NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	2.879	2.863	-0.016	-0.6%	2.691
High	2.974	2.945	-0.029	-1.0%	2.812
Low	2.844	2.851	0.007	0.2%	2.653
Close	2.863	2.924	0.061	2.1%	2.694
Range	0.130	0.094	-0.036	-27.7%	0.159
ATR	0.093	0.093	0.000	0.1%	0.000
Volume	147,245	160,700	13,455	9.1%	452,211

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.189	3.150	2.976
R3	3.095	3.056	2.950
R2	3.001	3.001	2.941
R1	2.962	2.962	2.933	2.982
PP	2.907	2.907	2.907	2.916
S1	2.868	2.868	2.915	2.888
S2	2.813	2.813	2.907
S3	2.719	2.774	2.898
S4	2.625	2.680	2.872

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.197	3.104	2.781
R3	3.038	2.945	2.738
R2	2.879	2.879	2.723
R1	2.786	2.786	2.709	2.833
PP	2.720	2.720	2.720	2.743
S1	2.627	2.627	2.679	2.674
S2	2.561	2.561	2.665
S3	2.402	2.468	2.650
S4	2.243	2.309	2.607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.974	2.655	0.319	10.9%	0.111	3.8%	84%	False	False	134,269
10	2.974	2.607	0.367	12.6%	0.102	3.5%	86%	False	False	110,613
20	2.974	2.464	0.510	17.4%	0.090	3.1%	90%	False	False	92,240
40	2.974	2.157	0.817	27.9%	0.080	2.7%	94%	False	False	63,252
60	2.974	2.151	0.823	28.1%	0.079	2.7%	94%	False	False	50,799
80	2.974	2.049	0.925	31.6%	0.077	2.6%	95%	False	False	41,437
100	2.974	1.990	0.984	33.7%	0.073	2.5%	95%	False	False	35,248
120	2.974	1.990	0.984	33.7%	0.072	2.4%	95%	False	False	30,345

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.345
2.618	3.191
1.618	3.097
1.000	3.039
0.618	3.003
HIGH	2.945
0.618	2.909
0.500	2.898
0.382	2.887
LOW	2.851
0.618	2.793
1.000	2.757
1.618	2.699
2.618	2.605
4.250	2.452

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	2.915	2.902
PP	2.907	2.880
S1	2.898	2.859

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols