NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 2.956 2.936 -0.020 -0.7% 2.820
High 2.958 3.072 0.114 3.9% 2.978
Low 2.890 2.935 0.045 1.6% 2.820
Close 2.934 3.047 0.113 3.9% 2.948
Range 0.068 0.137 0.069 101.5% 0.158
ATR 0.094 0.097 0.003 3.4% 0.000
Volume 106,540 172,079 65,539 61.5% 781,868
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.429 3.375 3.122
R3 3.292 3.238 3.085
R2 3.155 3.155 3.072
R1 3.101 3.101 3.060 3.128
PP 3.018 3.018 3.018 3.032
S1 2.964 2.964 3.034 2.991
S2 2.881 2.881 3.022
S3 2.744 2.827 3.009
S4 2.607 2.690 2.972
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.389 3.327 3.035
R3 3.231 3.169 2.991
R2 3.073 3.073 2.977
R1 3.011 3.011 2.962 3.042
PP 2.915 2.915 2.915 2.931
S1 2.853 2.853 2.934 2.884
S2 2.757 2.757 2.919
S3 2.599 2.695 2.905
S4 2.441 2.537 2.861
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.072 2.834 0.238 7.8% 0.108 3.5% 89% True False 146,139
10 3.072 2.665 0.407 13.4% 0.098 3.2% 94% True False 156,199
20 3.072 2.665 0.407 13.4% 0.096 3.2% 94% True False 144,090
40 3.072 2.580 0.492 16.1% 0.093 3.0% 95% True False 109,668
60 3.072 2.580 0.492 16.1% 0.095 3.1% 95% True False 87,032
80 3.072 2.392 0.680 22.3% 0.090 3.0% 96% True False 74,734
100 3.072 2.277 0.795 26.1% 0.084 2.8% 97% True False 65,099
120 3.072 2.236 0.836 27.4% 0.082 2.7% 97% True False 58,147
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 0.021
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.654
2.618 3.431
1.618 3.294
1.000 3.209
0.618 3.157
HIGH 3.072
0.618 3.020
0.500 3.004
0.382 2.987
LOW 2.935
0.618 2.850
1.000 2.798
1.618 2.713
2.618 2.576
4.250 2.353
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 3.033 3.021
PP 3.018 2.995
S1 3.004 2.969

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

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