NYMEX Natural Gas Future June 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 2.276 2.196 -0.080 -3.5% 1.980
High 2.304 2.208 -0.096 -4.2% 2.281
Low 2.161 2.132 -0.029 -1.3% 1.972
Close 2.187 2.159 -0.028 -1.3% 2.267
Range 0.143 0.076 -0.067 -46.9% 0.309
ATR 0.089 0.088 -0.001 -1.0% 0.000
Volume 128,069 143,286 15,217 11.9% 575,151
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.394 2.353 2.201
R3 2.318 2.277 2.180
R2 2.242 2.242 2.173
R1 2.201 2.201 2.166 2.184
PP 2.166 2.166 2.166 2.158
S1 2.125 2.125 2.152 2.108
S2 2.090 2.090 2.145
S3 2.014 2.049 2.138
S4 1.938 1.973 2.117
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 3.100 2.993 2.437
R3 2.791 2.684 2.352
R2 2.482 2.482 2.324
R1 2.375 2.375 2.295 2.429
PP 2.173 2.173 2.173 2.200
S1 2.066 2.066 2.239 2.120
S2 1.864 1.864 2.210
S3 1.555 1.757 2.182
S4 1.246 1.448 2.097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.304 2.132 0.172 8.0% 0.093 4.3% 16% False True 132,223
10 2.304 1.972 0.332 15.4% 0.091 4.2% 56% False False 109,119
20 2.304 1.972 0.332 15.4% 0.084 3.9% 56% False False 83,296
40 2.304 1.844 0.460 21.3% 0.080 3.7% 68% False False 56,084
60 2.360 1.844 0.516 23.9% 0.076 3.5% 61% False False 43,331
80 2.593 1.844 0.749 34.7% 0.075 3.5% 42% False False 35,502
100 2.593 1.844 0.749 34.7% 0.073 3.4% 42% False False 30,008
120 2.642 1.844 0.798 37.0% 0.070 3.3% 39% False False 25,536
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 3 trading days
Fibonacci Retracements and Extensions
4.250 2.531
2.618 2.407
1.618 2.331
1.000 2.284
0.618 2.255
HIGH 2.208
0.618 2.179
0.500 2.170
0.382 2.161
LOW 2.132
0.618 2.085
1.000 2.056
1.618 2.009
2.618 1.933
4.250 1.809
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 2.170 2.218
PP 2.166 2.198
S1 2.163 2.179

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

View Archives - Comment on this page... - Back to Index of Symbols