NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 3.074 2.995 -0.079 -2.6% 2.956
High 3.091 3.021 -0.070 -2.3% 3.098
Low 2.981 2.933 -0.048 -1.6% 2.890
Close 2.990 2.955 -0.035 -1.2% 2.955
Range 0.110 0.088 -0.022 -20.0% 0.208
ATR 0.096 0.095 -0.001 -0.6% 0.000
Volume 132,427 93,791 -38,636 -29.2% 634,311
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.234 3.182 3.003
R3 3.146 3.094 2.979
R2 3.058 3.058 2.971
R1 3.006 3.006 2.963 2.988
PP 2.970 2.970 2.970 2.961
S1 2.918 2.918 2.947 2.900
S2 2.882 2.882 2.939
S3 2.794 2.830 2.931
S4 2.706 2.742 2.907
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.605 3.488 3.069
R3 3.397 3.280 3.012
R2 3.189 3.189 2.993
R1 3.072 3.072 2.974 3.027
PP 2.981 2.981 2.981 2.958
S1 2.864 2.864 2.936 2.819
S2 2.773 2.773 2.917
S3 2.565 2.656 2.898
S4 2.357 2.448 2.841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.098 2.890 0.208 7.0% 0.094 3.2% 31% False False 126,862
10 3.098 2.820 0.278 9.4% 0.096 3.3% 49% False False 141,617
20 3.098 2.665 0.433 14.7% 0.094 3.2% 67% False False 141,913
40 3.098 2.580 0.518 17.5% 0.090 3.0% 72% False False 114,103
60 3.098 2.580 0.518 17.5% 0.094 3.2% 72% False False 90,785
80 3.098 2.560 0.538 18.2% 0.090 3.1% 73% False False 77,755
100 3.098 2.277 0.821 27.8% 0.085 2.9% 83% False False 67,666
120 3.098 2.236 0.862 29.2% 0.082 2.8% 83% False False 60,625
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.395
2.618 3.251
1.618 3.163
1.000 3.109
0.618 3.075
HIGH 3.021
0.618 2.987
0.500 2.977
0.382 2.967
LOW 2.933
0.618 2.879
1.000 2.845
1.618 2.791
2.618 2.703
4.250 2.559
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 2.977 3.016
PP 2.970 2.995
S1 2.962 2.975

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

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