NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 2.394 2.310 -0.084 -3.5% 2.506
High 2.407 2.310 -0.097 -4.0% 2.549
Low 2.290 2.244 -0.046 -2.0% 2.244
Close 2.301 2.252 -0.049 -2.1% 2.252
Range 0.117 0.066 -0.051 -43.6% 0.305
ATR 0.085 0.084 -0.001 -1.6% 0.000
Volume 24,107 16,824 -7,283 -30.2% 112,606
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.467 2.425 2.288
R3 2.401 2.359 2.270
R2 2.335 2.335 2.264
R1 2.293 2.293 2.258 2.281
PP 2.269 2.269 2.269 2.263
S1 2.227 2.227 2.246 2.215
S2 2.203 2.203 2.240
S3 2.137 2.161 2.234
S4 2.071 2.095 2.216
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 3.263 3.063 2.420
R3 2.958 2.758 2.336
R2 2.653 2.653 2.308
R1 2.453 2.453 2.280 2.401
PP 2.348 2.348 2.348 2.322
S1 2.148 2.148 2.224 2.096
S2 2.043 2.043 2.196
S3 1.738 1.843 2.168
S4 1.433 1.538 2.084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.549 2.244 0.305 13.5% 0.083 3.7% 3% False True 22,521
10 2.549 2.244 0.305 13.5% 0.086 3.8% 3% False True 23,091
20 2.549 2.149 0.400 17.8% 0.081 3.6% 26% False False 18,737
40 2.584 2.087 0.497 22.1% 0.070 3.1% 33% False False 15,929
60 2.692 2.087 0.605 26.9% 0.068 3.0% 27% False False 12,801
80 2.809 2.087 0.722 32.1% 0.062 2.7% 23% False False 10,390
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.591
2.618 2.483
1.618 2.417
1.000 2.376
0.618 2.351
HIGH 2.310
0.618 2.285
0.500 2.277
0.382 2.269
LOW 2.244
0.618 2.203
1.000 2.178
1.618 2.137
2.618 2.071
4.250 1.964
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 2.277 2.327
PP 2.269 2.302
S1 2.260 2.277

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

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