NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 3.333 3.288 -0.045 -1.4% 3.288
High 3.336 3.346 0.010 0.3% 3.375
Low 3.258 3.285 0.027 0.8% 3.258
Close 3.309 3.326 0.017 0.5% 3.309
Range 0.078 0.061 -0.017 -21.8% 0.117
ATR 0.062 0.062 0.000 -0.2% 0.000
Volume 13,804 12,792 -1,012 -7.3% 108,447
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.502 3.475 3.360
R3 3.441 3.414 3.343
R2 3.380 3.380 3.337
R1 3.353 3.353 3.332 3.367
PP 3.319 3.319 3.319 3.326
S1 3.292 3.292 3.320 3.306
S2 3.258 3.258 3.315
S3 3.197 3.231 3.309
S4 3.136 3.170 3.292
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.665 3.604 3.373
R3 3.548 3.487 3.341
R2 3.431 3.431 3.330
R1 3.370 3.370 3.320 3.401
PP 3.314 3.314 3.314 3.329
S1 3.253 3.253 3.298 3.284
S2 3.197 3.197 3.288
S3 3.080 3.136 3.277
S4 2.963 3.019 3.245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.375 3.258 0.117 3.5% 0.073 2.2% 58% False False 18,947
10 3.375 3.212 0.163 4.9% 0.065 2.0% 70% False False 20,207
20 3.375 3.081 0.294 8.8% 0.062 1.9% 83% False False 23,600
Crabel Price Patterns
NR True
NR4 True
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 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.605
2.618 3.506
1.618 3.445
1.000 3.407
0.618 3.384
HIGH 3.346
0.618 3.323
0.500 3.316
0.382 3.308
LOW 3.285
0.618 3.247
1.000 3.224
1.618 3.186
2.618 3.125
4.250 3.026
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 3.323 3.318
PP 3.319 3.310
S1 3.316 3.302

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

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