NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 2.787 2.806 0.019 0.7% 2.938
High 2.849 2.842 -0.007 -0.2% 2.951
Low 2.783 2.801 0.018 0.6% 2.767
Close 2.811 2.833 0.022 0.8% 2.804
Range 0.066 0.041 -0.025 -37.9% 0.184
ATR 0.083 0.080 -0.003 -3.6% 0.000
Volume 32,822 24,932 -7,890 -24.0% 332,223
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 2.948 2.932 2.856
R3 2.907 2.891 2.844
R2 2.866 2.866 2.841
R1 2.850 2.850 2.837 2.858
PP 2.825 2.825 2.825 2.830
S1 2.809 2.809 2.829 2.817
S2 2.784 2.784 2.825
S3 2.743 2.768 2.822
S4 2.702 2.727 2.810
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.393 3.282 2.905
R3 3.209 3.098 2.855
R2 3.025 3.025 2.838
R1 2.914 2.914 2.821 2.878
PP 2.841 2.841 2.841 2.822
S1 2.730 2.730 2.787 2.694
S2 2.657 2.657 2.770
S3 2.473 2.546 2.753
S4 2.289 2.362 2.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.870 2.767 0.103 3.6% 0.067 2.4% 64% False False 48,514
10 3.067 2.767 0.300 10.6% 0.075 2.6% 22% False False 52,971
20 3.091 2.767 0.324 11.4% 0.081 2.9% 20% False False 42,064
40 3.148 2.767 0.381 13.4% 0.085 3.0% 17% False False 31,648
60 3.148 2.572 0.576 20.3% 0.077 2.7% 45% False False 25,964
80 3.148 2.460 0.688 24.3% 0.072 2.5% 54% False False 21,808
100 3.148 2.403 0.745 26.3% 0.069 2.4% 58% False False 18,774
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 3.016
2.618 2.949
1.618 2.908
1.000 2.883
0.618 2.867
HIGH 2.842
0.618 2.826
0.500 2.822
0.382 2.817
LOW 2.801
0.618 2.776
1.000 2.760
1.618 2.735
2.618 2.694
4.250 2.627
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 2.829 2.825
PP 2.825 2.816
S1 2.822 2.808

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

View Archives - Comment on this page... - Back to Index of Symbols