NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	2.929	2.903	-0.026	-0.9%	2.799
High	2.962	2.915	-0.047	-1.6%	2.975
Low	2.906	2.868	-0.038	-1.3%	2.763
Close	2.919	2.893	-0.026	-0.9%	2.909
Range	0.056	0.047	-0.009	-16.1%	0.212
ATR	0.063	0.063	-0.001	-1.4%	0.000
Volume	16,464	17,301	837	5.1%	100,529

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.033	3.010	2.919
R3	2.986	2.963	2.906
R2	2.939	2.939	2.902
R1	2.916	2.916	2.897	2.904
PP	2.892	2.892	2.892	2.886
S1	2.869	2.869	2.889	2.857
S2	2.845	2.845	2.884
S3	2.798	2.822	2.880
S4	2.751	2.775	2.867

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.518	3.426	3.026
R3	3.306	3.214	2.967
R2	3.094	3.094	2.948
R1	3.002	3.002	2.928	3.048
PP	2.882	2.882	2.882	2.906
S1	2.790	2.790	2.890	2.836
S2	2.670	2.670	2.870
S3	2.458	2.578	2.851
S4	2.246	2.366	2.792

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.975	2.840	0.135	4.7%	0.067	2.3%	39%	False	False	19,933
10	2.975	2.712	0.263	9.1%	0.060	2.1%	69%	False	False	17,329
20	2.975	2.460	0.515	17.8%	0.062	2.2%	84%	False	False	13,138
40	2.975	2.460	0.515	17.8%	0.060	2.1%	84%	False	False	11,374
60	2.975	2.398	0.577	19.9%	0.059	2.0%	86%	False	False	9,478

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	0.014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.115
2.618	3.038
1.618	2.991
1.000	2.962
0.618	2.944
HIGH	2.915
0.618	2.897
0.500	2.892
0.382	2.886
LOW	2.868
0.618	2.839
1.000	2.821
1.618	2.792
2.618	2.745
4.250	2.668

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	2.893	2.915
PP	2.892	2.908
S1	2.892	2.900

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