065 2.048 -0.017 -0.8% 2.315
Low 1.992 1.954 -0.038 -1.9% 2.082
Close 2.038 1.972 -0.066 -3.2% 2.298
Range 0.073 0.094 0.021 28.8% 0.233
ATR 0.111 0.110 -0.001 -1.1% 0.000
Volume 124,472 153,156 28,684 23.0% 761,301
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 2.273 2.217 2.024
R3 2.179 2.123 1.998
R2 2.085 2.085 1.989
R1 2.029 2.029 1.981 2.010
PP 1.991 1.991 1.991 1.982
S1 1.935 1.935 1.963 1.916
S2 1.897 1.897 1.955
S3 1.803 1.841 1.946
S4 1.709 1.747 1.920
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.931 2.847 2.426
R3 2.698 2.614 2.362
R2 2.465 2.465 2.341
R1 2.381 2.381 2.319 2.423
PP 2.232 2.232 2.232 2.253
S1 2.148 2.148 2.277 2.190
S2 1.999 1.999 2.255
S3 1.766 1.915 2.234
S4 1.533 1.682 2.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.315 1.954 0.361 18.3% 0.106 5.4% 5% False True 169,923
10 2.315 1.954 0.361 18.3% 0.100 5.1% 5% False True 150,991
20 2.493 1.954 0.539 27.3% 0.104 5.3% 3% False True 119,768
40 2.493 1.910 0.583 29.6% 0.098 4.9% 11% False False 88,580
60 2.631 1.910 0.721 36.6% 0.091 4.6% 9% False False 70,853
80 2.887 1.910 0.977 49.5% 0.087 4.4% 6% False False 59,845
100 3.062 1.910 1.152 58.4% 0.080 4.1% 5% False False 51,066
120 3.166 1.910 1.256 63.7% 0.075 3.8% 5% False False 43,967
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.448
2.618 2.294
1.618 2.200
1.000 2.142
0.618 2.106
HIGH 2.048
0.618 2.012
0.500 2.001
0.382 1.990
LOW 1.954
0.618 1.896
1.000 1.860
1.618 1.802
2.618 1.708
4.250 1.555
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 2.001 2.047
PP 1.991 2.022
S1 1.982 1.997

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

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