NYMEX Natural Gas Future November 2016


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 3.260 3.252 -0.008 -0.2% 3.194
High 3.271 3.317 0.046 1.4% 3.366
Low 3.211 3.248 0.037 1.2% 3.154
Close 3.244 3.263 0.019 0.6% 3.285
Range 0.060 0.069 0.009 15.0% 0.212
ATR 0.114 0.111 -0.003 -2.6% 0.000
Volume 128,893 116,938 -11,955 -9.3% 998,111
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 3.483 3.442 3.301
R3 3.414 3.373 3.282
R2 3.345 3.345 3.276
R1 3.304 3.304 3.269 3.325
PP 3.276 3.276 3.276 3.286
S1 3.235 3.235 3.257 3.256
S2 3.207 3.207 3.250
S3 3.138 3.166 3.244
S4 3.069 3.097 3.225
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 3.904 3.807 3.402
R3 3.692 3.595 3.343
R2 3.480 3.480 3.324
R1 3.383 3.383 3.304 3.432
PP 3.268 3.268 3.268 3.293
S1 3.171 3.171 3.266 3.220
S2 3.056 3.056 3.246
S3 2.844 2.959 3.227
S4 2.632 2.747 3.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.366 3.164 0.202 6.2% 0.101 3.1% 49% False False 170,405
10 3.366 2.922 0.444 13.6% 0.117 3.6% 77% False False 190,090
20 3.366 2.771 0.595 18.2% 0.102 3.1% 83% False False 153,229
40 3.366 2.771 0.595 18.2% 0.096 2.9% 83% False False 111,350
60 3.366 2.767 0.599 18.4% 0.091 2.8% 83% False False 89,532
80 3.366 2.767 0.599 18.4% 0.090 2.8% 83% False False 72,717
100 3.366 2.622 0.744 22.8% 0.085 2.6% 86% False False 61,448
120 3.366 2.460 0.906 27.8% 0.080 2.5% 89% False False 52,674
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.610
2.618 3.498
1.618 3.429
1.000 3.386
0.618 3.360
HIGH 3.317
0.618 3.291
0.500 3.283
0.382 3.274
LOW 3.248
0.618 3.205
1.000 3.179
1.618 3.136
2.618 3.067
4.250 2.955
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 3.283 3.287
PP 3.276 3.279
S1 3.270 3.271

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

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