NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 1.799 1.818 0.019 1.1% 1.628
High 1.859 1.857 -0.002 -0.1% 1.859
Low 1.792 1.771 -0.021 -1.2% 1.612
Close 1.822 1.819 -0.003 -0.2% 1.822
Range 0.067 0.086 0.019 28.4% 0.247
ATR 0.082 0.082 0.000 0.4% 0.000
Volume 135,380 111,237 -24,143 -17.8% 785,706
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.074 2.032 1.866
R3 1.988 1.946 1.843
R2 1.902 1.902 1.835
R1 1.860 1.860 1.827 1.881
PP 1.816 1.816 1.816 1.826
S1 1.774 1.774 1.811 1.795
S2 1.730 1.730 1.803
S3 1.644 1.688 1.795
S4 1.558 1.602 1.772
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.505 2.411 1.958
R3 2.258 2.164 1.890
R2 2.011 2.011 1.867
R1 1.917 1.917 1.845 1.964
PP 1.764 1.764 1.764 1.788
S1 1.670 1.670 1.799 1.717
S2 1.517 1.517 1.777
S3 1.270 1.423 1.754
S4 1.023 1.176 1.686
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.859 1.678 0.181 10.0% 0.073 4.0% 78% False False 147,612
10 1.859 1.611 0.248 13.6% 0.080 4.4% 84% False False 145,847
20 2.033 1.611 0.422 23.2% 0.077 4.2% 49% False False 126,102
40 2.347 1.611 0.736 40.5% 0.080 4.4% 28% False False 93,553
60 2.512 1.611 0.901 49.5% 0.083 4.5% 23% False False 75,466
80 2.557 1.611 0.946 52.0% 0.078 4.3% 22% False False 64,214
100 2.691 1.611 1.080 59.4% 0.076 4.2% 19% False False 56,176
120 2.811 1.611 1.200 66.0% 0.071 3.9% 17% False False 49,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 2.223
2.618 2.082
1.618 1.996
1.000 1.943
0.618 1.910
HIGH 1.857
0.618 1.824
0.500 1.814
0.382 1.804
LOW 1.771
0.618 1.718
1.000 1.685
1.618 1.632
2.618 1.546
4.250 1.406
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 1.817 1.811
PP 1.816 1.804
S1 1.814 1.796

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

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