NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 2.812 2.713 -0.099 -3.5% 2.686
High 2.815 2.763 -0.052 -1.8% 2.724
Low 2.706 2.663 -0.043 -1.6% 2.632
Close 2.724 2.744 0.020 0.7% 2.686
Range 0.109 0.100 -0.009 -8.3% 0.092
ATR 0.077 0.079 0.002 2.2% 0.000
Volume 39,257 40,136 879 2.2% 195,848
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.023 2.984 2.799
R3 2.923 2.884 2.772
R2 2.823 2.823 2.762
R1 2.784 2.784 2.753 2.804
PP 2.723 2.723 2.723 2.733
S1 2.684 2.684 2.735 2.704
S2 2.623 2.623 2.726
S3 2.523 2.584 2.717
S4 2.423 2.484 2.689
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 2.638 0.189 6.9% 0.087 3.2% 56% False False 35,468
10 2.827 2.632 0.195 7.1% 0.075 2.7% 57% False False 40,424
20 2.827 2.280 0.547 19.9% 0.077 2.8% 85% False False 44,891
40 2.827 2.195 0.632 23.0% 0.070 2.6% 87% False False 35,078
60 2.827 2.183 0.644 23.5% 0.071 2.6% 87% False False 29,682
80 2.827 2.009 0.818 29.8% 0.070 2.5% 90% False False 25,481
100 2.827 2.009 0.818 29.8% 0.068 2.5% 90% False False 22,255
120 2.827 2.009 0.818 29.8% 0.067 2.5% 90% False False 19,310
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.188
2.618 3.025
1.618 2.925
1.000 2.863
0.618 2.825
HIGH 2.763
0.618 2.725
0.500 2.713
0.382 2.701
LOW 2.663
0.618 2.601
1.000 2.563
1.618 2.501
2.618 2.401
4.250 2.238
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 2.734 2.745
PP 2.723 2.745
S1 2.713 2.744

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

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