NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 1.849 1.869 0.020 1.1% 1.628
High 1.879 1.952 0.073 3.9% 1.859
Low 1.820 1.830 0.010 0.5% 1.612
Close 1.868 1.936 0.068 3.6% 1.822
Range 0.059 0.122 0.063 106.8% 0.247
ATR 0.081 0.084 0.003 3.6% 0.000
Volume 112,156 172,241 60,085 53.6% 785,706
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.272 2.226 2.003
R3 2.150 2.104 1.970
R2 2.028 2.028 1.958
R1 1.982 1.982 1.947 2.005
PP 1.906 1.906 1.906 1.918
S1 1.860 1.860 1.925 1.883
S2 1.784 1.784 1.914
S3 1.662 1.738 1.902
S4 1.540 1.616 1.869
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 1.952 1.771 0.181 9.3% 0.085 4.4% 91% True False 133,656
10 1.952 1.611 0.341 17.6% 0.083 4.3% 95% True False 141,888
20 1.952 1.611 0.341 17.6% 0.077 4.0% 95% True False 134,894
40 2.347 1.611 0.736 38.0% 0.080 4.1% 44% False False 101,675
60 2.512 1.611 0.901 46.5% 0.083 4.3% 36% False False 80,129
80 2.512 1.611 0.901 46.5% 0.079 4.1% 36% False False 68,555
100 2.619 1.611 1.008 52.1% 0.077 4.0% 32% False False 59,713
120 2.811 1.611 1.200 62.0% 0.072 3.7% 27% False False 52,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.471
2.618 2.271
1.618 2.149
1.000 2.074
0.618 2.027
HIGH 1.952
0.618 1.905
0.500 1.891
0.382 1.877
LOW 1.830
0.618 1.755
1.000 1.708
1.618 1.633
2.618 1.511
4.250 1.312
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 1.921 1.917
PP 1.906 1.899
S1 1.891 1.880

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

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