NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 3.140 3.067 -0.073 -2.3% 3.032
High 3.166 3.090 -0.076 -2.4% 3.166
Low 3.052 2.996 -0.056 -1.8% 2.771
Close 3.061 3.013 -0.048 -1.6% 3.013
Range 0.114 0.094 -0.020 -17.5% 0.395
ATR 0.127 0.124 -0.002 -1.8% 0.000
Volume 108,993 99,222 -9,771 -9.0% 430,465
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.315 3.258 3.065
R3 3.221 3.164 3.039
R2 3.127 3.127 3.030
R1 3.070 3.070 3.022 3.052
PP 3.033 3.033 3.033 3.024
S1 2.976 2.976 3.004 2.958
S2 2.939 2.939 2.996
S3 2.845 2.882 2.987
S4 2.751 2.788 2.961
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 4.168 3.986 3.230
R3 3.773 3.591 3.122
R2 3.378 3.378 3.085
R1 3.196 3.196 3.049 3.090
PP 2.983 2.983 2.983 2.930
S1 2.801 2.801 2.977 2.695
S2 2.588 2.588 2.941
S3 2.193 2.406 2.904
S4 1.798 2.011 2.796
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 13.1% 0.099 3.3% 61% False False 86,093
10 3.166 2.771 0.395 13.1% 0.096 3.2% 61% False False 90,976
20 3.166 2.771 0.395 13.1% 0.090 3.0% 61% False False 76,053
40 3.166 2.767 0.399 13.2% 0.084 2.8% 62% False False 60,861
60 3.166 2.767 0.399 13.2% 0.087 2.9% 62% False False 48,834
80 3.166 2.740 0.426 14.1% 0.082 2.7% 64% False False 41,098
100 3.166 2.460 0.706 23.4% 0.077 2.6% 78% False False 34,770
120 3.166 2.424 0.742 24.6% 0.074 2.4% 79% False False 30,322
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.490
2.618 3.336
1.618 3.242
1.000 3.184
0.618 3.148
HIGH 3.090
0.618 3.054
0.500 3.043
0.382 3.032
LOW 2.996
0.618 2.938
1.000 2.902
1.618 2.844
2.618 2.750
4.250 2.597
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 3.043 2.998
PP 3.033 2.983
S1 3.023 2.969

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

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