NYMEX Natural Gas Future July 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 2.001 2.000 -0.001 0.0% 1.972
High 2.016 2.059 0.043 2.1% 2.058
Low 1.970 1.998 0.028 1.4% 1.946
Close 2.001 2.041 0.040 2.0% 1.996
Range 0.046 0.061 0.015 32.6% 0.112
ATR 0.066 0.066 0.000 -0.6% 0.000
Volume 25,337 30,280 4,943 19.5% 147,318
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.216 2.189 2.075
R3 2.155 2.128 2.058
R2 2.094 2.094 2.052
R1 2.067 2.067 2.047 2.081
PP 2.033 2.033 2.033 2.039
S1 2.006 2.006 2.035 2.020
S2 1.972 1.972 2.030
S3 1.911 1.945 2.024
S4 1.850 1.884 2.007
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.336 2.278 2.058
R3 2.224 2.166 2.027
R2 2.112 2.112 2.017
R1 2.054 2.054 2.006 2.083
PP 2.000 2.000 2.000 2.015
S1 1.942 1.942 1.986 1.971
S2 1.888 1.888 1.975
S3 1.776 1.830 1.965
S4 1.664 1.718 1.934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.059 1.939 0.120 5.9% 0.058 2.9% 85% True False 28,152
10 2.059 1.939 0.120 5.9% 0.065 3.2% 85% True False 28,531
20 2.339 1.939 0.400 19.6% 0.064 3.1% 26% False False 22,419
40 2.527 1.939 0.588 28.8% 0.064 3.1% 17% False False 18,243
60 2.635 1.939 0.696 34.1% 0.067 3.3% 15% False False 14,818
80 2.684 1.939 0.745 36.5% 0.063 3.1% 14% False False 12,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.318
2.618 2.219
1.618 2.158
1.000 2.120
0.618 2.097
HIGH 2.059
0.618 2.036
0.500 2.029
0.382 2.021
LOW 1.998
0.618 1.960
1.000 1.937
1.618 1.899
2.618 1.838
4.250 1.739
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 2.037 2.027
PP 2.033 2.013
S1 2.029 1.999

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

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