NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 2.673 2.857 0.184 6.9% 2.745
High 2.893 2.911 0.018 0.6% 2.911
Low 2.651 2.837 0.186 7.0% 2.645
Close 2.873 2.876 0.003 0.1% 2.876
Range 0.242 0.074 -0.168 -69.4% 0.266
ATR 0.105 0.103 -0.002 -2.1% 0.000
Volume 249,336 116,827 -132,509 -53.1% 723,990
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.097 3.060 2.917
R3 3.023 2.986 2.896
R2 2.949 2.949 2.890
R1 2.912 2.912 2.883 2.931
PP 2.875 2.875 2.875 2.884
S1 2.838 2.838 2.869 2.857
S2 2.801 2.801 2.862
S3 2.727 2.764 2.856
S4 2.653 2.690 2.835
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.609 3.508 3.022
R3 3.343 3.242 2.949
R2 3.077 3.077 2.925
R1 2.976 2.976 2.900 3.027
PP 2.811 2.811 2.811 2.836
S1 2.710 2.710 2.852 2.761
S2 2.545 2.545 2.827
S3 2.279 2.444 2.803
S4 2.013 2.178 2.730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.911 2.645 0.266 9.2% 0.116 4.0% 87% True False 144,798
10 2.911 2.591 0.320 11.1% 0.104 3.6% 89% True False 113,257
20 2.990 2.591 0.399 13.9% 0.107 3.7% 71% False False 93,255
40 2.990 2.505 0.485 16.9% 0.096 3.3% 76% False False 70,550
60 2.990 2.195 0.795 27.6% 0.085 3.0% 86% False False 56,294
80 2.990 2.183 0.807 28.1% 0.082 2.9% 86% False False 47,735
100 2.990 2.063 0.927 32.2% 0.080 2.8% 88% False False 40,798
120 2.990 2.009 0.981 34.1% 0.076 2.6% 88% False False 35,835
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.226
2.618 3.105
1.618 3.031
1.000 2.985
0.618 2.957
HIGH 2.911
0.618 2.883
0.500 2.874
0.382 2.865
LOW 2.837
0.618 2.791
1.000 2.763
1.618 2.717
2.618 2.643
4.250 2.523
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 2.875 2.843
PP 2.875 2.811
S1 2.874 2.778

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

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