NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 2.028 2.195 0.167 8.2% 2.039
High 2.195 2.240 0.045 2.1% 2.128
Low 2.028 2.155 0.127 6.3% 1.986
Close 2.188 2.180 -0.008 -0.4% 1.997
Range 0.167 0.085 -0.082 -49.1% 0.142
ATR 0.085 0.085 0.000 0.0% 0.000
Volume 106,091 115,965 9,874 9.3% 427,078
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.447 2.398 2.227
R3 2.362 2.313 2.203
R2 2.277 2.277 2.196
R1 2.228 2.228 2.188 2.210
PP 2.192 2.192 2.192 2.183
S1 2.143 2.143 2.172 2.125
S2 2.107 2.107 2.164
S3 2.022 2.058 2.157
S4 1.937 1.973 2.133
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.463 2.372 2.075
R3 2.321 2.230 2.036
R2 2.179 2.179 2.023
R1 2.088 2.088 2.010 2.063
PP 2.037 2.037 2.037 2.024
S1 1.946 1.946 1.984 1.921
S2 1.895 1.895 1.971
S3 1.753 1.804 1.958
S4 1.611 1.662 1.919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.240 1.972 0.268 12.3% 0.096 4.4% 78% True False 90,773
10 2.240 1.972 0.268 12.3% 0.084 3.9% 78% True False 87,366
20 2.240 1.948 0.292 13.4% 0.082 3.8% 79% True False 61,479
40 2.240 1.844 0.396 18.2% 0.077 3.5% 85% True False 45,020
60 2.413 1.844 0.569 26.1% 0.074 3.4% 59% False False 35,326
80 2.593 1.844 0.749 34.4% 0.075 3.4% 45% False False 29,118
100 2.593 1.844 0.749 34.4% 0.071 3.2% 45% False False 24,664
120 2.642 1.844 0.798 36.6% 0.070 3.2% 42% False False 21,147
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.601
2.618 2.463
1.618 2.378
1.000 2.325
0.618 2.293
HIGH 2.240
0.618 2.208
0.500 2.198
0.382 2.187
LOW 2.155
0.618 2.102
1.000 2.070
1.618 2.017
2.618 1.932
4.250 1.794
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 2.198 2.155
PP 2.192 2.131
S1 2.186 2.106

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

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