NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 2.891 2.870 -0.021 -0.7% 2.779
High 2.947 2.917 -0.030 -1.0% 2.947
Low 2.875 2.815 -0.060 -2.1% 2.692
Close 2.917 2.818 -0.099 -3.4% 2.917
Range 0.072 0.102 0.030 41.7% 0.255
ATR 0.098 0.098 0.000 0.3% 0.000
Volume 49,159 52,955 3,796 7.7% 274,890
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.156 3.089 2.874
R3 3.054 2.987 2.846
R2 2.952 2.952 2.837
R1 2.885 2.885 2.827 2.868
PP 2.850 2.850 2.850 2.841
S1 2.783 2.783 2.809 2.766
S2 2.748 2.748 2.799
S3 2.646 2.681 2.790
S4 2.544 2.579 2.762
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.617 3.522 3.057
R3 3.362 3.267 2.987
R2 3.107 3.107 2.964
R1 3.012 3.012 2.940 3.060
PP 2.852 2.852 2.852 2.876
S1 2.757 2.757 2.894 2.805
S2 2.597 2.597 2.870
S3 2.342 2.502 2.847
S4 2.087 2.247 2.777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.947 2.692 0.255 9.0% 0.110 3.9% 49% False False 56,079
10 2.947 2.632 0.315 11.2% 0.099 3.5% 59% False False 47,974
20 2.981 2.632 0.349 12.4% 0.101 3.6% 53% False False 44,703
40 3.022 2.591 0.431 15.3% 0.093 3.3% 53% False False 42,477
60 3.022 2.277 0.745 26.4% 0.082 2.9% 73% False False 37,658
80 3.022 2.249 0.773 27.4% 0.079 2.8% 74% False False 34,630
100 3.022 2.144 0.878 31.2% 0.078 2.8% 77% False False 31,664
120 3.022 2.049 0.973 34.5% 0.075 2.6% 79% False False 29,946
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.351
2.618 3.184
1.618 3.082
1.000 3.019
0.618 2.980
HIGH 2.917
0.618 2.878
0.500 2.866
0.382 2.854
LOW 2.815
0.618 2.752
1.000 2.713
1.618 2.650
2.618 2.548
4.250 2.382
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 2.866 2.824
PP 2.850 2.822
S1 2.834 2.820

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

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