NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 1.867 1.791 -0.076 -4.1% 1.818
High 1.899 1.827 -0.072 -3.8% 1.957
Low 1.777 1.772 -0.005 -0.3% 1.771
Close 1.794 1.806 0.012 0.7% 1.907
Range 0.122 0.055 -0.067 -54.9% 0.186
ATR 0.087 0.084 -0.002 -2.6% 0.000
Volume 121,750 64,618 -57,132 -46.9% 655,552
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.967 1.941 1.836
R3 1.912 1.886 1.821
R2 1.857 1.857 1.816
R1 1.831 1.831 1.811 1.844
PP 1.802 1.802 1.802 1.808
S1 1.776 1.776 1.801 1.789
S2 1.747 1.747 1.796
S3 1.692 1.721 1.791
S4 1.637 1.666 1.776
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 1.772 0.185 10.2% 0.085 4.7% 18% False True 112,970
10 1.957 1.771 0.186 10.3% 0.085 4.7% 19% False False 123,313
20 1.957 1.611 0.346 19.2% 0.081 4.5% 56% False False 136,689
40 2.347 1.611 0.736 40.8% 0.081 4.5% 26% False False 110,856
60 2.512 1.611 0.901 49.9% 0.084 4.6% 22% False False 87,170
80 2.512 1.611 0.901 49.9% 0.079 4.4% 22% False False 74,258
100 2.581 1.611 0.970 53.7% 0.077 4.3% 20% False False 64,121
120 2.746 1.611 1.135 62.8% 0.073 4.1% 17% False False 56,402
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2.061
2.618 1.971
1.618 1.916
1.000 1.882
0.618 1.861
HIGH 1.827
0.618 1.806
0.500 1.800
0.382 1.793
LOW 1.772
0.618 1.738
1.000 1.717
1.618 1.683
2.618 1.628
4.250 1.538
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 1.804 1.836
PP 1.802 1.826
S1 1.800 1.816

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

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