NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	2.688	2.779	0.091	3.4%	2.775
High	2.795	2.818	0.023	0.8%	2.799
Low	2.660	2.728	0.068	2.6%	2.625
Close	2.777	2.747	-0.030	-1.1%	2.777
Range	0.135	0.090	-0.045	-33.3%	0.174
ATR	0.099	0.099	-0.001	-0.7%	0.000
Volume	95,596	46,357	-49,239	-51.5%	537,096

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.034	2.981	2.797
R3	2.944	2.891	2.772
R2	2.854	2.854	2.764
R1	2.801	2.801	2.755	2.783
PP	2.764	2.764	2.764	2.755
S1	2.711	2.711	2.739	2.693
S2	2.674	2.674	2.731
S3	2.584	2.621	2.722
S4	2.494	2.531	2.698

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.256	3.190	2.873
R3	3.082	3.016	2.825
R2	2.908	2.908	2.809
R1	2.842	2.842	2.793	2.875
PP	2.734	2.734	2.734	2.750
S1	2.668	2.668	2.761	2.701
S2	2.560	2.560	2.745
S3	2.386	2.494	2.729
S4	2.212	2.320	2.681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.818	2.625	0.193	7.0%	0.093	3.4%	63%	True	False	98,724
10	2.818	2.625	0.193	7.0%	0.089	3.2%	63%	True	False	110,741
20	2.998	2.625	0.373	13.6%	0.107	3.9%	33%	False	False	125,835
40	2.998	2.213	0.785	28.6%	0.096	3.5%	68%	False	False	99,268
60	2.998	2.157	0.841	30.6%	0.086	3.1%	70%	False	False	76,463
80	2.998	2.151	0.847	30.8%	0.083	3.0%	70%	False	False	62,798
100	2.998	1.994	1.004	36.5%	0.080	2.9%	75%	False	False	52,899
120	2.998	1.990	1.008	36.7%	0.077	2.8%	75%	False	False	45,623

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.201
2.618	3.054
1.618	2.964
1.000	2.908
0.618	2.874
HIGH	2.818
0.618	2.784
0.500	2.773
0.382	2.762
LOW	2.728
0.618	2.672
1.000	2.638
1.618	2.582
2.618	2.492
4.250	2.346

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	2.773	2.739
PP	2.764	2.730
S1	2.756	2.722

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