NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 2.798 2.910 0.112 4.0% 2.760
High 2.932 2.994 0.062 2.1% 2.870
Low 2.790 2.880 0.090 3.2% 2.716
Close 2.927 2.895 -0.032 -1.1% 2.753
Range 0.142 0.114 -0.028 -19.7% 0.154
ATR 0.081 0.084 0.002 2.9% 0.000
Volume 53,121 49,991 -3,130 -5.9% 169,261
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.265 3.194 2.958
R3 3.151 3.080 2.926
R2 3.037 3.037 2.916
R1 2.966 2.966 2.905 2.945
PP 2.923 2.923 2.923 2.912
S1 2.852 2.852 2.885 2.831
S2 2.809 2.809 2.874
S3 2.695 2.738 2.864
S4 2.581 2.624 2.832
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 2.994 2.716 0.278 9.6% 0.104 3.6% 64% True False 38,557
10 2.994 2.682 0.312 10.8% 0.092 3.2% 68% True False 35,661
20 2.994 2.560 0.434 15.0% 0.080 2.8% 77% True False 38,667
40 2.994 2.277 0.717 24.8% 0.072 2.5% 86% True False 32,988
60 2.994 2.236 0.758 26.2% 0.070 2.4% 87% True False 30,466
80 2.994 2.070 0.924 31.9% 0.070 2.4% 89% True False 27,795
100 2.994 2.049 0.945 32.6% 0.068 2.4% 90% True False 26,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.479
2.618 3.292
1.618 3.178
1.000 3.108
0.618 3.064
HIGH 2.994
0.618 2.950
0.500 2.937
0.382 2.924
LOW 2.880
0.618 2.810
1.000 2.766
1.618 2.696
2.618 2.582
4.250 2.396
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 2.937 2.882
PP 2.923 2.870
S1 2.909 2.857

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

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