NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	2.938	2.844	-0.094	-3.2%	3.048
High	2.939	2.870	-0.069	-2.3%	3.075
Low	2.837	2.796	-0.041	-1.4%	2.935
Close	2.844	2.801	-0.043	-1.5%	2.965
Range	0.102	0.074	-0.028	-27.5%	0.140
ATR	0.086	0.085	-0.001	-1.0%	0.000
Volume	77,511	74,077	-3,434	-4.4%	205,950

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.044	2.997	2.842
R3	2.970	2.923	2.821
R2	2.896	2.896	2.815
R1	2.849	2.849	2.808	2.836
PP	2.822	2.822	2.822	2.816
S1	2.775	2.775	2.794	2.762
S2	2.748	2.748	2.787
S3	2.674	2.701	2.781
S4	2.600	2.627	2.760

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	2.796	0.271	9.7%	0.074	2.6%	2%	False	True	62,903
10	3.091	2.796	0.295	10.5%	0.090	3.2%	2%	False	True	52,228
20	3.091	2.796	0.295	10.5%	0.083	2.9%	2%	False	True	37,391
40	3.148	2.796	0.352	12.6%	0.085	3.0%	1%	False	True	28,981
60	3.148	2.460	0.688	24.6%	0.077	2.8%	50%	False	False	23,700
80	3.148	2.460	0.688	24.6%	0.072	2.6%	50%	False	False	20,178
100	3.148	2.398	0.750	26.8%	0.069	2.5%	54%	False	False	17,279

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.185
2.618	3.064
1.618	2.990
1.000	2.944
0.618	2.916
HIGH	2.870
0.618	2.842
0.500	2.833
0.382	2.824
LOW	2.796
0.618	2.750
1.000	2.722
1.618	2.676
2.618	2.602
4.250	2.482

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	2.833	2.874
PP	2.822	2.849
S1	2.812	2.825

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