NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 2.784 2.799 0.015 0.5% 2.655
High 2.804 2.814 0.010 0.4% 2.804
Low 2.762 2.763 0.001 0.0% 2.651
Close 2.770 2.809 0.039 1.4% 2.770
Range 0.042 0.051 0.009 21.4% 0.153
ATR 0.059 0.058 -0.001 -0.9% 0.000
Volume 8,895 13,913 5,018 56.4% 52,974
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 2.948 2.930 2.837
R3 2.897 2.879 2.823
R2 2.846 2.846 2.818
R1 2.828 2.828 2.814 2.837
PP 2.795 2.795 2.795 2.800
S1 2.777 2.777 2.804 2.786
S2 2.744 2.744 2.800
S3 2.693 2.726 2.795
S4 2.642 2.675 2.781
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.201 3.138 2.854
R3 3.048 2.985 2.812
R2 2.895 2.895 2.798
R1 2.832 2.832 2.784 2.864
PP 2.742 2.742 2.742 2.757
S1 2.679 2.679 2.756 2.711
S2 2.589 2.589 2.742
S3 2.436 2.526 2.728
S4 2.283 2.373 2.686
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.814 2.651 0.163 5.8% 0.055 2.0% 97% True False 13,377
10 2.814 2.572 0.242 8.6% 0.056 2.0% 98% True False 10,976
20 2.814 2.460 0.354 12.6% 0.055 1.9% 99% True False 10,190
40 2.814 2.448 0.366 13.0% 0.056 2.0% 99% True False 9,305
60 2.814 2.361 0.453 16.1% 0.058 2.1% 99% True False 7,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.031
2.618 2.948
1.618 2.897
1.000 2.865
0.618 2.846
HIGH 2.814
0.618 2.795
0.500 2.789
0.382 2.782
LOW 2.763
0.618 2.731
1.000 2.712
1.618 2.680
2.618 2.629
4.250 2.546
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 2.802 2.798
PP 2.795 2.788
S1 2.789 2.777

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

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