NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 2.061 2.160 0.099 4.8% 1.882
High 2.147 2.176 0.029 1.4% 2.147
Low 2.034 2.043 0.009 0.4% 1.872
Close 2.140 2.063 -0.077 -3.6% 2.140
Range 0.113 0.133 0.020 17.7% 0.275
ATR 0.089 0.092 0.003 3.6% 0.000
Volume 155,814 66,033 -89,781 -57.6% 801,124
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.493 2.411 2.136
R3 2.360 2.278 2.100
R2 2.227 2.227 2.087
R1 2.145 2.145 2.075 2.120
PP 2.094 2.094 2.094 2.081
S1 2.012 2.012 2.051 1.987
S2 1.961 1.961 2.039
S3 1.828 1.879 2.026
S4 1.695 1.746 1.990
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 2.878 2.784 2.291
R3 2.603 2.509 2.216
R2 2.328 2.328 2.190
R1 2.234 2.234 2.165 2.281
PP 2.053 2.053 2.053 2.077
S1 1.959 1.959 2.115 2.006
S2 1.778 1.778 2.090
S3 1.503 1.684 2.064
S4 1.228 1.409 1.989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.176 1.925 0.251 12.2% 0.111 5.4% 55% True False 147,783
10 2.176 1.872 0.304 14.7% 0.096 4.7% 63% True False 149,195
20 2.176 1.872 0.304 14.7% 0.087 4.2% 63% True False 150,636
40 2.176 1.731 0.445 21.6% 0.083 4.0% 75% True False 118,158
60 2.380 1.731 0.649 31.5% 0.079 3.9% 51% False False 92,566
80 2.549 1.731 0.818 39.7% 0.080 3.9% 41% False False 75,663
100 2.549 1.731 0.818 39.7% 0.076 3.7% 41% False False 63,716
120 2.602 1.731 0.871 42.2% 0.074 3.6% 38% False False 54,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.741
2.618 2.524
1.618 2.391
1.000 2.309
0.618 2.258
HIGH 2.176
0.618 2.125
0.500 2.110
0.382 2.094
LOW 2.043
0.618 1.961
1.000 1.910
1.618 1.828
2.618 1.695
4.250 1.478
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 2.110 2.105
PP 2.094 2.091
S1 2.079 2.077

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

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