NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 2.954 3.031 0.077 2.6% 2.922
High 3.063 3.118 0.055 1.8% 3.005
Low 2.948 3.013 0.065 2.2% 2.868
Close 3.058 3.036 -0.022 -0.7% 2.910
Range 0.115 0.105 -0.010 -8.7% 0.137
ATR 0.072 0.074 0.002 3.3% 0.000
Volume 26,163 26,429 266 1.0% 92,384
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.371 3.308 3.094
R3 3.266 3.203 3.065
R2 3.161 3.161 3.055
R1 3.098 3.098 3.046 3.130
PP 3.056 3.056 3.056 3.071
S1 2.993 2.993 3.026 3.025
S2 2.951 2.951 3.017
S3 2.846 2.888 3.007
S4 2.741 2.783 2.978
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.339 3.261 2.985
R3 3.202 3.124 2.948
R2 3.065 3.065 2.935
R1 2.987 2.987 2.923 2.958
PP 2.928 2.928 2.928 2.913
S1 2.850 2.850 2.897 2.821
S2 2.791 2.791 2.885
S3 2.654 2.713 2.872
S4 2.517 2.576 2.835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.118 2.868 0.250 8.2% 0.091 3.0% 67% True False 20,758
10 3.118 2.838 0.280 9.2% 0.081 2.7% 71% True False 18,575
20 3.118 2.740 0.378 12.5% 0.070 2.3% 78% True False 17,890
40 3.118 2.460 0.658 21.7% 0.063 2.1% 88% True False 13,673
60 3.118 2.424 0.694 22.9% 0.061 2.0% 88% True False 11,810
80 3.118 2.248 0.870 28.7% 0.062 2.0% 91% True False 10,082
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.564
2.618 3.393
1.618 3.288
1.000 3.223
0.618 3.183
HIGH 3.118
0.618 3.078
0.500 3.066
0.382 3.053
LOW 3.013
0.618 2.948
1.000 2.908
1.618 2.843
2.618 2.738
4.250 2.567
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 3.066 3.024
PP 3.056 3.012
S1 3.046 3.001

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

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