NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 2.700 2.661 -0.039 -1.4% 2.760
High 2.740 2.720 -0.020 -0.7% 2.767
Low 2.648 2.645 -0.003 -0.1% 2.591
Close 2.677 2.660 -0.017 -0.6% 2.743
Range 0.092 0.075 -0.017 -18.5% 0.176
ATR 0.096 0.095 -0.002 -1.6% 0.000
Volume 123,510 125,801 2,291 1.9% 408,582
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 2.900 2.855 2.701
R3 2.825 2.780 2.681
R2 2.750 2.750 2.674
R1 2.705 2.705 2.667 2.690
PP 2.675 2.675 2.675 2.668
S1 2.630 2.630 2.653 2.615
S2 2.600 2.600 2.646
S3 2.525 2.555 2.639
S4 2.450 2.480 2.619
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.228 3.162 2.840
R3 3.052 2.986 2.791
R2 2.876 2.876 2.775
R1 2.810 2.810 2.759 2.755
PP 2.700 2.700 2.700 2.673
S1 2.634 2.634 2.727 2.579
S2 2.524 2.524 2.711
S3 2.348 2.458 2.695
S4 2.172 2.282 2.646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.785 2.591 0.194 7.3% 0.095 3.6% 36% False False 111,717
10 2.785 2.591 0.194 7.3% 0.089 3.3% 36% False False 91,485
20 2.990 2.591 0.399 15.0% 0.102 3.8% 17% False False 81,017
40 2.990 2.432 0.558 21.0% 0.091 3.4% 41% False False 63,383
60 2.990 2.195 0.795 29.9% 0.082 3.1% 58% False False 50,901
80 2.990 2.183 0.807 30.3% 0.080 3.0% 59% False False 43,494
100 2.990 2.009 0.981 36.9% 0.078 2.9% 66% False False 37,472
120 2.990 2.009 0.981 36.9% 0.074 2.8% 66% False False 32,902
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.039
2.618 2.916
1.618 2.841
1.000 2.795
0.618 2.766
HIGH 2.720
0.618 2.691
0.500 2.683
0.382 2.674
LOW 2.645
0.618 2.599
1.000 2.570
1.618 2.524
2.618 2.449
4.250 2.326
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 2.683 2.715
PP 2.675 2.697
S1 2.668 2.678

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

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