NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 07-Jul-2016

Day Change Summary
	Previous	Current
	06-Jul-2016	07-Jul-2016	Change	Change %	Previous Week
Open	2.768	2.803	0.035	1.3%	2.677
High	2.802	2.841	0.039	1.4%	2.998
Low	2.697	2.725	0.028	1.0%	2.667
Close	2.786	2.777	-0.009	-0.3%	2.987
Range	0.105	0.116	0.011	10.5%	0.331
ATR	0.104	0.105	0.001	0.8%	0.000
Volume	135,881	138,168	2,287	1.7%	708,867

Daily Pivots for day following 07-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.129	3.069	2.841
R3	3.013	2.953	2.809
R2	2.897	2.897	2.798
R1	2.837	2.837	2.788	2.809
PP	2.781	2.781	2.781	2.767
S1	2.721	2.721	2.766	2.693
S2	2.665	2.665	2.756
S3	2.549	2.605	2.745
S4	2.433	2.489	2.713

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.877	3.763	3.169
R3	3.546	3.432	3.078
R2	3.215	3.215	3.048
R1	3.101	3.101	3.017	3.158
PP	2.884	2.884	2.884	2.913
S1	2.770	2.770	2.957	2.827
S2	2.553	2.553	2.926
S3	2.222	2.439	2.896
S4	1.891	2.108	2.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.998	2.697	0.301	10.8%	0.123	4.4%	27%	False	False	145,189
10	2.998	2.653	0.345	12.4%	0.118	4.2%	36%	False	False	136,432
20	2.998	2.526	0.472	17.0%	0.103	3.7%	53%	False	False	108,608
40	2.998	2.157	0.841	30.3%	0.086	3.1%	74%	False	False	75,005
60	2.998	2.156	0.842	30.3%	0.083	3.0%	74%	False	False	58,908
80	2.998	2.122	0.876	31.5%	0.080	2.9%	75%	False	False	47,761
100	2.998	1.990	1.008	36.3%	0.076	2.7%	78%	False	False	40,601
120	2.998	1.990	1.008	36.3%	0.074	2.6%	78%	False	False	34,884

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.334
2.618	3.145
1.618	3.029
1.000	2.957
0.618	2.913
HIGH	2.841
0.618	2.797
0.500	2.783
0.382	2.769
LOW	2.725
0.618	2.653
1.000	2.609
1.618	2.537
2.618	2.421
4.250	2.232

Fisher Pivots for day following 07-Jul-2016
Pivot	1 day	3 day
R1	2.783	2.821
PP	2.781	2.806
S1	2.779	2.792

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