NYMEX Natural Gas Future June 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 2.015 2.082 0.067 3.3% 2.074
High 2.102 2.126 0.024 1.1% 2.164
Low 2.007 2.077 0.070 3.5% 1.986
Close 2.083 2.119 0.036 1.7% 2.077
Range 0.095 0.049 -0.046 -48.4% 0.178
ATR 0.082 0.079 -0.002 -2.9% 0.000
Volume 97,042 92,178 -4,864 -5.0% 275,973
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.254 2.236 2.146
R3 2.205 2.187 2.132
R2 2.156 2.156 2.128
R1 2.138 2.138 2.123 2.147
PP 2.107 2.107 2.107 2.112
S1 2.089 2.089 2.115 2.098
S2 2.058 2.058 2.110
S3 2.009 2.040 2.106
S4 1.960 1.991 2.092
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.610 2.521 2.175
R3 2.432 2.343 2.126
R2 2.254 2.254 2.110
R1 2.165 2.165 2.093 2.210
PP 2.076 2.076 2.076 2.098
S1 1.987 1.987 2.061 2.032
S2 1.898 1.898 2.044
S3 1.720 1.809 2.028
S4 1.542 1.631 1.979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.126 1.986 0.140 6.6% 0.073 3.4% 95% True False 83,959
10 2.164 1.986 0.178 8.4% 0.077 3.6% 75% False False 63,827
20 2.164 1.948 0.216 10.2% 0.078 3.7% 79% False False 45,673
40 2.164 1.844 0.320 15.1% 0.073 3.4% 86% False False 35,516
60 2.413 1.844 0.569 26.9% 0.072 3.4% 48% False False 28,642
80 2.593 1.844 0.749 35.3% 0.073 3.4% 37% False False 23,888
100 2.622 1.844 0.778 36.7% 0.070 3.3% 35% False False 20,318
120 2.728 1.844 0.884 41.7% 0.068 3.2% 31% False False 17,505
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.334
2.618 2.254
1.618 2.205
1.000 2.175
0.618 2.156
HIGH 2.126
0.618 2.107
0.500 2.102
0.382 2.096
LOW 2.077
0.618 2.047
1.000 2.028
1.618 1.998
2.618 1.949
4.250 1.869
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 2.113 2.100
PP 2.107 2.080
S1 2.102 2.061

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

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