NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 1.942 1.979 0.037 1.9% 1.977
High 1.990 2.015 0.025 1.3% 1.993
Low 1.914 1.963 0.049 2.6% 1.847
Close 1.981 1.996 0.015 0.8% 1.882
Range 0.076 0.052 -0.024 -31.6% 0.146
ATR 0.081 0.079 -0.002 -2.5% 0.000
Volume 149,851 116,072 -33,779 -22.5% 373,895
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.147 2.124 2.025
R3 2.095 2.072 2.010
R2 2.043 2.043 2.006
R1 2.020 2.020 2.001 2.032
PP 1.991 1.991 1.991 1.997
S1 1.968 1.968 1.991 1.980
S2 1.939 1.939 1.986
S3 1.887 1.916 1.982
S4 1.835 1.864 1.967
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.345 2.260 1.962
R3 2.199 2.114 1.922
R2 2.053 2.053 1.909
R1 1.968 1.968 1.895 1.938
PP 1.907 1.907 1.907 1.892
S1 1.822 1.822 1.869 1.792
S2 1.761 1.761 1.855
S3 1.615 1.676 1.842
S4 1.469 1.530 1.802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.015 1.837 0.178 8.9% 0.081 4.1% 89% True False 118,185
10 2.032 1.837 0.195 9.8% 0.082 4.1% 82% False False 102,666
20 2.032 1.731 0.301 15.1% 0.077 3.9% 88% False False 90,032
40 2.281 1.731 0.550 27.6% 0.075 3.8% 48% False False 68,062
60 2.549 1.731 0.818 41.0% 0.077 3.9% 32% False False 54,655
80 2.549 1.731 0.818 41.0% 0.074 3.7% 32% False False 44,947
100 2.602 1.731 0.871 43.6% 0.072 3.6% 30% False False 37,555
120 2.760 1.731 1.029 51.6% 0.069 3.4% 26% False False 32,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.024
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 2.236
2.618 2.151
1.618 2.099
1.000 2.067
0.618 2.047
HIGH 2.015
0.618 1.995
0.500 1.989
0.382 1.983
LOW 1.963
0.618 1.931
1.000 1.911
1.618 1.879
2.618 1.827
4.250 1.742
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 1.994 1.973
PP 1.991 1.949
S1 1.989 1.926

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

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