NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 3.223 3.211 -0.012 -0.4% 2.905
High 3.260 3.366 0.106 3.3% 3.218
Low 3.184 3.164 -0.020 -0.6% 2.866
Close 3.210 3.341 0.131 4.1% 3.193
Range 0.076 0.202 0.126 165.8% 0.352
ATR 0.112 0.119 0.006 5.7% 0.000
Volume 171,806 267,945 96,139 56.0% 928,918
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 3.896 3.821 3.452
R3 3.694 3.619 3.397
R2 3.492 3.492 3.378
R1 3.417 3.417 3.360 3.455
PP 3.290 3.290 3.290 3.309
S1 3.215 3.215 3.322 3.253
S2 3.088 3.088 3.304
S3 2.886 3.013 3.285
S4 2.684 2.811 3.230
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 4.148 4.023 3.387
R3 3.796 3.671 3.290
R2 3.444 3.444 3.258
R1 3.319 3.319 3.225 3.382
PP 3.092 3.092 3.092 3.124
S1 2.967 2.967 3.161 3.030
S2 2.740 2.740 3.128
S3 2.388 2.615 3.096
S4 2.036 2.263 2.999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.366 3.015 0.351 10.5% 0.141 4.2% 93% True False 223,049
10 3.366 2.866 0.500 15.0% 0.121 3.6% 95% True False 192,872
20 3.366 2.771 0.595 17.8% 0.105 3.1% 96% True False 145,469
40 3.366 2.771 0.595 17.8% 0.096 2.9% 96% True False 104,389
60 3.366 2.767 0.599 17.9% 0.091 2.7% 96% True False 83,842
80 3.366 2.767 0.599 17.9% 0.091 2.7% 96% True False 68,234
100 3.366 2.572 0.794 23.8% 0.085 2.5% 97% True False 57,610
120 3.366 2.460 0.906 27.1% 0.080 2.4% 97% True False 49,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.225
2.618 3.895
1.618 3.693
1.000 3.568
0.618 3.491
HIGH 3.366
0.618 3.289
0.500 3.265
0.382 3.241
LOW 3.164
0.618 3.039
1.000 2.962
1.618 2.837
2.618 2.635
4.250 2.306
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 3.316 3.316
PP 3.290 3.290
S1 3.265 3.265

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

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