NYMEX Natural Gas Future August 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 2.562 2.535 -0.027 -1.1% 2.272
High 2.583 2.703 0.120 4.6% 2.529
Low 2.531 2.526 -0.005 -0.2% 2.264
Close 2.544 2.690 0.146 5.7% 2.476
Range 0.052 0.177 0.125 240.4% 0.265
ATR 0.073 0.081 0.007 10.1% 0.000
Volume 71,640 120,904 49,264 68.8% 202,840
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.171 3.107 2.787
R3 2.994 2.930 2.739
R2 2.817 2.817 2.722
R1 2.753 2.753 2.706 2.785
PP 2.640 2.640 2.640 2.656
S1 2.576 2.576 2.674 2.608
S2 2.463 2.463 2.658
S3 2.286 2.399 2.641
S4 2.109 2.222 2.593
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 2.703 2.464 0.239 8.9% 0.089 3.3% 95% True False 71,758
10 2.703 2.213 0.490 18.2% 0.086 3.2% 97% True False 62,386
20 2.703 2.157 0.546 20.3% 0.076 2.8% 98% True False 46,263
40 2.703 2.156 0.547 20.3% 0.076 2.8% 98% True False 36,327
60 2.703 2.122 0.581 21.6% 0.074 2.8% 98% True False 29,314
80 2.703 1.990 0.713 26.5% 0.071 2.6% 98% True False 24,983
100 2.703 1.990 0.713 26.5% 0.069 2.6% 98% True False 21,299
120 2.703 1.990 0.713 26.5% 0.069 2.6% 98% True False 18,460
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 0.019
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 3.455
2.618 3.166
1.618 2.989
1.000 2.880
0.618 2.812
HIGH 2.703
0.618 2.635
0.500 2.615
0.382 2.594
LOW 2.526
0.618 2.417
1.000 2.349
1.618 2.240
2.618 2.063
4.250 1.774
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 2.665 2.659
PP 2.640 2.627
S1 2.615 2.596

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

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