NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 2.016 1.970 -0.046 -2.3% 2.145
High 2.025 1.999 -0.026 -1.3% 2.165
Low 1.969 1.954 -0.015 -0.8% 2.011
Close 1.975 1.982 0.007 0.4% 2.018
Range 0.056 0.045 -0.011 -19.6% 0.154
ATR 0.072 0.070 -0.002 -2.7% 0.000
Volume 12,117 14,618 2,501 20.6% 60,537
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 2.113 2.093 2.007
R3 2.068 2.048 1.994
R2 2.023 2.023 1.990
R1 2.003 2.003 1.986 2.013
PP 1.978 1.978 1.978 1.984
S1 1.958 1.958 1.978 1.968
S2 1.933 1.933 1.974
S3 1.888 1.913 1.970
S4 1.843 1.868 1.957
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 2.527 2.426 2.103
R3 2.373 2.272 2.060
R2 2.219 2.219 2.046
R1 2.118 2.118 2.032 2.092
PP 2.065 2.065 2.065 2.051
S1 1.964 1.964 2.004 1.938
S2 1.911 1.911 1.990
S3 1.757 1.810 1.976
S4 1.603 1.656 1.933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.154 1.954 0.200 10.1% 0.062 3.1% 14% False True 14,781
10 2.273 1.954 0.319 16.1% 0.067 3.4% 9% False True 14,768
20 2.413 1.954 0.459 23.2% 0.066 3.3% 6% False True 16,105
40 2.593 1.954 0.639 32.2% 0.073 3.7% 4% False True 13,523
60 2.593 1.954 0.639 32.2% 0.066 3.4% 4% False True 11,307
80 2.642 1.954 0.688 34.7% 0.066 3.3% 4% False True 9,347
100 2.787 1.954 0.833 42.0% 0.061 3.1% 3% False True 7,920
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2.190
2.618 2.117
1.618 2.072
1.000 2.044
0.618 2.027
HIGH 1.999
0.618 1.982
0.500 1.977
0.382 1.971
LOW 1.954
0.618 1.926
1.000 1.909
1.618 1.881
2.618 1.836
4.250 1.763
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 1.980 1.993
PP 1.978 1.989
S1 1.977 1.986

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

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