NYMEX Natural Gas Future September 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 2.829 2.749 -0.080 -2.8% 2.840
High 2.832 2.761 -0.071 -2.5% 2.885
Low 2.756 2.705 -0.051 -1.9% 2.722
Close 2.772 2.748 -0.024 -0.9% 2.772
Range 0.076 0.056 -0.020 -26.3% 0.163
ATR 0.100 0.098 -0.002 -2.4% 0.000
Volume 145,174 175,884 30,710 21.2% 685,366
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 2.906 2.883 2.779
R3 2.850 2.827 2.763
R2 2.794 2.794 2.758
R1 2.771 2.771 2.753 2.755
PP 2.738 2.738 2.738 2.730
S1 2.715 2.715 2.743 2.699
S2 2.682 2.682 2.738
S3 2.626 2.659 2.733
S4 2.570 2.603 2.717
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.282 3.190 2.862
R3 3.119 3.027 2.817
R2 2.956 2.956 2.802
R1 2.864 2.864 2.787 2.829
PP 2.793 2.793 2.793 2.775
S1 2.701 2.701 2.757 2.666
S2 2.630 2.630 2.742
S3 2.467 2.538 2.727
S4 2.304 2.375 2.682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.885 2.705 0.180 6.6% 0.084 3.1% 24% False True 146,567
10 2.911 2.645 0.266 9.7% 0.101 3.7% 39% False False 147,672
20 2.911 2.591 0.320 11.6% 0.095 3.4% 49% False False 117,039
40 2.990 2.591 0.399 14.5% 0.097 3.5% 39% False False 82,882
60 2.990 2.195 0.795 28.9% 0.088 3.2% 70% False False 68,168
80 2.990 2.191 0.799 29.1% 0.084 3.1% 70% False False 56,988
100 2.990 2.150 0.840 30.6% 0.081 3.0% 71% False False 48,710
120 2.990 2.009 0.981 35.7% 0.078 2.8% 75% False False 42,621
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 0.022
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 2.999
2.618 2.908
1.618 2.852
1.000 2.817
0.618 2.796
HIGH 2.761
0.618 2.740
0.500 2.733
0.382 2.726
LOW 2.705
0.618 2.670
1.000 2.649
1.618 2.614
2.618 2.558
4.250 2.467
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 2.743 2.795
PP 2.738 2.779
S1 2.733 2.764

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

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