NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	2.299	2.297	-0.002	-0.1%	2.415
High	2.316	2.297	-0.019	-0.8%	2.458
Low	2.270	2.240	-0.030	-1.3%	2.347
Close	2.301	2.256	-0.045	-2.0%	2.451
Range	0.046	0.057	0.011	23.9%	0.111
ATR	0.076	0.075	-0.001	-1.4%	0.000
Volume	17,610	14,860	-2,750	-15.6%	65,811

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.435	2.403	2.287
R3	2.378	2.346	2.272
R2	2.321	2.321	2.266
R1	2.289	2.289	2.261	2.277
PP	2.264	2.264	2.264	2.258
S1	2.232	2.232	2.251	2.220
S2	2.207	2.207	2.246
S3	2.150	2.175	2.240
S4	2.093	2.118	2.225

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.752	2.712	2.512
R3	2.641	2.601	2.482
R2	2.530	2.530	2.471
R1	2.490	2.490	2.461	2.510
PP	2.419	2.419	2.419	2.429
S1	2.379	2.379	2.441	2.399
S2	2.308	2.308	2.431
S3	2.197	2.268	2.420
S4	2.086	2.157	2.390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.457	2.240	0.217	9.6%	0.064	2.9%	7%	False	True	18,294
10	2.458	2.240	0.218	9.7%	0.063	2.8%	7%	False	True	14,880
20	2.635	2.240	0.395	17.5%	0.068	3.0%	4%	False	True	13,117
40	2.635	2.206	0.429	19.0%	0.068	3.0%	12%	False	False	10,579
60	2.684	2.206	0.478	21.2%	0.063	2.8%	10%	False	False	8,089

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.539
2.618	2.446
1.618	2.389
1.000	2.354
0.618	2.332
HIGH	2.297
0.618	2.275
0.500	2.269
0.382	2.262
LOW	2.240
0.618	2.205
1.000	2.183
1.618	2.148
2.618	2.091
4.250	1.998

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	2.269	2.300
PP	2.264	2.285
S1	2.260	2.271

Download as Excel Spreadsheet

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

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