NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 2.765 2.750 -0.015 -0.5% 2.845
High 2.782 2.798 0.016 0.6% 2.890
Low 2.726 2.695 -0.031 -1.1% 2.695
Close 2.749 2.773 0.024 0.9% 2.773
Range 0.056 0.103 0.047 83.9% 0.195
ATR 0.094 0.095 0.001 0.7% 0.000
Volume 40,064 35,314 -4,750 -11.9% 227,070
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.064 3.022 2.830
R3 2.961 2.919 2.801
R2 2.858 2.858 2.792
R1 2.816 2.816 2.782 2.837
PP 2.755 2.755 2.755 2.766
S1 2.713 2.713 2.764 2.734
S2 2.652 2.652 2.754
S3 2.549 2.610 2.745
S4 2.446 2.507 2.716
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.371 3.267 2.880
R3 3.176 3.072 2.827
R2 2.981 2.981 2.809
R1 2.877 2.877 2.791 2.832
PP 2.786 2.786 2.786 2.763
S1 2.682 2.682 2.755 2.637
S2 2.591 2.591 2.737
S3 2.396 2.487 2.719
S4 2.201 2.292 2.666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.890 2.695 0.195 7.0% 0.097 3.5% 40% False True 45,414
10 3.022 2.695 0.327 11.8% 0.106 3.8% 24% False True 42,883
20 3.022 2.691 0.331 11.9% 0.100 3.6% 25% False False 40,244
40 3.022 2.277 0.745 26.9% 0.085 3.1% 67% False False 38,527
60 3.022 2.277 0.745 26.9% 0.078 2.8% 67% False False 34,548
80 3.022 2.202 0.820 29.6% 0.076 2.7% 70% False False 31,347
100 3.022 2.049 0.973 35.1% 0.074 2.7% 74% False False 29,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.236
2.618 3.068
1.618 2.965
1.000 2.901
0.618 2.862
HIGH 2.798
0.618 2.759
0.500 2.747
0.382 2.734
LOW 2.695
0.618 2.631
1.000 2.592
1.618 2.528
2.618 2.425
4.250 2.257
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 2.764 2.766
PP 2.755 2.758
S1 2.747 2.751

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

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