NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 2.972 2.992 0.020 0.7% 2.910
High 3.015 3.035 0.020 0.7% 3.060
Low 2.918 2.946 0.028 1.0% 2.910
Close 3.002 3.021 0.019 0.6% 3.021
Range 0.097 0.089 -0.008 -8.2% 0.150
ATR 0.088 0.088 0.000 0.1% 0.000
Volume 88,009 71,538 -16,471 -18.7% 479,296
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.268 3.233 3.070
R3 3.179 3.144 3.045
R2 3.090 3.090 3.037
R1 3.055 3.055 3.029 3.073
PP 3.001 3.001 3.001 3.009
S1 2.966 2.966 3.013 2.984
S2 2.912 2.912 3.005
S3 2.823 2.877 2.997
S4 2.734 2.788 2.972
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.447 3.384 3.104
R3 3.297 3.234 3.062
R2 3.147 3.147 3.049
R1 3.084 3.084 3.035 3.116
PP 2.997 2.997 2.997 3.013
S1 2.934 2.934 3.007 2.966
S2 2.847 2.847 2.994
S3 2.697 2.784 2.980
S4 2.547 2.634 2.939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.060 2.910 0.150 5.0% 0.092 3.0% 74% False False 95,859
10 3.060 2.802 0.258 8.5% 0.082 2.7% 85% False False 83,797
20 3.065 2.771 0.294 9.7% 0.089 2.9% 85% False False 64,840
40 3.091 2.767 0.324 10.7% 0.085 2.8% 78% False False 54,291
60 3.148 2.767 0.381 12.6% 0.086 2.8% 67% False False 43,389
80 3.148 2.575 0.573 19.0% 0.080 2.7% 78% False False 36,439
100 3.148 2.460 0.688 22.8% 0.075 2.5% 82% False False 30,982
120 3.148 2.424 0.724 24.0% 0.072 2.4% 82% False False 27,007
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.413
2.618 3.268
1.618 3.179
1.000 3.124
0.618 3.090
HIGH 3.035
0.618 3.001
0.500 2.991
0.382 2.980
LOW 2.946
0.618 2.891
1.000 2.857
1.618 2.802
2.618 2.713
4.250 2.568
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 3.011 3.010
PP 3.001 3.000
S1 2.991 2.989

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

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