NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 2.823 2.829 0.006 0.2% 2.734
High 2.846 2.871 0.025 0.9% 3.022
Low 2.746 2.753 0.007 0.3% 2.720
Close 2.818 2.802 -0.016 -0.6% 3.013
Range 0.100 0.118 0.018 18.0% 0.302
ATR 0.095 0.097 0.002 1.7% 0.000
Volume 37,176 39,984 2,808 7.6% 221,541
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.163 3.100 2.867
R3 3.045 2.982 2.834
R2 2.927 2.927 2.824
R1 2.864 2.864 2.813 2.837
PP 2.809 2.809 2.809 2.795
S1 2.746 2.746 2.791 2.719
S2 2.691 2.691 2.780
S3 2.573 2.628 2.770
S4 2.455 2.510 2.737
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.824 3.721 3.179
R3 3.522 3.419 3.096
R2 3.220 3.220 3.068
R1 3.117 3.117 3.041 3.169
PP 2.918 2.918 2.918 2.944
S1 2.815 2.815 2.985 2.867
S2 2.616 2.616 2.958
S3 2.314 2.513 2.930
S4 2.012 2.211 2.847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.022 2.746 0.276 9.9% 0.119 4.2% 20% False False 44,279
10 3.022 2.716 0.306 10.9% 0.111 4.0% 28% False False 41,418
20 3.022 2.650 0.372 13.3% 0.094 3.4% 41% False False 40,997
40 3.022 2.277 0.745 26.6% 0.079 2.8% 70% False False 35,744
60 3.022 2.254 0.768 27.4% 0.075 2.7% 71% False False 32,564
80 3.022 2.201 0.821 29.3% 0.074 2.6% 73% False False 29,406
100 3.022 2.049 0.973 34.7% 0.071 2.5% 77% False False 27,839
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.373
2.618 3.180
1.618 3.062
1.000 2.989
0.618 2.944
HIGH 2.871
0.618 2.826
0.500 2.812
0.382 2.798
LOW 2.753
0.618 2.680
1.000 2.635
1.618 2.562
2.618 2.444
4.250 2.252
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 2.812 2.864
PP 2.809 2.843
S1 2.805 2.823

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

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