NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	2.556	2.603	0.047	1.8%	2.334
High	2.610	2.626	0.016	0.6%	2.565
Low	2.532	2.578	0.046	1.8%	2.326
Close	2.601	2.589	-0.012	-0.5%	2.517
Range	0.078	0.048	-0.030	-38.5%	0.239
ATR	0.070	0.069	-0.002	-2.3%	0.000
Volume	67,198	70,425	3,227	4.8%	141,568

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.742	2.713	2.615
R3	2.694	2.665	2.602
R2	2.646	2.646	2.598
R1	2.617	2.617	2.593	2.608
PP	2.598	2.598	2.598	2.593
S1	2.569	2.569	2.585	2.560
S2	2.550	2.550	2.580
S3	2.502	2.521	2.576
S4	2.454	2.473	2.563

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.186	3.091	2.648
R3	2.947	2.852	2.583
R2	2.708	2.708	2.561
R1	2.613	2.613	2.539	2.661
PP	2.469	2.469	2.469	2.493
S1	2.374	2.374	2.495	2.422
S2	2.230	2.230	2.473
S3	1.991	2.135	2.451
S4	1.752	1.896	2.386

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.626	2.484	0.142	5.5%	0.062	2.4%	74%	True	False	45,945
10	2.626	2.271	0.355	13.7%	0.070	2.7%	90%	True	False	40,975
20	2.626	2.195	0.431	16.6%	0.066	2.5%	91%	True	False	33,007
40	2.626	2.191	0.435	16.8%	0.069	2.7%	91%	True	False	27,768
60	2.626	2.150	0.476	18.4%	0.069	2.7%	92%	True	False	23,340
80	2.626	2.009	0.617	23.8%	0.067	2.6%	94%	True	False	20,560
100	2.626	2.009	0.617	23.8%	0.065	2.5%	94%	True	False	17,622

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	0.018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.830
2.618	2.752
1.618	2.704
1.000	2.674
0.618	2.656
HIGH	2.626
0.618	2.608
0.500	2.602
0.382	2.596
LOW	2.578
0.618	2.548
1.000	2.530
1.618	2.500
2.618	2.452
4.250	2.374

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	2.602	2.583
PP	2.598	2.578
S1	2.593	2.572

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