NYMEX Natural Gas Future August 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 2.650 2.626 -0.024 -0.9% 2.661
High 2.684 2.691 0.007 0.3% 2.700
Low 2.605 2.607 0.002 0.1% 2.605
Close 2.627 2.666 0.039 1.5% 2.666
Range 0.079 0.084 0.005 6.3% 0.095
ATR 0.077 0.078 0.000 0.6% 0.000
Volume 62,761 59,695 -3,066 -4.9% 344,134
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 2.907 2.870 2.712
R3 2.823 2.786 2.689
R2 2.739 2.739 2.681
R1 2.702 2.702 2.674 2.721
PP 2.655 2.655 2.655 2.664
S1 2.618 2.618 2.658 2.637
S2 2.571 2.571 2.651
S3 2.487 2.534 2.643
S4 2.403 2.450 2.620
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 2.942 2.899 2.718
R3 2.847 2.804 2.692
R2 2.752 2.752 2.683
R1 2.709 2.709 2.675 2.731
PP 2.657 2.657 2.657 2.668
S1 2.614 2.614 2.657 2.636
S2 2.562 2.562 2.649
S3 2.467 2.519 2.640
S4 2.372 2.424 2.614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.700 2.605 0.095 3.6% 0.070 2.6% 64% False False 68,826
10 2.703 2.478 0.225 8.4% 0.080 3.0% 84% False False 76,138
20 2.703 2.207 0.496 18.6% 0.078 2.9% 93% False False 60,645
40 2.703 2.157 0.546 20.5% 0.075 2.8% 93% False False 44,003
60 2.703 2.122 0.581 21.8% 0.074 2.8% 94% False False 35,533
80 2.703 1.990 0.713 26.7% 0.072 2.7% 95% False False 29,822
100 2.703 1.990 0.713 26.7% 0.069 2.6% 95% False False 25,431
120 2.703 1.990 0.713 26.7% 0.070 2.6% 95% False False 21,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.048
2.618 2.911
1.618 2.827
1.000 2.775
0.618 2.743
HIGH 2.691
0.618 2.659
0.500 2.649
0.382 2.639
LOW 2.607
0.618 2.555
1.000 2.523
1.618 2.471
2.618 2.387
4.250 2.250
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 2.660 2.660
PP 2.655 2.654
S1 2.649 2.648

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

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