NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 2.160 2.072 -0.088 -4.1% 1.882
High 2.176 2.082 -0.094 -4.3% 2.147
Low 2.043 1.993 -0.050 -2.4% 1.872
Close 2.063 2.032 -0.031 -1.5% 2.140
Range 0.133 0.089 -0.044 -33.1% 0.275
ATR 0.092 0.092 0.000 -0.2% 0.000
Volume 66,033 55,326 -10,707 -16.2% 801,124
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.303 2.256 2.081
R3 2.214 2.167 2.056
R2 2.125 2.125 2.048
R1 2.078 2.078 2.040 2.057
PP 2.036 2.036 2.036 2.025
S1 1.989 1.989 2.024 1.968
S2 1.947 1.947 2.016
S3 1.858 1.900 2.008
S4 1.769 1.811 1.983
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.878 2.784 2.291
R3 2.603 2.509 2.216
R2 2.328 2.328 2.190
R1 2.234 2.234 2.165 2.281
PP 2.053 2.053 2.053 2.077
S1 1.959 1.959 2.115 2.006
S2 1.778 1.778 2.090
S3 1.503 1.684 2.064
S4 1.228 1.409 1.989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.176 1.993 0.183 9.0% 0.094 4.6% 21% False True 122,930
10 2.176 1.872 0.304 15.0% 0.094 4.6% 53% False False 137,192
20 2.176 1.872 0.304 15.0% 0.088 4.3% 53% False False 145,910
40 2.176 1.731 0.445 21.9% 0.083 4.1% 68% False False 117,326
60 2.320 1.731 0.589 29.0% 0.080 3.9% 51% False False 92,769
80 2.549 1.731 0.818 40.3% 0.080 3.9% 37% False False 76,179
100 2.549 1.731 0.818 40.3% 0.077 3.8% 37% False False 64,133
120 2.602 1.731 0.871 42.9% 0.074 3.7% 35% False False 54,693
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 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.460
2.618 2.315
1.618 2.226
1.000 2.171
0.618 2.137
HIGH 2.082
0.618 2.048
0.500 2.038
0.382 2.027
LOW 1.993
0.618 1.938
1.000 1.904
1.618 1.849
2.618 1.760
4.250 1.615
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 2.038 2.085
PP 2.036 2.067
S1 2.034 2.050

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

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