NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 2.905 2.907 0.002 0.1% 3.000
High 2.937 2.990 0.053 1.8% 3.079
Low 2.866 2.878 0.012 0.4% 2.892
Close 2.923 2.964 0.041 1.4% 2.906
Range 0.071 0.112 0.041 57.7% 0.187
ATR 0.108 0.108 0.000 0.3% 0.000
Volume 126,404 145,549 19,145 15.1% 646,812
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 3.280 3.234 3.026
R3 3.168 3.122 2.995
R2 3.056 3.056 2.985
R1 3.010 3.010 2.974 3.033
PP 2.944 2.944 2.944 2.956
S1 2.898 2.898 2.954 2.921
S2 2.832 2.832 2.943
S3 2.720 2.786 2.933
S4 2.608 2.674 2.902
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.520 3.400 3.009
R3 3.333 3.213 2.957
R2 3.146 3.146 2.940
R1 3.026 3.026 2.923 2.993
PP 2.959 2.959 2.959 2.942
S1 2.839 2.839 2.889 2.806
S2 2.772 2.772 2.872
S3 2.585 2.652 2.855
S4 2.398 2.465 2.803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.043 2.866 0.177 6.0% 0.089 3.0% 55% False False 141,948
10 3.166 2.771 0.395 13.3% 0.087 2.9% 49% False False 116,369
20 3.166 2.771 0.395 13.3% 0.089 3.0% 49% False False 104,585
40 3.166 2.767 0.399 13.5% 0.085 2.9% 49% False False 76,003
60 3.166 2.767 0.399 13.5% 0.084 2.8% 49% False False 61,559
80 3.166 2.767 0.399 13.5% 0.084 2.8% 49% False False 51,019
100 3.166 2.460 0.706 23.8% 0.080 2.7% 71% False False 43,286
120 3.166 2.460 0.706 23.8% 0.076 2.6% 71% False False 37,625
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 0.018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.466
2.618 3.283
1.618 3.171
1.000 3.102
0.618 3.059
HIGH 2.990
0.618 2.947
0.500 2.934
0.382 2.921
LOW 2.878
0.618 2.809
1.000 2.766
1.618 2.697
2.618 2.585
4.250 2.402
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 2.954 2.952
PP 2.944 2.940
S1 2.934 2.928

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

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