NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 2.842 3.140 0.298 10.5% 2.910
High 2.865 3.166 0.301 10.5% 3.060
Low 2.771 3.052 0.281 10.1% 2.910
Close 2.781 3.061 0.280 10.1% 3.021
Range 0.094 0.114 0.020 21.3% 0.150
ATR 0.107 0.127 0.020 18.6% 0.000
Volume 36,710 108,993 72,283 196.9% 479,296
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.435 3.362 3.124
R3 3.321 3.248 3.092
R2 3.207 3.207 3.082
R1 3.134 3.134 3.071 3.114
PP 3.093 3.093 3.093 3.083
S1 3.020 3.020 3.051 3.000
S2 2.979 2.979 3.040
S3 2.865 2.906 3.030
S4 2.751 2.792 2.998
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 3.166 2.771 0.395 12.9% 0.098 3.2% 73% True False 80,556
10 3.166 2.771 0.395 12.9% 0.093 3.0% 73% True False 90,040
20 3.166 2.771 0.395 12.9% 0.091 3.0% 73% True False 73,019
40 3.166 2.767 0.399 13.0% 0.087 2.8% 74% True False 59,821
60 3.166 2.767 0.399 13.0% 0.087 2.8% 74% True False 47,621
80 3.166 2.712 0.454 14.8% 0.082 2.7% 77% True False 40,039
100 3.166 2.460 0.706 23.1% 0.077 2.5% 85% True False 33,837
120 3.166 2.424 0.742 24.2% 0.074 2.4% 86% True False 29,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.651
2.618 3.464
1.618 3.350
1.000 3.280
0.618 3.236
HIGH 3.166
0.618 3.122
0.500 3.109
0.382 3.096
LOW 3.052
0.618 2.982
1.000 2.938
1.618 2.868
2.618 2.754
4.250 2.568
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 3.109 3.030
PP 3.093 2.999
S1 3.077 2.969

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

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