NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 1.815 1.866 0.051 2.8% 1.783
High 1.866 1.906 0.040 2.1% 1.878
Low 1.802 1.832 0.030 1.7% 1.735
Close 1.846 1.883 0.037 2.0% 1.787
Range 0.064 0.074 0.010 15.6% 0.143
ATR 0.076 0.075 0.000 -0.1% 0.000
Volume 93,795 110,716 16,921 18.0% 329,667
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.096 2.063 1.924
R3 2.022 1.989 1.903
R2 1.948 1.948 1.897
R1 1.915 1.915 1.890 1.932
PP 1.874 1.874 1.874 1.882
S1 1.841 1.841 1.876 1.858
S2 1.800 1.800 1.869
S3 1.726 1.767 1.863
S4 1.652 1.693 1.842
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 1.906 1.731 0.175 9.3% 0.073 3.9% 87% True False 88,113
10 1.906 1.731 0.175 9.3% 0.073 3.9% 87% True False 76,407
20 2.217 1.731 0.486 25.8% 0.073 3.9% 31% False False 56,527
40 2.409 1.731 0.678 36.0% 0.074 3.9% 22% False False 46,497
60 2.549 1.731 0.818 43.4% 0.076 4.0% 19% False False 37,069
80 2.602 1.731 0.871 46.3% 0.071 3.8% 17% False False 30,651
100 2.704 1.731 0.973 51.7% 0.069 3.7% 16% False False 25,720
120 2.831 1.731 1.100 58.4% 0.065 3.4% 14% False False 21,935
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 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.221
2.618 2.100
1.618 2.026
1.000 1.980
0.618 1.952
HIGH 1.906
0.618 1.878
0.500 1.869
0.382 1.860
LOW 1.832
0.618 1.786
1.000 1.758
1.618 1.712
2.618 1.638
4.250 1.518
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 1.878 1.868
PP 1.874 1.854
S1 1.869 1.839

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

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