NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 1.954 2.010 0.056 2.9% 1.915
High 2.026 2.032 0.006 0.3% 2.032
Low 1.917 1.965 0.048 2.5% 1.869
Close 2.011 1.989 -0.022 -1.1% 1.989
Range 0.109 0.067 -0.042 -38.5% 0.163
ATR 0.077 0.077 -0.001 -1.0% 0.000
Volume 106,054 83,084 -22,970 -21.7% 399,953
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.196 2.160 2.026
R3 2.129 2.093 2.007
R2 2.062 2.062 2.001
R1 2.026 2.026 1.995 2.011
PP 1.995 1.995 1.995 1.988
S1 1.959 1.959 1.983 1.944
S2 1.928 1.928 1.977
S3 1.861 1.892 1.971
S4 1.794 1.825 1.952
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.452 2.384 2.079
R3 2.289 2.221 2.034
R2 2.126 2.126 2.019
R1 2.058 2.058 2.004 2.092
PP 1.963 1.963 1.963 1.981
S1 1.895 1.895 1.974 1.929
S2 1.800 1.800 1.959
S3 1.637 1.732 1.944
S4 1.474 1.569 1.899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.032 1.869 0.163 8.2% 0.081 4.1% 74% True False 79,990
10 2.032 1.731 0.301 15.1% 0.077 3.9% 86% True False 88,463
20 2.032 1.731 0.301 15.1% 0.072 3.6% 86% True False 69,717
40 2.380 1.731 0.649 32.6% 0.073 3.7% 40% False False 55,136
60 2.549 1.731 0.818 41.1% 0.077 3.9% 32% False False 43,394
80 2.549 1.731 0.818 41.1% 0.072 3.6% 32% False False 36,169
100 2.602 1.731 0.871 43.8% 0.071 3.6% 30% False False 30,390
120 2.809 1.731 1.078 54.2% 0.067 3.3% 24% False False 25,904
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.317
2.618 2.207
1.618 2.140
1.000 2.099
0.618 2.073
HIGH 2.032
0.618 2.006
0.500 1.999
0.382 1.991
LOW 1.965
0.618 1.924
1.000 1.898
1.618 1.857
2.618 1.790
4.250 1.680
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 1.999 1.983
PP 1.995 1.977
S1 1.992 1.971

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

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