NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 1.870 1.783 -0.087 -4.7% 1.927
High 1.887 1.838 -0.049 -2.6% 1.963
Low 1.807 1.778 -0.029 -1.6% 1.807
Close 1.873 1.808 -0.065 -3.5% 1.873
Range 0.080 0.060 -0.020 -25.0% 0.156
ATR 0.076 0.078 0.001 1.7% 0.000
Volume 36,085 88,611 52,526 145.6% 180,043
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.988 1.958 1.841
R3 1.928 1.898 1.825
R2 1.868 1.868 1.819
R1 1.838 1.838 1.814 1.853
PP 1.808 1.808 1.808 1.816
S1 1.778 1.778 1.803 1.793
S2 1.748 1.748 1.797
S3 1.688 1.718 1.792
S4 1.628 1.658 1.775
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 2.349 2.267 1.959
R3 2.193 2.111 1.916
R2 2.037 2.037 1.902
R1 1.955 1.955 1.887 1.918
PP 1.881 1.881 1.881 1.863
S1 1.799 1.799 1.859 1.762
S2 1.725 1.725 1.844
S3 1.569 1.643 1.830
S4 1.413 1.487 1.787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.954 1.778 0.176 9.7% 0.065 3.6% 17% False True 47,346
10 2.102 1.778 0.324 17.9% 0.070 3.8% 9% False True 39,495
20 2.320 1.778 0.542 30.0% 0.072 4.0% 6% False True 43,655
40 2.549 1.778 0.771 42.6% 0.077 4.3% 4% False True 35,032
60 2.549 1.778 0.771 42.6% 0.073 4.0% 4% False True 28,670
80 2.602 1.778 0.824 45.6% 0.070 3.9% 4% False True 23,376
100 2.760 1.778 0.982 54.3% 0.066 3.7% 3% False True 19,617
120 2.907 1.778 1.129 62.4% 0.062 3.4% 3% False True 16,727
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 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.093
2.618 1.995
1.618 1.935
1.000 1.898
0.618 1.875
HIGH 1.838
0.618 1.815
0.500 1.808
0.382 1.801
LOW 1.778
0.618 1.741
1.000 1.718
1.618 1.681
2.618 1.621
4.250 1.523
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 1.808 1.844
PP 1.808 1.832
S1 1.808 1.820

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

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