NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 2.663 2.698 0.035 1.3% 2.792
High 2.707 2.801 0.094 3.5% 2.809
Low 2.632 2.672 0.040 1.5% 2.632
Close 2.698 2.782 0.084 3.1% 2.782
Range 0.075 0.129 0.054 72.0% 0.177
ATR 0.091 0.093 0.003 3.0% 0.000
Volume 40,852 38,050 -2,802 -6.9% 176,216
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.139 3.089 2.853
R3 3.010 2.960 2.817
R2 2.881 2.881 2.806
R1 2.831 2.831 2.794 2.856
PP 2.752 2.752 2.752 2.764
S1 2.702 2.702 2.770 2.727
S2 2.623 2.623 2.758
S3 2.494 2.573 2.747
S4 2.365 2.444 2.711
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.272 3.204 2.879
R3 3.095 3.027 2.831
R2 2.918 2.918 2.814
R1 2.850 2.850 2.798 2.796
PP 2.741 2.741 2.741 2.714
S1 2.673 2.673 2.766 2.619
S2 2.564 2.564 2.750
S3 2.387 2.496 2.733
S4 2.210 2.319 2.685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.809 2.632 0.177 6.4% 0.088 3.2% 85% False False 35,243
10 2.890 2.632 0.258 9.3% 0.093 3.3% 58% False False 40,328
20 3.022 2.632 0.390 14.0% 0.100 3.6% 38% False False 40,834
40 3.022 2.392 0.630 22.6% 0.087 3.1% 62% False False 39,886
60 3.022 2.277 0.745 26.8% 0.079 2.8% 68% False False 35,260
80 3.022 2.236 0.786 28.3% 0.077 2.8% 69% False False 32,232
100 3.022 2.052 0.970 34.9% 0.075 2.7% 75% False False 29,840
120 3.022 2.049 0.973 35.0% 0.072 2.6% 75% False False 28,248
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 0.029
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.349
2.618 3.139
1.618 3.010
1.000 2.930
0.618 2.881
HIGH 2.801
0.618 2.752
0.500 2.737
0.382 2.721
LOW 2.672
0.618 2.592
1.000 2.543
1.618 2.463
2.618 2.334
4.250 2.124
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 2.767 2.760
PP 2.752 2.738
S1 2.737 2.717

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

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