NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 07-Jul-2016

Day Change Summary
	Previous	Current
	06-Jul-2016	07-Jul-2016	Change	Change %	Previous Week
Open	2.975	2.981	0.006	0.2%	2.883
High	3.001	3.017	0.016	0.5%	3.148
Low	2.905	2.912	0.007	0.2%	2.883
Close	2.971	2.957	-0.014	-0.5%	3.142
Range	0.096	0.105	0.009	9.4%	0.265
ATR	0.086	0.087	0.001	1.6%	0.000
Volume	23,678	20,516	-3,162	-13.4%	110,261

Daily Pivots for day following 07-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.277	3.222	3.015
R3	3.172	3.117	2.986
R2	3.067	3.067	2.976
R1	3.012	3.012	2.967	2.987
PP	2.962	2.962	2.962	2.950
S1	2.907	2.907	2.947	2.882
S2	2.857	2.857	2.938
S3	2.752	2.802	2.928
S4	2.647	2.697	2.899

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	2.905	0.243	8.2%	0.109	3.7%	21%	False	False	21,671
10	3.148	2.868	0.280	9.5%	0.100	3.4%	32%	False	False	21,214
20	3.148	2.838	0.310	10.5%	0.085	2.9%	38%	False	False	19,515
40	3.148	2.460	0.688	23.3%	0.070	2.4%	72%	False	False	15,253
60	3.148	2.460	0.688	23.3%	0.066	2.2%	72%	False	False	13,156
80	3.148	2.398	0.750	25.4%	0.065	2.2%	75%	False	False	11,214

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	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.463
2.618	3.292
1.618	3.187
1.000	3.122
0.618	3.082
HIGH	3.017
0.618	2.977
0.500	2.965
0.382	2.952
LOW	2.912
0.618	2.847
1.000	2.807
1.618	2.742
2.618	2.637
4.250	2.466

Fisher Pivots for day following 07-Jul-2016
Pivot	1 day	3 day
R1	2.965	3.010
PP	2.962	2.992
S1	2.960	2.975

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