NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 2.170 2.210 0.040 1.8% 2.070
High 2.213 2.259 0.046 2.1% 2.259
Low 2.144 2.201 0.057 2.7% 2.052
Close 2.197 2.231 0.034 1.5% 2.231
Range 0.069 0.058 -0.011 -15.9% 0.207
ATR 0.062 0.062 0.000 0.0% 0.000
Volume 21,471 13,754 -7,717 -35.9% 100,989
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.404 2.376 2.263
R3 2.346 2.318 2.247
R2 2.288 2.288 2.242
R1 2.260 2.260 2.236 2.274
PP 2.230 2.230 2.230 2.238
S1 2.202 2.202 2.226 2.216
S2 2.172 2.172 2.220
S3 2.114 2.144 2.215
S4 2.056 2.086 2.199
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.802 2.723 2.345
R3 2.595 2.516 2.288
R2 2.388 2.388 2.269
R1 2.309 2.309 2.250 2.349
PP 2.181 2.181 2.181 2.200
S1 2.102 2.102 2.212 2.142
S2 1.974 1.974 2.193
S3 1.767 1.895 2.174
S4 1.560 1.688 2.117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.259 2.052 0.207 9.3% 0.064 2.9% 86% True False 20,197
10 2.259 2.049 0.210 9.4% 0.062 2.8% 87% True False 26,395
20 2.343 2.049 0.294 13.2% 0.059 2.6% 62% False False 21,598
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.506
2.618 2.411
1.618 2.353
1.000 2.317
0.618 2.295
HIGH 2.259
0.618 2.237
0.500 2.230
0.382 2.223
LOW 2.201
0.618 2.165
1.000 2.143
1.618 2.107
2.618 2.049
4.250 1.955
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 2.231 2.215
PP 2.230 2.198
S1 2.230 2.182

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

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