NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 2.696 2.707 0.011 0.4% 2.792
High 2.763 2.926 0.163 5.9% 2.809
Low 2.692 2.701 0.009 0.3% 2.632
Close 2.709 2.909 0.200 7.4% 2.782
Range 0.071 0.225 0.154 216.9% 0.177
ATR 0.090 0.100 0.010 10.7% 0.000
Volume 45,705 93,725 48,020 105.1% 176,216
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.520 3.440 3.033
R3 3.295 3.215 2.971
R2 3.070 3.070 2.950
R1 2.990 2.990 2.930 3.030
PP 2.845 2.845 2.845 2.866
S1 2.765 2.765 2.888 2.805
S2 2.620 2.620 2.868
S3 2.395 2.540 2.847
S4 2.170 2.315 2.785
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 2.926 2.672 0.254 8.7% 0.117 4.0% 93% True False 52,756
10 2.926 2.632 0.294 10.1% 0.100 3.4% 94% True False 43,726
20 3.022 2.632 0.390 13.4% 0.102 3.5% 71% False False 44,148
40 3.022 2.560 0.462 15.9% 0.091 3.1% 76% False False 41,408
60 3.022 2.277 0.745 25.6% 0.082 2.8% 85% False False 36,708
80 3.022 2.236 0.786 27.0% 0.078 2.7% 86% False False 33,886
100 3.022 2.070 0.952 32.7% 0.077 2.6% 88% False False 31,066
120 3.022 2.049 0.973 33.4% 0.074 2.5% 88% False False 29,403
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 0.022
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 3.882
2.618 3.515
1.618 3.290
1.000 3.151
0.618 3.065
HIGH 2.926
0.618 2.840
0.500 2.814
0.382 2.787
LOW 2.701
0.618 2.562
1.000 2.476
1.618 2.337
2.618 2.112
4.250 1.745
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 2.877 2.876
PP 2.845 2.842
S1 2.814 2.809

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

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