NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 2.752 2.874 0.122 4.4% 2.707
High 2.893 2.964 0.071 2.5% 2.827
Low 2.748 2.840 0.092 3.3% 2.662
Close 2.888 2.858 -0.030 -1.0% 2.702
Range 0.145 0.124 -0.021 -14.5% 0.165
ATR 0.084 0.087 0.003 3.3% 0.000
Volume 66,099 60,249 -5,850 -8.9% 174,424
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.259 3.183 2.926
R3 3.135 3.059 2.892
R2 3.011 3.011 2.881
R1 2.935 2.935 2.869 2.911
PP 2.887 2.887 2.887 2.876
S1 2.811 2.811 2.847 2.787
S2 2.763 2.763 2.835
S3 2.639 2.687 2.824
S4 2.515 2.563 2.790
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.225 3.129 2.793
R3 3.060 2.964 2.747
R2 2.895 2.895 2.732
R1 2.799 2.799 2.717 2.765
PP 2.730 2.730 2.730 2.713
S1 2.634 2.634 2.687 2.600
S2 2.565 2.565 2.672
S3 2.400 2.469 2.657
S4 2.235 2.304 2.611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.964 2.662 0.302 10.6% 0.107 3.8% 65% True False 45,462
10 2.964 2.632 0.332 11.6% 0.095 3.3% 68% True False 39,185
20 2.964 2.484 0.480 16.8% 0.083 2.9% 78% True False 46,517
40 2.964 2.195 0.769 26.9% 0.074 2.6% 86% True False 36,854
60 2.964 2.183 0.781 27.3% 0.073 2.6% 86% True False 31,779
80 2.964 2.030 0.934 32.7% 0.073 2.5% 89% True False 27,081
100 2.964 2.009 0.955 33.4% 0.070 2.4% 89% True False 23,820
120 2.964 2.009 0.955 33.4% 0.069 2.4% 89% True False 20,725
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.491
2.618 3.289
1.618 3.165
1.000 3.088
0.618 3.041
HIGH 2.964
0.618 2.917
0.500 2.902
0.382 2.887
LOW 2.840
0.618 2.763
1.000 2.716
1.618 2.639
2.618 2.515
4.250 2.313
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 2.902 2.845
PP 2.887 2.832
S1 2.873 2.820

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

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