NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 1.797 1.815 0.018 1.0% 1.783
High 1.828 1.866 0.038 2.1% 1.878
Low 1.772 1.802 0.030 1.7% 1.735
Close 1.803 1.846 0.043 2.4% 1.787
Range 0.056 0.064 0.008 14.3% 0.143
ATR 0.076 0.076 -0.001 -1.2% 0.000
Volume 98,050 93,795 -4,255 -4.3% 329,667
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.030 2.002 1.881
R3 1.966 1.938 1.864
R2 1.902 1.902 1.858
R1 1.874 1.874 1.852 1.888
PP 1.838 1.838 1.838 1.845
S1 1.810 1.810 1.840 1.824
S2 1.774 1.774 1.834
S3 1.710 1.746 1.828
S4 1.646 1.682 1.811
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.229 2.151 1.866
R3 2.086 2.008 1.826
R2 1.943 1.943 1.813
R1 1.865 1.865 1.800 1.904
PP 1.800 1.800 1.800 1.820
S1 1.722 1.722 1.774 1.761
S2 1.657 1.657 1.761
S3 1.514 1.579 1.748
S4 1.371 1.436 1.708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.866 1.731 0.135 7.3% 0.069 3.7% 85% True False 78,481
10 1.909 1.731 0.178 9.6% 0.073 3.9% 65% False False 70,975
20 2.217 1.731 0.486 26.3% 0.073 3.9% 24% False False 53,802
40 2.441 1.731 0.710 38.5% 0.074 4.0% 16% False False 44,420
60 2.549 1.731 0.818 44.3% 0.076 4.1% 14% False False 35,588
80 2.602 1.731 0.871 47.2% 0.071 3.8% 13% False False 29,369
100 2.753 1.731 1.022 55.4% 0.069 3.7% 11% False False 24,657
120 2.838 1.731 1.107 60.0% 0.064 3.5% 10% False False 21,023
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.138
2.618 2.034
1.618 1.970
1.000 1.930
0.618 1.906
HIGH 1.866
0.618 1.842
0.500 1.834
0.382 1.826
LOW 1.802
0.618 1.762
1.000 1.738
1.618 1.698
2.618 1.634
4.250 1.530
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 1.842 1.830
PP 1.838 1.814
S1 1.834 1.799

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

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