NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 2.806 2.841 0.035 1.2% 2.938
High 2.842 2.854 0.012 0.4% 2.951
Low 2.801 2.800 -0.001 0.0% 2.767
Close 2.833 2.832 -0.001 0.0% 2.804
Range 0.041 0.054 0.013 31.7% 0.184
ATR 0.080 0.078 -0.002 -2.3% 0.000
Volume 24,932 33,127 8,195 32.9% 332,223
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 2.991 2.965 2.862
R3 2.937 2.911 2.847
R2 2.883 2.883 2.842
R1 2.857 2.857 2.837 2.843
PP 2.829 2.829 2.829 2.822
S1 2.803 2.803 2.827 2.789
S2 2.775 2.775 2.822
S3 2.721 2.749 2.817
S4 2.667 2.695 2.802
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 2.854 2.767 0.087 3.1% 0.063 2.2% 75% True False 40,324
10 3.067 2.767 0.300 10.6% 0.069 2.4% 22% False False 51,613
20 3.091 2.767 0.324 11.4% 0.080 2.8% 20% False False 42,750
40 3.148 2.767 0.381 13.5% 0.085 3.0% 17% False False 32,080
60 3.148 2.572 0.576 20.3% 0.077 2.7% 45% False False 26,424
80 3.148 2.460 0.688 24.3% 0.071 2.5% 54% False False 22,105
100 3.148 2.424 0.724 25.6% 0.069 2.4% 56% False False 19,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.084
2.618 2.995
1.618 2.941
1.000 2.908
0.618 2.887
HIGH 2.854
0.618 2.833
0.500 2.827
0.382 2.821
LOW 2.800
0.618 2.767
1.000 2.746
1.618 2.713
2.618 2.659
4.250 2.571
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 2.830 2.828
PP 2.829 2.823
S1 2.827 2.819

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

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