NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 1.934 2.016 0.082 4.2% 1.988
High 2.030 2.051 0.021 1.0% 2.074
Low 1.922 2.002 0.080 4.2% 1.892
Close 2.004 2.036 0.032 1.6% 1.990
Range 0.108 0.049 -0.059 -54.6% 0.182
ATR 0.086 0.083 -0.003 -3.1% 0.000
Volume 175,353 164,613 -10,740 -6.1% 796,619
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.177 2.155 2.063
R3 2.128 2.106 2.049
R2 2.079 2.079 2.045
R1 2.057 2.057 2.040 2.068
PP 2.030 2.030 2.030 2.035
S1 2.008 2.008 2.032 2.019
S2 1.981 1.981 2.027
S3 1.932 1.959 2.023
S4 1.883 1.910 2.009
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 2.051 1.892 0.159 7.8% 0.078 3.8% 91% True False 175,252
10 2.074 1.892 0.182 8.9% 0.081 4.0% 79% False False 159,482
20 2.074 1.837 0.237 11.6% 0.082 4.0% 84% False False 131,074
40 2.092 1.731 0.361 17.7% 0.076 3.8% 84% False False 96,126
60 2.380 1.731 0.649 31.9% 0.077 3.8% 47% False False 77,387
80 2.549 1.731 0.818 40.2% 0.078 3.8% 37% False False 62,724
100 2.584 1.731 0.853 41.9% 0.074 3.6% 36% False False 52,804
120 2.692 1.731 0.961 47.2% 0.072 3.5% 32% False False 45,094
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.259
2.618 2.179
1.618 2.130
1.000 2.100
0.618 2.081
HIGH 2.051
0.618 2.032
0.500 2.027
0.382 2.021
LOW 2.002
0.618 1.972
1.000 1.953
1.618 1.923
2.618 1.874
4.250 1.794
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 2.033 2.017
PP 2.030 1.998
S1 2.027 1.979

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

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