NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 1.783 1.802 0.019 1.1% 1.927
High 1.838 1.878 0.040 2.2% 1.963
Low 1.778 1.790 0.012 0.7% 1.807
Close 1.808 1.848 0.040 2.2% 1.873
Range 0.060 0.088 0.028 46.7% 0.156
ATR 0.078 0.078 0.001 0.9% 0.000
Volume 88,611 90,277 1,666 1.9% 180,043
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.103 2.063 1.896
R3 2.015 1.975 1.872
R2 1.927 1.927 1.864
R1 1.887 1.887 1.856 1.907
PP 1.839 1.839 1.839 1.849
S1 1.799 1.799 1.840 1.819
S2 1.751 1.751 1.832
S3 1.663 1.711 1.824
S4 1.575 1.623 1.800
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 1.931 1.778 0.153 8.3% 0.071 3.8% 46% False False 59,629
10 2.092 1.778 0.314 17.0% 0.070 3.8% 22% False False 44,958
20 2.281 1.778 0.503 27.2% 0.073 4.0% 14% False False 46,092
40 2.549 1.778 0.771 41.7% 0.077 4.2% 9% False False 36,966
60 2.549 1.778 0.771 41.7% 0.073 4.0% 9% False False 29,919
80 2.602 1.778 0.824 44.6% 0.071 3.8% 8% False False 24,436
100 2.760 1.778 0.982 53.1% 0.067 3.6% 7% False False 20,473
120 2.907 1.778 1.129 61.1% 0.063 3.4% 6% False False 17,465
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 0.013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2.252
2.618 2.108
1.618 2.020
1.000 1.966
0.618 1.932
HIGH 1.878
0.618 1.844
0.500 1.834
0.382 1.824
LOW 1.790
0.618 1.736
1.000 1.702
1.618 1.648
2.618 1.560
4.250 1.416
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 1.843 1.843
PP 1.839 1.838
S1 1.834 1.833

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

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