NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 1.988 2.004 0.016 0.8% 1.863
High 2.074 2.041 -0.033 -1.6% 2.028
Low 1.976 1.931 -0.045 -2.3% 1.837
Close 1.998 1.954 -0.044 -2.2% 1.956
Range 0.098 0.110 0.012 12.2% 0.191
ATR 0.082 0.084 0.002 2.5% 0.000
Volume 158,616 136,280 -22,336 -14.1% 691,265
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.305 2.240 2.015
R3 2.195 2.130 1.984
R2 2.085 2.085 1.974
R1 2.020 2.020 1.964 1.998
PP 1.975 1.975 1.975 1.964
S1 1.910 1.910 1.944 1.888
S2 1.865 1.865 1.934
S3 1.755 1.800 1.924
S4 1.645 1.690 1.894
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.513 2.426 2.061
R3 2.322 2.235 2.009
R2 2.131 2.131 1.991
R1 2.044 2.044 1.974 2.088
PP 1.940 1.940 1.940 1.962
S1 1.853 1.853 1.938 1.897
S2 1.749 1.749 1.921
S3 1.558 1.662 1.903
S4 1.367 1.471 1.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.074 1.925 0.149 7.6% 0.085 4.4% 19% False False 142,178
10 2.074 1.837 0.237 12.1% 0.085 4.4% 49% False False 126,912
20 2.074 1.772 0.302 15.5% 0.081 4.1% 60% False False 107,446
40 2.281 1.731 0.550 28.1% 0.076 3.9% 41% False False 78,598
60 2.549 1.731 0.818 41.9% 0.078 4.0% 27% False False 62,964
80 2.549 1.731 0.818 41.9% 0.077 3.9% 27% False False 51,577
100 2.602 1.731 0.871 44.6% 0.073 3.7% 26% False False 43,221
120 2.753 1.731 1.022 52.3% 0.070 3.6% 22% False False 36,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.509
2.618 2.329
1.618 2.219
1.000 2.151
0.618 2.109
HIGH 2.041
0.618 1.999
0.500 1.986
0.382 1.973
LOW 1.931
0.618 1.863
1.000 1.821
1.618 1.753
2.618 1.643
4.250 1.464
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 1.986 2.000
PP 1.975 1.984
S1 1.965 1.969

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

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