NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 2.707 2.791 0.084 3.1% 2.686
High 2.801 2.827 0.026 0.9% 2.724
Low 2.707 2.760 0.053 2.0% 2.632
Close 2.795 2.813 0.018 0.6% 2.686
Range 0.094 0.067 -0.027 -28.7% 0.092
ATR 0.075 0.074 -0.001 -0.8% 0.000
Volume 32,915 32,426 -489 -1.5% 195,848
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.001 2.974 2.850
R3 2.934 2.907 2.831
R2 2.867 2.867 2.825
R1 2.840 2.840 2.819 2.854
PP 2.800 2.800 2.800 2.807
S1 2.773 2.773 2.807 2.787
S2 2.733 2.733 2.801
S3 2.666 2.706 2.795
S4 2.599 2.639 2.776
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 2.957 2.913 2.737
R3 2.865 2.821 2.711
R2 2.773 2.773 2.703
R1 2.729 2.729 2.694 2.732
PP 2.681 2.681 2.681 2.682
S1 2.637 2.637 2.678 2.640
S2 2.589 2.589 2.669
S3 2.497 2.545 2.661
S4 2.405 2.453 2.635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.827 2.632 0.195 6.9% 0.070 2.5% 93% True False 30,930
10 2.827 2.573 0.254 9.0% 0.074 2.6% 94% True False 50,447
20 2.827 2.271 0.556 19.8% 0.073 2.6% 97% True False 43,422
40 2.827 2.195 0.632 22.5% 0.068 2.4% 98% True False 33,937
60 2.827 2.183 0.644 22.9% 0.070 2.5% 98% True False 28,834
80 2.827 2.009 0.818 29.1% 0.069 2.5% 98% True False 24,928
100 2.827 2.009 0.818 29.1% 0.067 2.4% 98% True False 21,605
120 2.827 2.009 0.818 29.1% 0.067 2.4% 98% True False 18,710
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.112
2.618 3.002
1.618 2.935
1.000 2.894
0.618 2.868
HIGH 2.827
0.618 2.801
0.500 2.794
0.382 2.786
LOW 2.760
0.618 2.719
1.000 2.693
1.618 2.652
2.618 2.585
4.250 2.475
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 2.807 2.786
PP 2.800 2.759
S1 2.794 2.733

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

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