NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 2.291 2.280 -0.011 -0.5% 2.222
High 2.338 2.320 -0.018 -0.8% 2.325
Low 2.274 2.223 -0.051 -2.2% 2.206
Close 2.290 2.287 -0.003 -0.1% 2.289
Range 0.064 0.097 0.033 51.6% 0.119
ATR 0.080 0.081 0.001 1.5% 0.000
Volume 35,309 38,933 3,624 10.3% 98,444
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.568 2.524 2.340
R3 2.471 2.427 2.314
R2 2.374 2.374 2.305
R1 2.330 2.330 2.296 2.352
PP 2.277 2.277 2.277 2.288
S1 2.233 2.233 2.278 2.255
S2 2.180 2.180 2.269
S3 2.083 2.136 2.260
S4 1.986 2.039 2.234
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 2.223 0.128 5.6% 0.075 3.3% 50% False True 32,701
10 2.407 2.206 0.201 8.8% 0.081 3.6% 40% False False 28,216
20 2.549 2.206 0.343 15.0% 0.083 3.6% 24% False False 24,955
40 2.549 2.087 0.462 20.2% 0.072 3.1% 43% False False 20,441
60 2.602 2.087 0.515 22.5% 0.068 3.0% 39% False False 15,998
80 2.760 2.087 0.673 29.4% 0.064 2.8% 30% False False 13,104
100 2.907 2.087 0.820 35.9% 0.060 2.6% 24% False False 10,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.732
2.618 2.574
1.618 2.477
1.000 2.417
0.618 2.380
HIGH 2.320
0.618 2.283
0.500 2.272
0.382 2.260
LOW 2.223
0.618 2.163
1.000 2.126
1.618 2.066
2.618 1.969
4.250 1.811
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 2.282 2.287
PP 2.277 2.287
S1 2.272 2.287

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

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