NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 26-Oct-2016

Day Change Summary
	Previous	Current
	25-Oct-2016	26-Oct-2016	Change	Change %	Previous Week
Open	2.851	2.757	-0.094	-3.3%	3.260
High	2.879	2.776	-0.103	-3.6%	3.317
Low	2.755	2.627	-0.128	-4.6%	2.955
Close	2.774	2.731	-0.043	-1.6%	2.993
Range	0.124	0.149	0.025	20.2%	0.362
ATR	0.124	0.125	0.002	1.5%	0.000
Volume	99,283	83,053	-16,230	-16.3%	734,682

Daily Pivots for day following 26-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.158	3.094	2.813
R3	3.009	2.945	2.772
R2	2.860	2.860	2.758
R1	2.796	2.796	2.745	2.754
PP	2.711	2.711	2.711	2.690
S1	2.647	2.647	2.717	2.605
S2	2.562	2.562	2.704
S3	2.413	2.498	2.690
S4	2.264	2.349	2.649

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	4.174	3.946	3.192
R3	3.812	3.584	3.093
R2	3.450	3.450	3.059
R1	3.222	3.222	3.026	3.155
PP	3.088	3.088	3.088	3.055
S1	2.860	2.860	2.960	2.793
S2	2.726	2.726	2.927
S3	2.364	2.498	2.893
S4	2.002	2.136	2.794

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.201	2.627	0.574	21.0%	0.151	5.5%	18%	False	True	135,277
10	3.366	2.627	0.739	27.1%	0.130	4.8%	14%	False	True	151,345
20	3.366	2.627	0.739	27.1%	0.119	4.4%	14%	False	True	165,302
40	3.366	2.627	0.739	27.1%	0.103	3.8%	14%	False	True	125,721
60	3.366	2.627	0.739	27.1%	0.096	3.5%	14%	False	True	99,731
80	3.366	2.627	0.739	27.1%	0.093	3.4%	14%	False	True	81,485
100	3.366	2.627	0.739	27.1%	0.091	3.3%	14%	False	True	69,023
120	3.366	2.460	0.906	33.2%	0.085	3.1%	30%	False	False	59,217

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.409
2.618	3.166
1.618	3.017
1.000	2.925
0.618	2.868
HIGH	2.776
0.618	2.719
0.500	2.702
0.382	2.684
LOW	2.627
0.618	2.535
1.000	2.478
1.618	2.386
2.618	2.237
4.250	1.994

Fisher Pivots for day following 26-Oct-2016
Pivot	1 day	3 day
R1	2.721	2.836
PP	2.711	2.801
S1	2.702	2.766

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols