NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 2.604 2.624 0.020 0.8% 2.781
High 2.673 2.670 -0.003 -0.1% 2.792
Low 2.600 2.621 0.021 0.8% 2.580
Close 2.629 2.657 0.028 1.1% 2.626
Range 0.073 0.049 -0.024 -32.9% 0.212
ATR 0.092 0.089 -0.003 -3.3% 0.000
Volume 58,710 62,118 3,408 5.8% 481,328
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 2.796 2.776 2.684
R3 2.747 2.727 2.670
R2 2.698 2.698 2.666
R1 2.678 2.678 2.661 2.688
PP 2.649 2.649 2.649 2.655
S1 2.629 2.629 2.653 2.639
S2 2.600 2.600 2.648
S3 2.551 2.580 2.644
S4 2.502 2.531 2.630
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.302 3.176 2.743
R3 3.090 2.964 2.684
R2 2.878 2.878 2.665
R1 2.752 2.752 2.645 2.709
PP 2.666 2.666 2.666 2.645
S1 2.540 2.540 2.607 2.497
S2 2.454 2.454 2.587
S3 2.242 2.328 2.568
S4 2.030 2.116 2.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.691 2.580 0.111 4.2% 0.075 2.8% 69% False False 80,832
10 2.921 2.580 0.341 12.8% 0.084 3.1% 23% False False 80,619
20 2.947 2.580 0.367 13.8% 0.091 3.4% 21% False False 64,794
40 3.022 2.580 0.442 16.6% 0.095 3.6% 17% False False 52,473
60 3.022 2.358 0.664 25.0% 0.087 3.3% 45% False False 47,421
80 3.022 2.277 0.745 28.0% 0.081 3.1% 51% False False 42,112
100 3.022 2.206 0.816 30.7% 0.079 3.0% 55% False False 38,226
120 3.022 2.049 0.973 36.6% 0.077 2.9% 62% False False 35,607
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 2.878
2.618 2.798
1.618 2.749
1.000 2.719
0.618 2.700
HIGH 2.670
0.618 2.651
0.500 2.646
0.382 2.640
LOW 2.621
0.618 2.591
1.000 2.572
1.618 2.542
2.618 2.493
4.250 2.413
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 2.653 2.647
PP 2.649 2.637
S1 2.646 2.627

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

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