NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 2.935 2.889 -0.046 -1.6% 2.982
High 2.959 2.941 -0.018 -0.6% 2.986
Low 2.877 2.880 0.003 0.1% 2.817
Close 2.909 2.897 -0.012 -0.4% 2.952
Range 0.082 0.061 -0.021 -25.6% 0.169
ATR 0.082 0.080 -0.001 -1.8% 0.000
Volume 23,653 36,517 12,864 54.4% 92,716
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.089 3.054 2.931
R3 3.028 2.993 2.914
R2 2.967 2.967 2.908
R1 2.932 2.932 2.903 2.950
PP 2.906 2.906 2.906 2.915
S1 2.871 2.871 2.891 2.889
S2 2.845 2.845 2.886
S3 2.784 2.810 2.880
S4 2.723 2.749 2.863
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 2.977 2.817 0.160 5.5% 0.076 2.6% 50% False False 26,220
10 2.986 2.817 0.169 5.8% 0.075 2.6% 47% False False 22,554
20 3.148 2.817 0.331 11.4% 0.087 3.0% 24% False False 23,220
40 3.148 2.712 0.436 15.1% 0.077 2.7% 42% False False 20,256
60 3.148 2.460 0.688 23.7% 0.070 2.4% 64% False False 16,515
80 3.148 2.424 0.724 25.0% 0.067 2.3% 65% False False 14,389
100 3.148 2.231 0.917 31.7% 0.066 2.3% 73% False False 12,488
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.200
2.618 3.101
1.618 3.040
1.000 3.002
0.618 2.979
HIGH 2.941
0.618 2.918
0.500 2.911
0.382 2.903
LOW 2.880
0.618 2.842
1.000 2.819
1.618 2.781
2.618 2.720
4.250 2.621
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 2.911 2.927
PP 2.906 2.917
S1 2.902 2.907

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

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