NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 2.844 2.805 -0.039 -1.4% 3.048
High 2.870 2.841 -0.029 -1.0% 3.075
Low 2.796 2.769 -0.027 -1.0% 2.935
Close 2.801 2.792 -0.009 -0.3% 2.965
Range 0.074 0.072 -0.002 -2.7% 0.140
ATR 0.085 0.084 -0.001 -1.1% 0.000
Volume 74,077 74,702 625 0.8% 205,950
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.017 2.976 2.832
R3 2.945 2.904 2.812
R2 2.873 2.873 2.805
R1 2.832 2.832 2.799 2.817
PP 2.801 2.801 2.801 2.793
S1 2.760 2.760 2.785 2.745
S2 2.729 2.729 2.779
S3 2.657 2.688 2.772
S4 2.585 2.616 2.752
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 3.024 2.769 0.255 9.1% 0.074 2.7% 9% False True 70,107
10 3.091 2.769 0.322 11.5% 0.079 2.8% 7% False True 53,938
20 3.091 2.769 0.322 11.5% 0.083 3.0% 7% False True 39,794
40 3.148 2.769 0.379 13.6% 0.085 3.1% 6% False True 30,518
60 3.148 2.460 0.688 24.6% 0.078 2.8% 48% False False 24,773
80 3.148 2.460 0.688 24.6% 0.072 2.6% 48% False False 20,923
100 3.148 2.399 0.749 26.8% 0.069 2.5% 52% False False 17,995
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.147
2.618 3.029
1.618 2.957
1.000 2.913
0.618 2.885
HIGH 2.841
0.618 2.813
0.500 2.805
0.382 2.797
LOW 2.769
0.618 2.725
1.000 2.697
1.618 2.653
2.618 2.581
4.250 2.463
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 2.805 2.854
PP 2.801 2.833
S1 2.796 2.813

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

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