NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	2.825	2.880	0.055	1.9%	2.632
High	2.901	2.949	0.048	1.7%	2.949
Low	2.782	2.832	0.050	1.8%	2.632
Close	2.885	2.913	0.028	1.0%	2.913
Range	0.119	0.117	-0.002	-1.7%	0.317
ATR	0.092	0.094	0.002	1.9%	0.000
Volume	139,901	154,062	14,161	10.1%	669,205

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.249	3.198	2.977
R3	3.132	3.081	2.945
R2	3.015	3.015	2.934
R1	2.964	2.964	2.924	2.990
PP	2.898	2.898	2.898	2.911
S1	2.847	2.847	2.902	2.873
S2	2.781	2.781	2.892
S3	2.664	2.730	2.881
S4	2.547	2.613	2.849

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.782	3.665	3.087
R3	3.465	3.348	3.000
R2	3.148	3.148	2.971
R1	3.031	3.031	2.942	3.090
PP	2.831	2.831	2.831	2.861
S1	2.714	2.714	2.884	2.773
S2	2.514	2.514	2.855
S3	2.197	2.397	2.826
S4	1.880	2.080	2.739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.949	2.632	0.317	10.9%	0.104	3.6%	89%	True	False	133,841
10	2.949	2.600	0.349	12.0%	0.089	3.1%	90%	True	False	104,607
20	2.949	2.580	0.369	12.7%	0.089	3.0%	90%	True	False	91,538
40	3.022	2.580	0.442	15.2%	0.095	3.3%	75%	False	False	67,767
60	3.022	2.580	0.442	15.2%	0.090	3.1%	75%	False	False	58,361
80	3.022	2.277	0.745	25.6%	0.084	2.9%	85%	False	False	50,765
100	3.022	2.236	0.786	27.0%	0.081	2.8%	86%	False	False	45,718
120	3.022	2.105	0.917	31.5%	0.079	2.7%	88%	False	False	41,369

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.446
2.618	3.255
1.618	3.138
1.000	3.066
0.618	3.021
HIGH	2.949
0.618	2.904
0.500	2.891
0.382	2.877
LOW	2.832
0.618	2.760
1.000	2.715
1.618	2.643
2.618	2.526
4.250	2.335

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	2.906	2.897
PP	2.898	2.880
S1	2.891	2.864

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols