NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 3.078 3.074 -0.004 -0.1% 2.820
High 3.098 3.091 -0.007 -0.2% 2.978
Low 3.029 2.981 -0.048 -1.6% 2.820
Close 3.057 2.990 -0.067 -2.2% 2.948
Range 0.069 0.110 0.041 59.4% 0.158
ATR 0.095 0.096 0.001 1.1% 0.000
Volume 129,474 132,427 2,953 2.3% 781,868
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.351 3.280 3.051
R3 3.241 3.170 3.020
R2 3.131 3.131 3.010
R1 3.060 3.060 3.000 3.041
PP 3.021 3.021 3.021 3.011
S1 2.950 2.950 2.980 2.931
S2 2.911 2.911 2.970
S3 2.801 2.840 2.960
S4 2.691 2.730 2.930
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 3.098 2.866 0.232 7.8% 0.096 3.2% 53% False False 132,903
10 3.098 2.783 0.315 10.5% 0.094 3.1% 66% False False 147,205
20 3.098 2.665 0.433 14.5% 0.095 3.2% 75% False False 144,219
40 3.098 2.580 0.518 17.3% 0.093 3.1% 79% False False 114,101
60 3.098 2.580 0.518 17.3% 0.095 3.2% 79% False False 90,055
80 3.098 2.524 0.574 19.2% 0.090 3.0% 81% False False 77,139
100 3.098 2.277 0.821 27.5% 0.085 2.8% 87% False False 66,949
120 3.098 2.236 0.862 28.8% 0.082 2.7% 87% False False 59,990
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 3.559
2.618 3.379
1.618 3.269
1.000 3.201
0.618 3.159
HIGH 3.091
0.618 3.049
0.500 3.036
0.382 3.023
LOW 2.981
0.618 2.913
1.000 2.871
1.618 2.803
2.618 2.693
4.250 2.514
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 3.036 3.017
PP 3.021 3.008
S1 3.005 2.999

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

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