NYMEX Natural Gas Future August 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 2.819 2.717 -0.102 -3.6% 2.915
High 2.871 2.751 -0.120 -4.2% 2.945
Low 2.696 2.687 -0.009 -0.3% 2.697
Close 2.702 2.734 0.032 1.2% 2.801
Range 0.175 0.064 -0.111 -63.4% 0.248
ATR 0.108 0.105 -0.003 -2.9% 0.000
Volume 151,030 143,029 -8,001 -5.3% 549,390
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 2.916 2.889 2.769
R3 2.852 2.825 2.752
R2 2.788 2.788 2.746
R1 2.761 2.761 2.740 2.775
PP 2.724 2.724 2.724 2.731
S1 2.697 2.697 2.728 2.711
S2 2.660 2.660 2.722
S3 2.596 2.633 2.716
S4 2.532 2.569 2.699
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.558 3.428 2.937
R3 3.310 3.180 2.869
R2 3.062 3.062 2.846
R1 2.932 2.932 2.824 2.873
PP 2.814 2.814 2.814 2.785
S1 2.684 2.684 2.778 2.625
S2 2.566 2.566 2.756
S3 2.318 2.436 2.733
S4 2.070 2.188 2.665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.871 2.687 0.184 6.7% 0.107 3.9% 26% False True 133,378
10 2.998 2.687 0.311 11.4% 0.121 4.4% 15% False True 144,271
20 2.998 2.605 0.393 14.4% 0.103 3.8% 33% False False 113,439
40 2.998 2.157 0.841 30.8% 0.090 3.3% 69% False False 83,200
60 2.998 2.156 0.842 30.8% 0.086 3.1% 69% False False 64,374
80 2.998 2.122 0.876 32.0% 0.081 3.0% 70% False False 52,299
100 2.998 1.990 1.008 36.9% 0.078 2.8% 74% False False 44,246
120 2.998 1.990 1.008 36.9% 0.075 2.7% 74% False False 38,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.029
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.023
2.618 2.919
1.618 2.855
1.000 2.815
0.618 2.791
HIGH 2.751
0.618 2.727
0.500 2.719
0.382 2.711
LOW 2.687
0.618 2.647
1.000 2.623
1.618 2.583
2.618 2.519
4.250 2.415
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 2.729 2.779
PP 2.724 2.764
S1 2.719 2.749

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

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