NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 1.951 1.934 -0.017 -0.9% 1.988
High 1.951 2.030 0.079 4.0% 2.074
Low 1.907 1.922 0.015 0.8% 1.892
Close 1.912 2.004 0.092 4.8% 1.990
Range 0.044 0.108 0.064 145.5% 0.182
ATR 0.084 0.086 0.002 2.9% 0.000
Volume 158,321 175,353 17,032 10.8% 796,619
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.309 2.265 2.063
R3 2.201 2.157 2.034
R2 2.093 2.093 2.024
R1 2.049 2.049 2.014 2.071
PP 1.985 1.985 1.985 1.997
S1 1.941 1.941 1.994 1.963
S2 1.877 1.877 1.984
S3 1.769 1.833 1.974
S4 1.661 1.725 1.945
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.531 2.443 2.090
R3 2.349 2.261 2.040
R2 2.167 2.167 2.023
R1 2.079 2.079 2.007 2.123
PP 1.985 1.985 1.985 2.008
S1 1.897 1.897 1.973 1.941
S2 1.803 1.803 1.957
S3 1.621 1.715 1.940
S4 1.439 1.533 1.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.044 1.892 0.152 7.6% 0.078 3.9% 74% False False 167,079
10 2.074 1.892 0.182 9.1% 0.081 4.1% 62% False False 154,628
20 2.074 1.837 0.237 11.8% 0.084 4.2% 70% False False 126,641
40 2.102 1.731 0.371 18.5% 0.077 3.9% 74% False False 92,902
60 2.380 1.731 0.649 32.4% 0.077 3.8% 42% False False 74,924
80 2.549 1.731 0.818 40.8% 0.078 3.9% 33% False False 60,953
100 2.585 1.731 0.854 42.6% 0.074 3.7% 32% False False 51,210
120 2.704 1.731 0.973 48.6% 0.072 3.6% 28% False False 43,743
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 0.019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.489
2.618 2.313
1.618 2.205
1.000 2.138
0.618 2.097
HIGH 2.030
0.618 1.989
0.500 1.976
0.382 1.963
LOW 1.922
0.618 1.855
1.000 1.814
1.618 1.747
2.618 1.639
4.250 1.463
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 1.995 1.995
PP 1.985 1.985
S1 1.976 1.976

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

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