NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 2.665 2.648 -0.017 -0.6% 2.781
High 2.685 2.731 0.046 1.7% 2.792
Low 2.628 2.639 0.011 0.4% 2.580
Close 2.659 2.712 0.053 2.0% 2.626
Range 0.057 0.092 0.035 61.4% 0.212
ATR 0.087 0.087 0.000 0.4% 0.000
Volume 70,881 92,520 21,639 30.5% 481,328
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 2.970 2.933 2.763
R3 2.878 2.841 2.737
R2 2.786 2.786 2.729
R1 2.749 2.749 2.720 2.768
PP 2.694 2.694 2.694 2.703
S1 2.657 2.657 2.704 2.676
S2 2.602 2.602 2.695
S3 2.510 2.565 2.687
S4 2.418 2.473 2.661
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 2.731 2.580 0.151 5.6% 0.073 2.7% 87% True False 72,795
10 2.876 2.580 0.296 10.9% 0.078 2.9% 45% False False 84,514
20 2.947 2.580 0.367 13.5% 0.090 3.3% 36% False False 69,092
40 3.022 2.580 0.442 16.3% 0.095 3.5% 30% False False 54,845
60 3.022 2.358 0.664 24.5% 0.087 3.2% 53% False False 49,427
80 3.022 2.277 0.745 27.5% 0.081 3.0% 58% False False 43,683
100 3.022 2.236 0.786 29.0% 0.079 2.9% 61% False False 39,442
120 3.022 2.052 0.970 35.8% 0.077 2.8% 68% False False 36,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.122
2.618 2.972
1.618 2.880
1.000 2.823
0.618 2.788
HIGH 2.731
0.618 2.696
0.500 2.685
0.382 2.674
LOW 2.639
0.618 2.582
1.000 2.547
1.618 2.490
2.618 2.398
4.250 2.248
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 2.703 2.700
PP 2.694 2.688
S1 2.685 2.676

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

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