NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 2.089 2.073 -0.016 -0.8% 1.951
High 2.137 2.107 -0.030 -1.4% 2.051
Low 2.054 2.053 -0.001 0.0% 1.885
Close 2.069 2.068 -0.001 0.0% 1.902
Range 0.083 0.054 -0.029 -34.9% 0.166
ATR 0.089 0.087 -0.003 -2.8% 0.000
Volume 189,782 147,696 -42,086 -22.2% 783,115
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.238 2.207 2.098
R3 2.184 2.153 2.083
R2 2.130 2.130 2.078
R1 2.099 2.099 2.073 2.088
PP 2.076 2.076 2.076 2.070
S1 2.045 2.045 2.063 2.034
S2 2.022 2.022 2.058
S3 1.968 1.991 2.053
S4 1.914 1.937 2.038
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.444 2.339 1.993
R3 2.278 2.173 1.948
R2 2.112 2.112 1.932
R1 2.007 2.007 1.917 1.977
PP 1.946 1.946 1.946 1.931
S1 1.841 1.841 1.887 1.811
S2 1.780 1.780 1.872
S3 1.614 1.675 1.856
S4 1.448 1.509 1.811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.137 1.872 0.265 12.8% 0.094 4.5% 74% False False 156,599
10 2.137 1.872 0.265 12.8% 0.082 4.0% 74% False False 159,156
20 2.137 1.837 0.300 14.5% 0.083 4.0% 77% False False 150,670
40 2.137 1.731 0.406 19.6% 0.081 3.9% 83% False False 114,924
60 2.380 1.731 0.649 31.4% 0.078 3.8% 52% False False 90,106
80 2.549 1.731 0.818 39.6% 0.080 3.9% 41% False False 73,291
100 2.549 1.731 0.818 39.6% 0.075 3.6% 41% False False 61,596
120 2.602 1.731 0.871 42.1% 0.074 3.6% 39% False False 52,571
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.337
2.618 2.248
1.618 2.194
1.000 2.161
0.618 2.140
HIGH 2.107
0.618 2.086
0.500 2.080
0.382 2.074
LOW 2.053
0.618 2.020
1.000 1.999
1.618 1.966
2.618 1.912
4.250 1.824
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 2.080 2.056
PP 2.076 2.043
S1 2.072 2.031

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

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