NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 2.290 2.291 0.001 0.0% 2.222
High 2.351 2.338 -0.013 -0.6% 2.325
Low 2.269 2.274 0.005 0.2% 2.206
Close 2.303 2.290 -0.013 -0.6% 2.289
Range 0.082 0.064 -0.018 -22.0% 0.119
ATR 0.081 0.080 -0.001 -1.5% 0.000
Volume 39,322 35,309 -4,013 -10.2% 98,444
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.493 2.455 2.325
R3 2.429 2.391 2.308
R2 2.365 2.365 2.302
R1 2.327 2.327 2.296 2.314
PP 2.301 2.301 2.301 2.294
S1 2.263 2.263 2.284 2.250
S2 2.237 2.237 2.278
S3 2.173 2.199 2.272
S4 2.109 2.135 2.255
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.630 2.579 2.354
R3 2.511 2.460 2.322
R2 2.392 2.392 2.311
R1 2.341 2.341 2.300 2.367
PP 2.273 2.273 2.273 2.286
S1 2.222 2.222 2.278 2.248
S2 2.154 2.154 2.267
S3 2.035 2.103 2.256
S4 1.916 1.984 2.224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.351 2.239 0.112 4.9% 0.071 3.1% 46% False False 30,860
10 2.409 2.206 0.203 8.9% 0.075 3.3% 41% False False 26,534
20 2.549 2.206 0.343 15.0% 0.082 3.6% 24% False False 23,870
40 2.549 2.087 0.462 20.2% 0.071 3.1% 44% False False 19,631
60 2.602 2.087 0.515 22.5% 0.069 3.0% 39% False False 15,495
80 2.760 2.087 0.673 29.4% 0.064 2.8% 30% False False 12,658
100 2.907 2.087 0.820 35.8% 0.059 2.6% 25% False False 10,561
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.610
2.618 2.506
1.618 2.442
1.000 2.402
0.618 2.378
HIGH 2.338
0.618 2.314
0.500 2.306
0.382 2.298
LOW 2.274
0.618 2.234
1.000 2.210
1.618 2.170
2.618 2.106
4.250 2.002
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 2.306 2.295
PP 2.301 2.293
S1 2.295 2.292

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

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