NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 3.081 3.150 0.069 2.2% 3.387
High 3.125 3.163 0.038 1.2% 3.403
Low 3.016 2.978 -0.038 -1.3% 2.972
Close 3.105 3.026 -0.079 -2.5% 3.105
Range 0.109 0.185 0.076 69.7% 0.431
ATR 0.104 0.110 0.006 5.6% 0.000
Volume 157,123 154,845 -2,278 -1.4% 1,002,445
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 3.611 3.503 3.128
R3 3.426 3.318 3.077
R2 3.241 3.241 3.060
R1 3.133 3.133 3.043 3.095
PP 3.056 3.056 3.056 3.036
S1 2.948 2.948 3.009 2.910
S2 2.871 2.871 2.992
S3 2.686 2.763 2.975
S4 2.501 2.578 2.924
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 4.453 4.210 3.342
R3 4.022 3.779 3.224
R2 3.591 3.591 3.184
R1 3.348 3.348 3.145 3.254
PP 3.160 3.160 3.160 3.113
S1 2.917 2.917 3.065 2.823
S2 2.729 2.729 3.026
S3 2.298 2.486 2.986
S4 1.867 2.055 2.868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.344 2.972 0.372 12.3% 0.158 5.2% 15% False False 203,396
10 3.546 2.972 0.574 19.0% 0.121 4.0% 9% False False 155,422
20 3.556 2.972 0.584 19.3% 0.111 3.7% 9% False False 127,089
40 3.556 2.972 0.584 19.3% 0.092 3.0% 9% False False 82,645
60 3.556 2.972 0.584 19.3% 0.086 2.8% 9% False False 63,048
80 3.556 2.972 0.584 19.3% 0.083 2.8% 9% False False 51,098
100 3.556 2.972 0.584 19.3% 0.081 2.7% 9% False False 43,476
120 3.556 2.760 0.796 26.3% 0.077 2.6% 33% False False 37,663
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 0.016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.949
2.618 3.647
1.618 3.462
1.000 3.348
0.618 3.277
HIGH 3.163
0.618 3.092
0.500 3.071
0.382 3.049
LOW 2.978
0.618 2.864
1.000 2.793
1.618 2.679
2.618 2.494
4.250 2.192
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 3.071 3.071
PP 3.056 3.056
S1 3.041 3.041

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

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