NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 2.951 3.008 0.057 1.9% 3.065
High 3.005 3.045 0.040 1.3% 3.115
Low 2.949 2.910 -0.039 -1.3% 2.905
Close 2.990 2.919 -0.071 -2.4% 2.990
Range 0.056 0.135 0.079 141.1% 0.210
ATR 0.085 0.088 0.004 4.2% 0.000
Volume 23,569 23,323 -246 -1.0% 89,337
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.363 3.276 2.993
R3 3.228 3.141 2.956
R2 3.093 3.093 2.944
R1 3.006 3.006 2.931 2.982
PP 2.958 2.958 2.958 2.946
S1 2.871 2.871 2.907 2.847
S2 2.823 2.823 2.894
S3 2.688 2.736 2.882
S4 2.553 2.601 2.845
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.633 3.522 3.106
R3 3.423 3.312 3.048
R2 3.213 3.213 3.029
R1 3.102 3.102 3.009 3.053
PP 3.003 3.003 3.003 2.979
S1 2.892 2.892 2.971 2.843
S2 2.793 2.793 2.952
S3 2.583 2.682 2.932
S4 2.373 2.472 2.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.115 2.905 0.210 7.2% 0.112 3.8% 7% False False 22,532
10 3.148 2.883 0.265 9.1% 0.104 3.6% 14% False False 22,292
20 3.148 2.838 0.310 10.6% 0.085 2.9% 26% False False 19,399
40 3.148 2.460 0.688 23.6% 0.073 2.5% 67% False False 15,876
60 3.148 2.460 0.688 23.6% 0.068 2.3% 67% False False 13,691
80 3.148 2.398 0.750 25.7% 0.066 2.3% 69% False False 11,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.619
2.618 3.398
1.618 3.263
1.000 3.180
0.618 3.128
HIGH 3.045
0.618 2.993
0.500 2.978
0.382 2.962
LOW 2.910
0.618 2.827
1.000 2.775
1.618 2.692
2.618 2.557
4.250 2.336
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 2.978 2.978
PP 2.958 2.958
S1 2.939 2.939

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

View Archives - Comment on this page... - Back to Index of Symbols