NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 2.788 2.750 -0.038 -1.4% 2.915
High 2.831 2.812 -0.019 -0.7% 2.944
Low 2.711 2.740 0.029 1.1% 2.696
Close 2.764 2.788 0.024 0.9% 2.788
Range 0.120 0.072 -0.048 -40.0% 0.248
ATR 0.101 0.099 -0.002 -2.0% 0.000
Volume 58,063 57,271 -792 -1.4% 251,400
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 2.996 2.964 2.828
R3 2.924 2.892 2.808
R2 2.852 2.852 2.801
R1 2.820 2.820 2.795 2.836
PP 2.780 2.780 2.780 2.788
S1 2.748 2.748 2.781 2.764
S2 2.708 2.708 2.775
S3 2.636 2.676 2.768
S4 2.564 2.604 2.748
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.553 3.419 2.924
R3 3.305 3.171 2.856
R2 3.057 3.057 2.833
R1 2.923 2.923 2.811 2.866
PP 2.809 2.809 2.809 2.781
S1 2.675 2.675 2.765 2.618
S2 2.561 2.561 2.743
S3 2.313 2.427 2.720
S4 2.065 2.179 2.652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.990 2.696 0.294 10.5% 0.118 4.2% 31% False False 59,542
10 2.990 2.662 0.328 11.8% 0.112 4.0% 38% False False 54,605
20 2.990 2.632 0.358 12.8% 0.093 3.3% 44% False False 47,515
40 2.990 2.195 0.795 28.5% 0.082 2.9% 75% False False 42,161
60 2.990 2.191 0.799 28.7% 0.079 2.8% 75% False False 35,793
80 2.990 2.150 0.840 30.1% 0.076 2.7% 76% False False 30,623
100 2.990 2.009 0.981 35.2% 0.073 2.6% 79% False False 26,946
120 2.990 2.009 0.981 35.2% 0.071 2.5% 79% False False 23,493
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 3.118
2.618 3.000
1.618 2.928
1.000 2.884
0.618 2.856
HIGH 2.812
0.618 2.784
0.500 2.776
0.382 2.768
LOW 2.740
0.618 2.696
1.000 2.668
1.618 2.624
2.618 2.552
4.250 2.434
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 2.784 2.780
PP 2.780 2.772
S1 2.776 2.764

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

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