NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 3.032 3.010 -0.022 -0.7% 2.910
High 3.033 3.133 0.100 3.3% 3.060
Low 2.968 3.005 0.037 1.2% 2.910
Close 3.005 3.109 0.104 3.5% 3.021
Range 0.065 0.128 0.063 96.9% 0.150
ATR 0.086 0.089 0.003 3.5% 0.000
Volume 65,024 120,516 55,492 85.3% 479,296
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.466 3.416 3.179
R3 3.338 3.288 3.144
R2 3.210 3.210 3.132
R1 3.160 3.160 3.121 3.185
PP 3.082 3.082 3.082 3.095
S1 3.032 3.032 3.097 3.057
S2 2.954 2.954 3.086
S3 2.826 2.904 3.074
S4 2.698 2.776 3.039
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 3.133 2.918 0.215 6.9% 0.100 3.2% 89% True False 90,169
10 3.133 2.802 0.331 10.6% 0.090 2.9% 93% True False 92,802
20 3.133 2.802 0.331 10.6% 0.090 2.9% 93% True False 69,470
40 3.133 2.767 0.366 11.8% 0.085 2.7% 93% True False 57,683
60 3.148 2.767 0.381 12.3% 0.087 2.8% 90% False False 45,880
80 3.148 2.622 0.526 16.9% 0.081 2.6% 93% False False 38,502
100 3.148 2.460 0.688 22.1% 0.076 2.4% 94% False False 32,563
120 3.148 2.424 0.724 23.3% 0.073 2.3% 95% False False 28,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 3.677
2.618 3.468
1.618 3.340
1.000 3.261
0.618 3.212
HIGH 3.133
0.618 3.084
0.500 3.069
0.382 3.054
LOW 3.005
0.618 2.926
1.000 2.877
1.618 2.798
2.618 2.670
4.250 2.461
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 3.096 3.086
PP 3.082 3.063
S1 3.069 3.040

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

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