NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 2.211 2.225 0.014 0.6% 2.294
High 2.255 2.302 0.047 2.1% 2.304
Low 2.202 2.206 0.004 0.2% 2.201
Close 2.243 2.300 0.057 2.5% 2.243
Range 0.053 0.096 0.043 81.1% 0.103
ATR 0.067 0.069 0.002 3.1% 0.000
Volume 19,728 16,178 -3,550 -18.0% 69,995
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.557 2.525 2.353
R3 2.461 2.429 2.326
R2 2.365 2.365 2.318
R1 2.333 2.333 2.309 2.349
PP 2.269 2.269 2.269 2.278
S1 2.237 2.237 2.291 2.253
S2 2.173 2.173 2.282
S3 2.077 2.141 2.274
S4 1.981 2.045 2.247
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 2.558 2.504 2.300
R3 2.455 2.401 2.271
R2 2.352 2.352 2.262
R1 2.298 2.298 2.252 2.274
PP 2.249 2.249 2.249 2.237
S1 2.195 2.195 2.234 2.171
S2 2.146 2.146 2.224
S3 2.043 2.092 2.215
S4 1.940 1.989 2.186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.304 2.201 0.103 4.5% 0.080 3.5% 96% False False 17,234
10 2.331 2.181 0.150 6.5% 0.075 3.3% 79% False False 17,737
20 2.331 2.049 0.282 12.3% 0.068 3.0% 89% False False 22,066
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.710
2.618 2.553
1.618 2.457
1.000 2.398
0.618 2.361
HIGH 2.302
0.618 2.265
0.500 2.254
0.382 2.243
LOW 2.206
0.618 2.147
1.000 2.110
1.618 2.051
2.618 1.955
4.250 1.798
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 2.285 2.284
PP 2.269 2.269
S1 2.254 2.253

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

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