NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 2.158 2.177 0.019 0.9% 2.468
High 2.253 2.223 -0.030 -1.3% 2.511
Low 2.144 2.153 0.009 0.4% 2.180
Close 2.177 2.197 0.020 0.9% 2.189
Range 0.109 0.070 -0.039 -35.8% 0.331
ATR 0.091 0.090 -0.002 -1.7% 0.000
Volume 33,987 31,757 -2,230 -6.6% 197,113
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.401 2.369 2.236
R3 2.331 2.299 2.216
R2 2.261 2.261 2.210
R1 2.229 2.229 2.203 2.245
PP 2.191 2.191 2.191 2.199
S1 2.159 2.159 2.191 2.175
S2 2.121 2.121 2.184
S3 2.051 2.089 2.178
S4 1.981 2.019 2.159
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 3.286 3.069 2.371
R3 2.955 2.738 2.280
R2 2.624 2.624 2.250
R1 2.407 2.407 2.219 2.350
PP 2.293 2.293 2.293 2.265
S1 2.076 2.076 2.159 2.019
S2 1.962 1.962 2.128
S3 1.631 1.745 2.098
S4 1.300 1.414 2.007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.363 2.144 0.219 10.0% 0.084 3.8% 24% False False 35,767
10 2.512 2.144 0.368 16.8% 0.092 4.2% 14% False False 40,418
20 2.512 2.089 0.423 19.3% 0.090 4.1% 26% False False 37,035
40 2.512 2.017 0.495 22.5% 0.077 3.5% 36% False False 35,435
60 2.619 2.017 0.602 27.4% 0.075 3.4% 30% False False 31,738
80 2.811 2.017 0.794 36.1% 0.068 3.1% 23% False False 27,822
100 2.912 2.017 0.895 40.7% 0.063 2.8% 20% False False 24,190
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.521
2.618 2.406
1.618 2.336
1.000 2.293
0.618 2.266
HIGH 2.223
0.618 2.196
0.500 2.188
0.382 2.180
LOW 2.153
0.618 2.110
1.000 2.083
1.618 2.040
2.618 1.970
4.250 1.856
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 2.194 2.199
PP 2.191 2.198
S1 2.188 2.198

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

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