NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 2.828 2.872 0.044 1.6% 2.982
High 2.881 2.966 0.085 3.0% 2.986
Low 2.817 2.855 0.038 1.3% 2.817
Close 2.872 2.952 0.080 2.8% 2.952
Range 0.064 0.111 0.047 73.4% 0.169
ATR 0.081 0.083 0.002 2.6% 0.000
Volume 21,073 22,358 1,285 6.1% 92,716
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.257 3.216 3.013
R3 3.146 3.105 2.983
R2 3.035 3.035 2.972
R1 2.994 2.994 2.962 3.015
PP 2.924 2.924 2.924 2.935
S1 2.883 2.883 2.942 2.904
S2 2.813 2.813 2.932
S3 2.702 2.772 2.921
S4 2.591 2.661 2.891
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.425 3.358 3.045
R3 3.256 3.189 2.998
R2 3.087 3.087 2.983
R1 3.020 3.020 2.967 2.969
PP 2.918 2.918 2.918 2.893
S1 2.851 2.851 2.937 2.800
S2 2.749 2.749 2.921
S3 2.580 2.682 2.906
S4 2.411 2.513 2.859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.986 2.817 0.169 5.7% 0.080 2.7% 80% False False 18,543
10 3.045 2.817 0.228 7.7% 0.082 2.8% 59% False False 21,839
20 3.148 2.817 0.331 11.2% 0.090 3.0% 41% False False 21,680
40 3.148 2.622 0.526 17.8% 0.077 2.6% 63% False False 18,900
60 3.148 2.460 0.688 23.3% 0.069 2.4% 72% False False 15,546
80 3.148 2.424 0.724 24.5% 0.067 2.3% 73% False False 13,564
100 3.148 2.225 0.923 31.3% 0.066 2.2% 79% False False 11,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.438
2.618 3.257
1.618 3.146
1.000 3.077
0.618 3.035
HIGH 2.966
0.618 2.924
0.500 2.911
0.382 2.897
LOW 2.855
0.618 2.786
1.000 2.744
1.618 2.675
2.618 2.564
4.250 2.383
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 2.938 2.932
PP 2.924 2.912
S1 2.911 2.892

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

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