NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	3.035	3.092	0.057	1.9%	2.883
High	3.100	3.148	0.048	1.5%	3.148
Low	3.021	3.053	0.032	1.1%	2.883
Close	3.085	3.142	0.057	1.8%	3.142
Range	0.079	0.095	0.016	20.3%	0.265
ATR	0.075	0.076	0.001	1.9%	0.000
Volume	22,317	20,271	-2,046	-9.2%	110,261

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.399	3.366	3.194
R3	3.304	3.271	3.168
R2	3.209	3.209	3.159
R1	3.176	3.176	3.151	3.193
PP	3.114	3.114	3.114	3.123
S1	3.081	3.081	3.133	3.098
S2	3.019	3.019	3.125
S3	2.924	2.986	3.116
S4	2.829	2.891	3.090

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.853	3.762	3.288
R3	3.588	3.497	3.215
R2	3.323	3.323	3.191
R1	3.232	3.232	3.166	3.278
PP	3.058	3.058	3.058	3.080
S1	2.967	2.967	3.118	3.013
S2	2.793	2.793	3.093
S3	2.528	2.702	3.069
S4	2.263	2.437	2.996

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.148	2.883	0.265	8.4%	0.095	3.0%	98%	True	False	22,052
10	3.148	2.868	0.280	8.9%	0.087	2.8%	98%	True	False	20,264
20	3.148	2.763	0.385	12.3%	0.075	2.4%	98%	True	False	18,793
40	3.148	2.460	0.688	21.9%	0.065	2.1%	99%	True	False	14,387
60	3.148	2.448	0.700	22.3%	0.062	2.0%	99%	True	False	12,337
80	3.148	2.316	0.832	26.5%	0.063	2.0%	99%	True	False	10,507

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.552
2.618	3.397
1.618	3.302
1.000	3.243
0.618	3.207
HIGH	3.148
0.618	3.112
0.500	3.101
0.382	3.089
LOW	3.053
0.618	2.994
1.000	2.958
1.618	2.899
2.618	2.804
4.250	2.649

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	3.128	3.122
PP	3.114	3.101
S1	3.101	3.081

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