NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 2.412 2.425 0.013 0.5% 2.303
High 2.462 2.492 0.030 1.2% 2.466
Low 2.368 2.399 0.031 1.3% 2.275
Close 2.384 2.466 0.082 3.4% 2.424
Range 0.094 0.093 -0.001 -1.1% 0.191
ATR 0.081 0.083 0.002 2.4% 0.000
Volume 24,243 31,288 7,045 29.1% 58,991
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.731 2.692 2.517
R3 2.638 2.599 2.492
R2 2.545 2.545 2.483
R1 2.506 2.506 2.475 2.526
PP 2.452 2.452 2.452 2.462
S1 2.413 2.413 2.457 2.433
S2 2.359 2.359 2.449
S3 2.266 2.320 2.440
S4 2.173 2.227 2.415
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 2.492 2.344 0.148 6.0% 0.086 3.5% 82% True False 21,833
10 2.492 2.164 0.328 13.3% 0.087 3.5% 92% True False 17,462
20 2.492 2.087 0.405 16.4% 0.074 3.0% 94% True False 17,416
40 2.602 2.087 0.515 20.9% 0.066 2.7% 74% False False 13,606
60 2.753 2.087 0.666 27.0% 0.063 2.6% 57% False False 10,844
80 2.907 2.087 0.820 33.3% 0.058 2.3% 46% False False 8,824
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.887
2.618 2.735
1.618 2.642
1.000 2.585
0.618 2.549
HIGH 2.492
0.618 2.456
0.500 2.446
0.382 2.435
LOW 2.399
0.618 2.342
1.000 2.306
1.618 2.249
2.618 2.156
4.250 2.004
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 2.459 2.453
PP 2.452 2.439
S1 2.446 2.426

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

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