NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 2.857 2.840 -0.017 -0.6% 2.745
High 2.911 2.876 -0.035 -1.2% 2.911
Low 2.837 2.768 -0.069 -2.4% 2.645
Close 2.876 2.771 -0.105 -3.7% 2.876
Range 0.074 0.108 0.034 45.9% 0.266
ATR 0.103 0.104 0.000 0.3% 0.000
Volume 116,827 128,411 11,584 9.9% 723,990
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.129 3.058 2.830
R3 3.021 2.950 2.801
R2 2.913 2.913 2.791
R1 2.842 2.842 2.781 2.824
PP 2.805 2.805 2.805 2.796
S1 2.734 2.734 2.761 2.716
S2 2.697 2.697 2.751
S3 2.589 2.626 2.741
S4 2.481 2.518 2.712
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 9.6% 0.118 4.3% 47% False False 148,777
10 2.911 2.591 0.320 11.5% 0.106 3.8% 56% False False 120,639
20 2.944 2.591 0.353 12.7% 0.107 3.8% 51% False False 97,360
40 2.990 2.518 0.472 17.0% 0.097 3.5% 54% False False 73,102
60 2.990 2.195 0.795 28.7% 0.086 3.1% 72% False False 58,106
80 2.990 2.191 0.799 28.8% 0.082 3.0% 73% False False 49,056
100 2.990 2.102 0.888 32.0% 0.080 2.9% 75% False False 41,935
120 2.990 2.009 0.981 35.4% 0.077 2.8% 78% False False 36,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.335
2.618 3.159
1.618 3.051
1.000 2.984
0.618 2.943
HIGH 2.876
0.618 2.835
0.500 2.822
0.382 2.809
LOW 2.768
0.618 2.701
1.000 2.660
1.618 2.593
2.618 2.485
4.250 2.309
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 2.822 2.781
PP 2.805 2.778
S1 2.788 2.774

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

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