NYMEX Natural Gas Future August 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 2.576 2.641 0.065 2.5% 2.526
High 2.641 2.646 0.005 0.2% 2.641
Low 2.569 2.543 -0.026 -1.0% 2.451
Close 2.638 2.568 -0.070 -2.7% 2.638
Range 0.072 0.103 0.031 43.1% 0.190
ATR 0.073 0.075 0.002 2.9% 0.000
Volume 7,152 4,418 -2,734 -38.2% 25,290
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.895 2.834 2.625
R3 2.792 2.731 2.596
R2 2.689 2.689 2.587
R1 2.628 2.628 2.577 2.607
PP 2.586 2.586 2.586 2.575
S1 2.525 2.525 2.559 2.504
S2 2.483 2.483 2.549
S3 2.380 2.422 2.540
S4 2.277 2.319 2.511
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 3.147 3.082 2.743
R3 2.957 2.892 2.690
R2 2.767 2.767 2.673
R1 2.702 2.702 2.655 2.735
PP 2.577 2.577 2.577 2.593
S1 2.512 2.512 2.621 2.545
S2 2.387 2.387 2.603
S3 2.197 2.322 2.586
S4 2.007 2.132 2.534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.646 2.463 0.183 7.1% 0.077 3.0% 57% True False 5,135
10 2.646 2.402 0.244 9.5% 0.080 3.1% 68% True False 4,595
20 2.646 2.237 0.409 15.9% 0.068 2.7% 81% True False 3,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 3.084
2.618 2.916
1.618 2.813
1.000 2.749
0.618 2.710
HIGH 2.646
0.618 2.607
0.500 2.595
0.382 2.582
LOW 2.543
0.618 2.479
1.000 2.440
1.618 2.376
2.618 2.273
4.250 2.105
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 2.595 2.587
PP 2.586 2.581
S1 2.577 2.574

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

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