NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	3.200	3.175	-0.025	-0.8%	3.272
High	3.236	3.181	-0.055	-1.7%	3.301
Low	3.170	3.115	-0.055	-1.7%	3.153
Close	3.180	3.125	-0.055	-1.7%	3.215
Range	0.066	0.066	0.000	0.0%	0.148
ATR	0.075	0.074	-0.001	-0.9%	0.000
Volume	8,479	10,727	2,248	26.5%	61,284

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.338	3.298	3.161
R3	3.272	3.232	3.143
R2	3.206	3.206	3.137
R1	3.166	3.166	3.131	3.153
PP	3.140	3.140	3.140	3.134
S1	3.100	3.100	3.119	3.087
S2	3.074	3.074	3.113
S3	3.008	3.034	3.107
S4	2.942	2.968	3.089

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.667	3.589	3.296
R3	3.519	3.441	3.256
R2	3.371	3.371	3.242
R1	3.293	3.293	3.229	3.258
PP	3.223	3.223	3.223	3.206
S1	3.145	3.145	3.201	3.110
S2	3.075	3.075	3.188
S3	2.927	2.997	3.174
S4	2.779	2.849	3.134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.252	3.115	0.137	4.4%	0.066	2.1%	7%	False	True	9,659
10	3.301	3.115	0.186	6.0%	0.072	2.3%	5%	False	True	11,401
20	3.368	3.115	0.253	8.1%	0.081	2.6%	4%	False	True	12,991
40	3.368	2.867	0.501	16.0%	0.068	2.2%	51%	False	False	11,830
60	3.368	2.760	0.608	19.5%	0.061	2.0%	60%	False	False	9,939

Crabel Price Patterns
NR	False
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	0.021

Fibonacci Retracements and Extensions
4.250	3.462
2.618	3.354
1.618	3.288
1.000	3.247
0.618	3.222
HIGH	3.181
0.618	3.156
0.500	3.148
0.382	3.140
LOW	3.115
0.618	3.074
1.000	3.049
1.618	3.008
2.618	2.942
4.250	2.835

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	3.148	3.184
PP	3.140	3.164
S1	3.133	3.145

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