NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 1.979 1.990 0.011 0.6% 1.977
High 2.015 2.028 0.013 0.6% 1.993
Low 1.963 1.930 -0.033 -1.7% 1.847
Close 1.996 1.959 -0.037 -1.9% 1.882
Range 0.052 0.098 0.046 88.5% 0.146
ATR 0.079 0.080 0.001 1.8% 0.000
Volume 116,072 184,464 68,392 58.9% 373,895
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.266 2.211 2.013
R3 2.168 2.113 1.986
R2 2.070 2.070 1.977
R1 2.015 2.015 1.968 1.994
PP 1.972 1.972 1.972 1.962
S1 1.917 1.917 1.950 1.896
S2 1.874 1.874 1.941
S3 1.776 1.819 1.932
S4 1.678 1.721 1.905
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 2.028 1.837 0.191 9.7% 0.077 3.9% 64% True False 134,580
10 2.032 1.837 0.195 10.0% 0.086 4.4% 63% False False 113,884
20 2.032 1.731 0.301 15.4% 0.078 4.0% 76% False False 96,956
40 2.281 1.731 0.550 28.1% 0.074 3.8% 41% False False 71,530
60 2.549 1.731 0.818 41.8% 0.077 3.9% 28% False False 57,387
80 2.549 1.731 0.818 41.8% 0.075 3.8% 28% False False 47,111
100 2.602 1.731 0.871 44.5% 0.072 3.7% 26% False False 39,358
120 2.760 1.731 1.029 52.5% 0.069 3.5% 22% False False 33,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.445
2.618 2.285
1.618 2.187
1.000 2.126
0.618 2.089
HIGH 2.028
0.618 1.991
0.500 1.979
0.382 1.967
LOW 1.930
0.618 1.869
1.000 1.832
1.618 1.771
2.618 1.673
4.250 1.514
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 1.979 1.971
PP 1.972 1.967
S1 1.966 1.963

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

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