NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 2.704 2.724 0.020 0.7% 2.915
High 2.762 2.742 -0.020 -0.7% 2.944
Low 2.666 2.682 0.016 0.6% 2.696
Close 2.707 2.707 0.000 0.0% 2.788
Range 0.096 0.060 -0.036 -37.5% 0.248
ATR 0.101 0.098 -0.003 -2.9% 0.000
Volume 85,729 80,376 -5,353 -6.2% 251,400
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 2.890 2.859 2.740
R3 2.830 2.799 2.724
R2 2.770 2.770 2.718
R1 2.739 2.739 2.713 2.725
PP 2.710 2.710 2.710 2.703
S1 2.679 2.679 2.702 2.665
S2 2.650 2.650 2.696
S3 2.590 2.619 2.691
S4 2.530 2.559 2.674
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 2.855 2.666 0.189 7.0% 0.094 3.5% 22% False False 84,805
10 2.990 2.666 0.324 12.0% 0.108 4.0% 13% False False 72,563
20 2.990 2.632 0.358 13.2% 0.101 3.7% 21% False False 55,874
40 2.990 2.195 0.795 29.4% 0.087 3.2% 64% False False 48,967
60 2.990 2.195 0.795 29.4% 0.080 3.0% 64% False False 40,673
80 2.990 2.150 0.840 31.0% 0.078 2.9% 66% False False 34,615
100 2.990 2.009 0.981 36.2% 0.075 2.8% 71% False False 30,252
120 2.990 2.009 0.981 36.2% 0.072 2.7% 71% False False 26,435
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 0.031
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2.997
2.618 2.899
1.618 2.839
1.000 2.802
0.618 2.779
HIGH 2.742
0.618 2.719
0.500 2.712
0.382 2.705
LOW 2.682
0.618 2.645
1.000 2.622
1.618 2.585
2.618 2.525
4.250 2.427
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 2.712 2.714
PP 2.710 2.712
S1 2.709 2.709

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

View Archives - Comment on this page... - Back to Index of Symbols