NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 2.708 2.760 0.052 1.9% 2.749
High 2.761 2.848 0.087 3.2% 2.784
Low 2.691 2.760 0.069 2.6% 2.682
Close 2.742 2.843 0.101 3.7% 2.742
Range 0.070 0.088 0.018 25.7% 0.102
ATR 0.069 0.072 0.003 3.8% 0.000
Volume 24,093 38,496 14,403 59.8% 165,844
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.081 3.050 2.891
R3 2.993 2.962 2.867
R2 2.905 2.905 2.859
R1 2.874 2.874 2.851 2.890
PP 2.817 2.817 2.817 2.825
S1 2.786 2.786 2.835 2.802
S2 2.729 2.729 2.827
S3 2.641 2.698 2.819
S4 2.553 2.610 2.795
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.042 2.994 2.798
R3 2.940 2.892 2.770
R2 2.838 2.838 2.761
R1 2.790 2.790 2.751 2.763
PP 2.736 2.736 2.736 2.723
S1 2.688 2.688 2.733 2.661
S2 2.634 2.634 2.723
S3 2.532 2.586 2.714
S4 2.430 2.484 2.686
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.848 2.682 0.166 5.8% 0.065 2.3% 97% True False 32,597
10 2.848 2.609 0.239 8.4% 0.073 2.6% 98% True False 42,511
20 2.848 2.358 0.490 17.2% 0.070 2.4% 99% True False 37,317
40 2.848 2.277 0.571 20.1% 0.067 2.4% 99% True False 31,751
60 2.848 2.206 0.642 22.6% 0.068 2.4% 99% True False 28,728
80 2.848 2.049 0.799 28.1% 0.068 2.4% 99% True False 27,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.222
2.618 3.078
1.618 2.990
1.000 2.936
0.618 2.902
HIGH 2.848
0.618 2.814
0.500 2.804
0.382 2.794
LOW 2.760
0.618 2.706
1.000 2.672
1.618 2.618
2.618 2.530
4.250 2.386
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 2.830 2.817
PP 2.817 2.791
S1 2.804 2.765

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

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