NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	2.943	2.934	-0.009	-0.3%	3.008
High	2.962	2.974	0.012	0.4%	3.045
Low	2.908	2.885	-0.023	-0.8%	2.885
Close	2.933	2.953	0.020	0.7%	2.953
Range	0.054	0.089	0.035	64.8%	0.160
ATR	0.084	0.084	0.000	0.4%	0.000
Volume	26,646	18,514	-8,132	-30.5%	125,677

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.204	3.168	3.002
R3	3.115	3.079	2.977
R2	3.026	3.026	2.969
R1	2.990	2.990	2.961	3.008
PP	2.937	2.937	2.937	2.947
S1	2.901	2.901	2.945	2.919
S2	2.848	2.848	2.937
S3	2.759	2.812	2.929
S4	2.670	2.723	2.904

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.441	3.357	3.041
R3	3.281	3.197	2.997
R2	3.121	3.121	2.982
R1	3.037	3.037	2.968	2.999
PP	2.961	2.961	2.961	2.942
S1	2.877	2.877	2.938	2.839
S2	2.801	2.801	2.924
S3	2.641	2.717	2.909
S4	2.481	2.557	2.865

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.045	2.885	0.160	5.4%	0.085	2.9%	43%	False	True	25,135
10	3.148	2.885	0.263	8.9%	0.095	3.2%	26%	False	True	23,528
20	3.148	2.841	0.307	10.4%	0.089	3.0%	36%	False	False	21,431
40	3.148	2.460	0.688	23.3%	0.076	2.6%	72%	False	False	17,577
60	3.148	2.460	0.688	23.3%	0.069	2.3%	72%	False	False	14,776
80	3.148	2.399	0.749	25.4%	0.066	2.2%	74%	False	False	12,730

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	0.032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.352
2.618	3.207
1.618	3.118
1.000	3.063
0.618	3.029
HIGH	2.974
0.618	2.940
0.500	2.930
0.382	2.919
LOW	2.885
0.618	2.830
1.000	2.796
1.618	2.741
2.618	2.652
4.250	2.507

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	2.945	2.946
PP	2.937	2.938
S1	2.930	2.931

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