NYMEX Natural Gas Future August 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 2.480 2.519 0.039 1.6% 2.272
High 2.529 2.549 0.020 0.8% 2.529
Low 2.464 2.478 0.014 0.6% 2.264
Close 2.476 2.537 0.061 2.5% 2.476
Range 0.065 0.071 0.006 9.2% 0.265
ATR 0.075 0.075 0.000 -0.2% 0.000
Volume 36,995 55,493 18,498 50.0% 202,840
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 2.734 2.707 2.576
R3 2.663 2.636 2.557
R2 2.592 2.592 2.550
R1 2.565 2.565 2.544 2.579
PP 2.521 2.521 2.521 2.528
S1 2.494 2.494 2.530 2.508
S2 2.450 2.450 2.524
S3 2.379 2.423 2.517
S4 2.308 2.352 2.498
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.218 3.112 2.622
R3 2.953 2.847 2.549
R2 2.688 2.688 2.525
R1 2.582 2.582 2.500 2.635
PP 2.423 2.423 2.423 2.450
S1 2.317 2.317 2.452 2.370
S2 2.158 2.158 2.427
S3 1.893 2.052 2.403
S4 1.628 1.787 2.330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.549 2.264 0.285 11.2% 0.082 3.2% 96% True False 51,666
10 2.549 2.207 0.342 13.5% 0.077 3.0% 96% True False 47,210
20 2.549 2.157 0.392 15.5% 0.070 2.7% 97% True False 36,414
40 2.549 2.156 0.393 15.5% 0.073 2.9% 97% True False 31,462
60 2.549 2.122 0.427 16.8% 0.073 2.9% 97% True False 25,469
80 2.549 1.990 0.559 22.0% 0.070 2.7% 98% True False 22,008
100 2.549 1.990 0.559 22.0% 0.068 2.7% 98% True False 18,781
120 2.646 1.990 0.656 25.9% 0.068 2.7% 83% False False 16,322
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 3 trading days
Fibonacci Retracements and Extensions
4.250 2.851
2.618 2.735
1.618 2.664
1.000 2.620
0.618 2.593
HIGH 2.549
0.618 2.522
0.500 2.514
0.382 2.505
LOW 2.478
0.618 2.434
1.000 2.407
1.618 2.363
2.618 2.292
4.250 2.176
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 2.529 2.523
PP 2.521 2.510
S1 2.514 2.496

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

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