NYMEX Natural Gas Future October 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 2.781 2.882 0.101 3.6% 2.779
High 2.905 2.921 0.016 0.6% 2.947
Low 2.774 2.850 0.076 2.7% 2.692
Close 2.881 2.877 -0.004 -0.1% 2.917
Range 0.131 0.071 -0.060 -45.8% 0.255
ATR 0.098 0.096 -0.002 -2.0% 0.000
Volume 61,505 62,953 1,448 2.4% 274,890
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.096 3.057 2.916
R3 3.025 2.986 2.897
R2 2.954 2.954 2.890
R1 2.915 2.915 2.884 2.899
PP 2.883 2.883 2.883 2.875
S1 2.844 2.844 2.870 2.828
S2 2.812 2.812 2.864
S3 2.741 2.773 2.857
S4 2.670 2.702 2.838
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.617 3.522 3.057
R3 3.362 3.267 2.987
R2 3.107 3.107 2.964
R1 3.012 3.012 2.940 3.060
PP 2.852 2.852 2.852 2.876
S1 2.757 2.757 2.894 2.805
S2 2.597 2.597 2.870
S3 2.342 2.502 2.847
S4 2.087 2.247 2.777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.947 2.774 0.173 6.0% 0.088 3.1% 60% False False 54,586
10 2.947 2.672 0.275 9.6% 0.103 3.6% 75% False False 53,671
20 2.947 2.632 0.315 10.9% 0.095 3.3% 78% False False 46,725
40 3.022 2.632 0.390 13.6% 0.094 3.3% 63% False False 43,861
60 3.022 2.277 0.745 25.9% 0.084 2.9% 81% False False 39,404
80 3.022 2.254 0.768 26.7% 0.080 2.8% 81% False False 36,104
100 3.022 2.201 0.821 28.5% 0.078 2.7% 82% False False 32,870
120 3.022 2.049 0.973 33.8% 0.075 2.6% 85% False False 30,987
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.223
2.618 3.107
1.618 3.036
1.000 2.992
0.618 2.965
HIGH 2.921
0.618 2.894
0.500 2.886
0.382 2.877
LOW 2.850
0.618 2.806
1.000 2.779
1.618 2.735
2.618 2.664
4.250 2.548
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 2.886 2.867
PP 2.883 2.857
S1 2.880 2.848

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

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