NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 3.019 2.938 -0.081 -2.7% 3.048
High 3.024 2.951 -0.073 -2.4% 3.075
Low 2.948 2.903 -0.045 -1.5% 2.935
Close 2.965 2.943 -0.022 -0.7% 2.965
Range 0.076 0.048 -0.028 -36.8% 0.140
ATR 0.086 0.084 -0.002 -2.0% 0.000
Volume 54,353 69,895 15,542 28.6% 205,950
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.076 3.058 2.969
R3 3.028 3.010 2.956
R2 2.980 2.980 2.952
R1 2.962 2.962 2.947 2.971
PP 2.932 2.932 2.932 2.937
S1 2.914 2.914 2.939 2.923
S2 2.884 2.884 2.934
S3 2.836 2.866 2.930
S4 2.788 2.818 2.917
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.412 3.328 3.042
R3 3.272 3.188 3.004
R2 3.132 3.132 2.991
R1 3.048 3.048 2.978 3.020
PP 2.992 2.992 2.992 2.978
S1 2.908 2.908 2.952 2.880
S2 2.852 2.852 2.939
S3 2.712 2.768 2.927
S4 2.572 2.628 2.888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.067 2.903 0.164 5.6% 0.075 2.6% 24% False True 48,615
10 3.091 2.877 0.214 7.3% 0.087 3.0% 31% False False 43,087
20 3.091 2.817 0.274 9.3% 0.081 2.8% 46% False False 32,672
40 3.148 2.817 0.331 11.2% 0.083 2.8% 38% False False 26,035
60 3.148 2.460 0.688 23.4% 0.076 2.6% 70% False False 21,475
80 3.148 2.460 0.688 23.4% 0.071 2.4% 70% False False 18,436
100 3.148 2.398 0.750 25.5% 0.069 2.3% 73% False False 15,896
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.016
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 3.155
2.618 3.077
1.618 3.029
1.000 2.999
0.618 2.981
HIGH 2.951
0.618 2.933
0.500 2.927
0.382 2.921
LOW 2.903
0.618 2.873
1.000 2.855
1.618 2.825
2.618 2.777
4.250 2.699
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 2.938 2.985
PP 2.932 2.971
S1 2.927 2.957

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

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