NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 2.981 2.906 -0.075 -2.5% 2.929
High 3.005 2.958 -0.047 -1.6% 2.962
Low 2.902 2.868 -0.034 -1.2% 2.838
Close 2.924 2.948 0.024 0.8% 2.889
Range 0.103 0.090 -0.013 -12.6% 0.124
ATR 0.065 0.067 0.002 2.7% 0.000
Volume 17,531 20,493 2,962 16.9% 72,687
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.195 3.161 2.998
R3 3.105 3.071 2.973
R2 3.015 3.015 2.965
R1 2.981 2.981 2.956 2.998
PP 2.925 2.925 2.925 2.933
S1 2.891 2.891 2.940 2.908
S2 2.835 2.835 2.932
S3 2.745 2.801 2.923
S4 2.655 2.711 2.899
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.268 3.203 2.957
R3 3.144 3.079 2.923
R2 3.020 3.020 2.912
R1 2.955 2.955 2.900 2.926
PP 2.896 2.896 2.896 2.882
S1 2.831 2.831 2.878 2.802
S2 2.772 2.772 2.866
S3 2.648 2.707 2.855
S4 2.524 2.583 2.821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.005 2.841 0.164 5.6% 0.078 2.7% 65% False False 17,545
10 3.005 2.838 0.167 5.7% 0.065 2.2% 66% False False 16,498
20 3.005 2.622 0.383 13.0% 0.064 2.2% 85% False False 16,120
40 3.005 2.460 0.545 18.5% 0.059 2.0% 90% False False 12,479
60 3.005 2.424 0.581 19.7% 0.060 2.0% 90% False False 10,858
80 3.005 2.225 0.780 26.5% 0.060 2.0% 93% False False 9,372
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.341
2.618 3.194
1.618 3.104
1.000 3.048
0.618 3.014
HIGH 2.958
0.618 2.924
0.500 2.913
0.382 2.902
LOW 2.868
0.618 2.812
1.000 2.778
1.618 2.722
2.618 2.632
4.250 2.486
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 2.936 2.944
PP 2.925 2.940
S1 2.913 2.937

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

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