NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 3.425 3.387 -0.038 -1.1% 3.497
High 3.425 3.403 -0.022 -0.6% 3.546
Low 3.337 3.300 -0.037 -1.1% 3.337
Close 3.361 3.319 -0.042 -1.2% 3.361
Range 0.088 0.103 0.015 17.0% 0.209
ATR 0.086 0.087 0.001 1.4% 0.000
Volume 119,893 140,310 20,417 17.0% 482,710
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 3.650 3.587 3.376
R3 3.547 3.484 3.347
R2 3.444 3.444 3.338
R1 3.381 3.381 3.328 3.361
PP 3.341 3.341 3.341 3.331
S1 3.278 3.278 3.310 3.258
S2 3.238 3.238 3.300
S3 3.135 3.175 3.291
S4 3.032 3.072 3.262
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 4.042 3.910 3.476
R3 3.833 3.701 3.418
R2 3.624 3.624 3.399
R1 3.492 3.492 3.380 3.454
PP 3.415 3.415 3.415 3.395
S1 3.283 3.283 3.342 3.245
S2 3.206 3.206 3.323
S3 2.997 3.074 3.304
S4 2.788 2.865 3.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.546 3.300 0.246 7.4% 0.083 2.5% 8% False True 107,449
10 3.556 3.300 0.256 7.7% 0.086 2.6% 7% False True 104,478
20 3.556 3.112 0.444 13.4% 0.088 2.7% 47% False False 88,428
40 3.556 3.037 0.519 15.6% 0.082 2.5% 54% False False 60,484
60 3.556 3.010 0.546 16.5% 0.080 2.4% 57% False False 47,836
80 3.556 3.010 0.546 16.5% 0.079 2.4% 57% False False 39,238
100 3.556 3.010 0.546 16.5% 0.077 2.3% 57% False False 33,912
120 3.556 2.760 0.796 24.0% 0.072 2.2% 70% False False 29,429
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 0.014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.841
2.618 3.673
1.618 3.570
1.000 3.506
0.618 3.467
HIGH 3.403
0.618 3.364
0.500 3.352
0.382 3.339
LOW 3.300
0.618 3.236
1.000 3.197
1.618 3.133
2.618 3.030
4.250 2.862
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 3.352 3.383
PP 3.341 3.362
S1 3.330 3.340

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

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