NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	3.445	3.410	-0.035	-1.0%	3.288
High	3.496	3.472	-0.024	-0.7%	3.496
Low	3.415	3.327	-0.088	-2.6%	3.285
Close	3.492	3.341	-0.151	-4.3%	3.492
Range	0.081	0.145	0.064	79.0%	0.211
ATR	0.068	0.075	0.007	10.1%	0.000
Volume	20,950	26,212	5,262	25.1%	117,812

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.815	3.723	3.421
R3	3.670	3.578	3.381
R2	3.525	3.525	3.368
R1	3.433	3.433	3.354	3.407
PP	3.380	3.380	3.380	3.367
S1	3.288	3.288	3.328	3.262
S2	3.235	3.235	3.314
S3	3.090	3.143	3.301
S4	2.945	2.998	3.261

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.057	3.986	3.608
R3	3.846	3.775	3.550
R2	3.635	3.635	3.531
R1	3.564	3.564	3.511	3.600
PP	3.424	3.424	3.424	3.442
S1	3.353	3.353	3.473	3.389
S2	3.213	3.213	3.453
S3	3.002	3.142	3.434
S4	2.791	2.931	3.376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.496	3.327	0.169	5.1%	0.096	2.9%	8%	False	True	26,246
10	3.496	3.258	0.238	7.1%	0.085	2.5%	35%	False	False	22,596
20	3.496	3.152	0.344	10.3%	0.074	2.2%	55%	False	False	24,977
40	3.496	2.895	0.601	18.0%	0.062	1.9%	74%	False	False	19,864

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 44 trading days

Fibonacci Retracements and Extensions
4.250	4.088
2.618	3.852
1.618	3.707
1.000	3.617
0.618	3.562
HIGH	3.472
0.618	3.417
0.500	3.400
0.382	3.382
LOW	3.327
0.618	3.237
1.000	3.182
1.618	3.092
2.618	2.947
4.250	2.711

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	3.400	3.412
PP	3.380	3.388
S1	3.361	3.365

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