NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 1.933 1.893 -0.040 -2.1% 1.818
High 1.957 1.908 -0.049 -2.5% 1.957
Low 1.881 1.808 -0.073 -3.9% 1.771
Close 1.907 1.828 -0.079 -4.1% 1.907
Range 0.076 0.100 0.024 31.6% 0.186
ATR 0.083 0.085 0.001 1.4% 0.000
Volume 122,652 139,542 16,890 13.8% 655,552
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.148 2.088 1.883
R3 2.048 1.988 1.856
R2 1.948 1.948 1.846
R1 1.888 1.888 1.837 1.868
PP 1.848 1.848 1.848 1.838
S1 1.788 1.788 1.819 1.768
S2 1.748 1.748 1.810
S3 1.648 1.688 1.801
S4 1.548 1.588 1.773
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.436 2.358 2.009
R3 2.250 2.172 1.958
R2 2.064 2.064 1.941
R1 1.986 1.986 1.924 2.025
PP 1.878 1.878 1.878 1.898
S1 1.800 1.800 1.890 1.839
S2 1.692 1.692 1.873
S3 1.506 1.614 1.856
S4 1.320 1.428 1.805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.957 1.808 0.149 8.2% 0.089 4.9% 13% False True 136,771
10 1.957 1.678 0.279 15.3% 0.081 4.4% 54% False False 142,191
20 1.957 1.611 0.346 18.9% 0.079 4.3% 63% False False 138,495
40 2.347 1.611 0.736 40.3% 0.081 4.4% 29% False False 106,410
60 2.512 1.611 0.901 49.3% 0.084 4.6% 24% False False 83,535
80 2.512 1.611 0.901 49.3% 0.078 4.3% 24% False False 71,185
100 2.581 1.611 0.970 53.1% 0.078 4.2% 22% False False 61,835
120 2.790 1.611 1.179 64.5% 0.073 4.0% 18% False False 54,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.333
2.618 2.170
1.618 2.070
1.000 2.008
0.618 1.970
HIGH 1.908
0.618 1.870
0.500 1.858
0.382 1.846
LOW 1.808
0.618 1.746
1.000 1.708
1.618 1.646
2.618 1.546
4.250 1.383
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 1.858 1.883
PP 1.848 1.864
S1 1.838 1.846

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

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