NYMEX Natural Gas Future July 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 2.670 2.703 0.033 1.2% 2.652
High 2.720 2.703 -0.017 -0.6% 2.786
Low 2.614 2.625 0.011 0.4% 2.614
Close 2.698 2.662 -0.036 -1.3% 2.662
Range 0.106 0.078 -0.028 -26.4% 0.172
ATR 0.090 0.089 -0.001 -0.9% 0.000
Volume 141,679 46,173 -95,506 -67.4% 613,593
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 2.897 2.858 2.705
R3 2.819 2.780 2.683
R2 2.741 2.741 2.676
R1 2.702 2.702 2.669 2.683
PP 2.663 2.663 2.663 2.654
S1 2.624 2.624 2.655 2.605
S2 2.585 2.585 2.648
S3 2.507 2.546 2.641
S4 2.429 2.468 2.619
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.203 3.105 2.757
R3 3.031 2.933 2.709
R2 2.859 2.859 2.694
R1 2.761 2.761 2.678 2.810
PP 2.687 2.687 2.687 2.712
S1 2.589 2.589 2.646 2.638
S2 2.515 2.515 2.630
S3 2.343 2.417 2.615
S4 2.171 2.245 2.567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.786 2.614 0.172 6.5% 0.097 3.7% 28% False False 122,718
10 2.786 2.535 0.251 9.4% 0.087 3.3% 51% False False 132,067
20 2.786 2.101 0.685 25.7% 0.090 3.4% 82% False False 153,490
40 2.786 2.080 0.706 26.5% 0.081 3.1% 82% False False 122,610
60 2.786 2.080 0.706 26.5% 0.081 3.0% 82% False False 99,106
80 2.786 1.939 0.847 31.8% 0.079 3.0% 85% False False 81,204
100 2.786 1.939 0.847 31.8% 0.076 2.8% 85% False False 68,880
120 2.786 1.939 0.847 31.8% 0.075 2.8% 85% False False 59,444
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.035
2.618 2.907
1.618 2.829
1.000 2.781
0.618 2.751
HIGH 2.703
0.618 2.673
0.500 2.664
0.382 2.655
LOW 2.625
0.618 2.577
1.000 2.547
1.618 2.499
2.618 2.421
4.250 2.294
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 2.664 2.695
PP 2.663 2.684
S1 2.663 2.673

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

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