NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 2.386 2.412 0.026 1.1% 2.303
High 2.431 2.462 0.031 1.3% 2.466
Low 2.360 2.368 0.008 0.3% 2.275
Close 2.413 2.384 -0.029 -1.2% 2.424
Range 0.071 0.094 0.023 32.4% 0.191
ATR 0.080 0.081 0.001 1.3% 0.000
Volume 20,201 24,243 4,042 20.0% 58,991
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.687 2.629 2.436
R3 2.593 2.535 2.410
R2 2.499 2.499 2.401
R1 2.441 2.441 2.393 2.423
PP 2.405 2.405 2.405 2.396
S1 2.347 2.347 2.375 2.329
S2 2.311 2.311 2.367
S3 2.217 2.253 2.358
S4 2.123 2.159 2.332
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.961 2.884 2.529
R3 2.770 2.693 2.477
R2 2.579 2.579 2.459
R1 2.502 2.502 2.442 2.541
PP 2.388 2.388 2.388 2.408
S1 2.311 2.311 2.406 2.350
S2 2.197 2.197 2.389
S3 2.006 2.120 2.371
S4 1.815 1.929 2.319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.462 2.320 0.142 6.0% 0.088 3.7% 45% True False 18,391
10 2.466 2.164 0.302 12.7% 0.084 3.5% 73% False False 15,458
20 2.466 2.087 0.379 15.9% 0.073 3.0% 78% False False 17,197
40 2.602 2.087 0.515 21.6% 0.066 2.8% 58% False False 13,066
60 2.760 2.087 0.673 28.2% 0.062 2.6% 44% False False 10,363
80 2.907 2.087 0.820 34.4% 0.057 2.4% 36% False False 8,455
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.862
2.618 2.708
1.618 2.614
1.000 2.556
0.618 2.520
HIGH 2.462
0.618 2.426
0.500 2.415
0.382 2.404
LOW 2.368
0.618 2.310
1.000 2.274
1.618 2.216
2.618 2.122
4.250 1.969
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 2.415 2.403
PP 2.405 2.397
S1 2.394 2.390

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

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