NYMEX Natural Gas Future April 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	2.112	2.067	-0.045	-2.1%	2.167
High	2.154	2.092	-0.062	-2.9%	2.223
Low	2.047	2.016	-0.031	-1.5%	2.016
Close	2.061	2.030	-0.031	-1.5%	2.030
Range	0.107	0.076	-0.031	-29.0%	0.207
ATR	0.091	0.090	-0.001	-1.2%	0.000
Volume	98,167	69,104	-29,063	-29.6%	434,161

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.274	2.228	2.072
R3	2.198	2.152	2.051
R2	2.122	2.122	2.044
R1	2.076	2.076	2.037	2.061
PP	2.046	2.046	2.046	2.039
S1	2.000	2.000	2.023	1.985
S2	1.970	1.970	2.016
S3	1.894	1.924	2.009
S4	1.818	1.848	1.988

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.711	2.577	2.144
R3	2.504	2.370	2.087
R2	2.297	2.297	2.068
R1	2.163	2.163	2.049	2.127
PP	2.090	2.090	2.090	2.071
S1	1.956	1.956	2.011	1.920
S2	1.883	1.883	1.992
S3	1.676	1.749	1.973
S4	1.469	1.542	1.916

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.223	2.016	0.207	10.2%	0.076	3.7%	7%	False	True	86,832
10	2.279	2.016	0.263	13.0%	0.083	4.1%	5%	False	True	79,875
20	2.347	2.016	0.331	16.3%	0.083	4.1%	4%	False	True	61,003
40	2.512	2.016	0.496	24.4%	0.086	4.2%	3%	False	True	50,148
60	2.557	2.016	0.541	26.7%	0.078	3.9%	3%	False	True	43,585
80	2.691	2.016	0.675	33.3%	0.076	3.7%	2%	False	True	38,694
100	2.811	2.016	0.795	39.2%	0.070	3.4%	2%	False	True	33,764
120	2.912	2.016	0.896	44.1%	0.065	3.2%	2%	False	True	29,672

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.415
2.618	2.291
1.618	2.215
1.000	2.168
0.618	2.139
HIGH	2.092
0.618	2.063
0.500	2.054
0.382	2.045
LOW	2.016
0.618	1.969
1.000	1.940
1.618	1.893
2.618	1.817
4.250	1.693

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	2.054	2.088
PP	2.046	2.068
S1	2.038	2.049

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