NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 2.230 2.300 0.070 3.1% 2.506
High 2.293 2.325 0.032 1.4% 2.549
Low 2.220 2.247 0.027 1.2% 2.244
Close 2.270 2.283 0.013 0.6% 2.252
Range 0.073 0.078 0.005 6.8% 0.305
ATR 0.084 0.084 0.000 -0.5% 0.000
Volume 18,368 29,726 11,358 61.8% 112,606
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.519 2.479 2.326
R3 2.441 2.401 2.304
R2 2.363 2.363 2.297
R1 2.323 2.323 2.290 2.304
PP 2.285 2.285 2.285 2.276
S1 2.245 2.245 2.276 2.226
S2 2.207 2.207 2.269
S3 2.129 2.167 2.262
S4 2.051 2.089 2.240
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 2.407 2.206 0.201 8.8% 0.088 3.9% 38% False False 23,731
10 2.549 2.206 0.343 15.0% 0.085 3.7% 22% False False 24,364
20 2.549 2.164 0.385 16.9% 0.084 3.7% 31% False False 19,911
40 2.549 2.087 0.462 20.2% 0.071 3.1% 42% False False 17,203
60 2.602 2.087 0.515 22.6% 0.070 3.1% 38% False False 13,892
80 2.809 2.087 0.722 31.6% 0.063 2.8% 27% False False 11,289
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 2.657
2.618 2.529
1.618 2.451
1.000 2.403
0.618 2.373
HIGH 2.325
0.618 2.295
0.500 2.286
0.382 2.277
LOW 2.247
0.618 2.199
1.000 2.169
1.618 2.121
2.618 2.043
4.250 1.916
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 2.286 2.277
PP 2.285 2.271
S1 2.284 2.266

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

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