NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 2.734 2.798 0.064 2.3% 2.760
High 2.810 2.932 0.122 4.3% 2.870
Low 2.720 2.790 0.070 2.6% 2.716
Close 2.788 2.927 0.139 5.0% 2.753
Range 0.090 0.142 0.052 57.8% 0.154
ATR 0.076 0.081 0.005 6.3% 0.000
Volume 27,401 53,121 25,720 93.9% 169,261
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.309 3.260 3.005
R3 3.167 3.118 2.966
R2 3.025 3.025 2.953
R1 2.976 2.976 2.940 3.001
PP 2.883 2.883 2.883 2.895
S1 2.834 2.834 2.914 2.859
S2 2.741 2.741 2.901
S3 2.599 2.692 2.888
S4 2.457 2.550 2.849
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.242 3.151 2.838
R3 3.088 2.997 2.795
R2 2.934 2.934 2.781
R1 2.843 2.843 2.767 2.812
PP 2.780 2.780 2.780 2.764
S1 2.689 2.689 2.739 2.658
S2 2.626 2.626 2.725
S3 2.472 2.535 2.711
S4 2.318 2.381 2.668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.932 2.716 0.216 7.4% 0.103 3.5% 98% True False 35,759
10 2.932 2.682 0.250 8.5% 0.085 2.9% 98% True False 33,538
20 2.932 2.524 0.408 13.9% 0.077 2.6% 99% True False 38,391
40 2.932 2.277 0.655 22.4% 0.070 2.4% 99% True False 32,291
60 2.932 2.236 0.696 23.8% 0.070 2.4% 99% True False 29,925
80 2.932 2.052 0.880 30.1% 0.070 2.4% 99% True False 27,464
100 2.932 2.049 0.883 30.2% 0.068 2.3% 99% True False 26,169
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 0.016
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.536
2.618 3.304
1.618 3.162
1.000 3.074
0.618 3.020
HIGH 2.932
0.618 2.878
0.500 2.861
0.382 2.844
LOW 2.790
0.618 2.702
1.000 2.648
1.618 2.560
2.618 2.418
4.250 2.187
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 2.905 2.893
PP 2.883 2.860
S1 2.861 2.826

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

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