NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 2.685 2.730 0.045 1.7% 2.655
High 2.724 2.744 0.020 0.7% 2.724
Low 2.676 2.715 0.039 1.5% 2.636
Close 2.712 2.739 0.027 1.0% 2.712
Range 0.048 0.029 -0.019 -39.6% 0.088
ATR 0.047 0.046 -0.001 -2.3% 0.000
Volume 10,660 12,245 1,585 14.9% 60,335
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.820 2.808 2.755
R3 2.791 2.779 2.747
R2 2.762 2.762 2.744
R1 2.750 2.750 2.742 2.756
PP 2.733 2.733 2.733 2.736
S1 2.721 2.721 2.736 2.727
S2 2.704 2.704 2.734
S3 2.675 2.692 2.731
S4 2.646 2.663 2.723
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.955 2.921 2.760
R3 2.867 2.833 2.736
R2 2.779 2.779 2.728
R1 2.745 2.745 2.720 2.762
PP 2.691 2.691 2.691 2.699
S1 2.657 2.657 2.704 2.674
S2 2.603 2.603 2.696
S3 2.515 2.569 2.688
S4 2.427 2.481 2.664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.744 2.659 0.085 3.1% 0.040 1.5% 94% True False 12,644
10 2.790 2.618 0.172 6.3% 0.048 1.8% 70% False False 14,494
20 2.912 2.618 0.294 10.7% 0.046 1.7% 41% False False 12,618
40 2.981 2.618 0.363 13.3% 0.044 1.6% 33% False False 10,643
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.011
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2.867
2.618 2.820
1.618 2.791
1.000 2.773
0.618 2.762
HIGH 2.744
0.618 2.733
0.500 2.730
0.382 2.726
LOW 2.715
0.618 2.697
1.000 2.686
1.618 2.668
2.618 2.639
4.250 2.592
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 2.736 2.727
PP 2.733 2.715
S1 2.730 2.703

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

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