NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 2.832 2.612 -0.220 -7.8% 3.150
High 2.856 2.743 -0.113 -4.0% 3.163
Low 2.607 2.546 -0.061 -2.3% 2.725
Close 2.633 2.690 0.057 2.2% 2.767
Range 0.249 0.197 -0.052 -20.9% 0.438
ATR 0.123 0.128 0.005 4.3% 0.000
Volume 211,752 209,317 -2,435 -1.1% 868,525
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.251 3.167 2.798
R3 3.054 2.970 2.744
R2 2.857 2.857 2.726
R1 2.773 2.773 2.708 2.815
PP 2.660 2.660 2.660 2.681
S1 2.576 2.576 2.672 2.618
S2 2.463 2.463 2.654
S3 2.266 2.379 2.636
S4 2.069 2.182 2.582
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 4.199 3.921 3.008
R3 3.761 3.483 2.887
R2 3.323 3.323 2.847
R1 3.045 3.045 2.807 2.965
PP 2.885 2.885 2.885 2.845
S1 2.607 2.607 2.727 2.527
S2 2.447 2.447 2.687
S3 2.009 2.169 2.647
S4 1.571 1.731 2.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.875 2.546 0.329 12.2% 0.147 5.5% 44% False True 170,813
10 3.163 2.546 0.617 22.9% 0.143 5.3% 23% False True 178,049
20 3.556 2.546 1.010 37.5% 0.127 4.7% 14% False True 157,644
40 3.556 2.546 1.010 37.5% 0.105 3.9% 14% False True 108,157
60 3.556 2.546 1.010 37.5% 0.096 3.6% 14% False True 81,609
80 3.556 2.546 1.010 37.5% 0.090 3.3% 14% False True 66,089
100 3.556 2.546 1.010 37.5% 0.088 3.3% 14% False True 55,458
120 3.556 2.546 1.010 37.5% 0.083 3.1% 14% False True 47,947
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.580
2.618 3.259
1.618 3.062
1.000 2.940
0.618 2.865
HIGH 2.743
0.618 2.668
0.500 2.645
0.382 2.621
LOW 2.546
0.618 2.424
1.000 2.349
1.618 2.227
2.618 2.030
4.250 1.709
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 2.675 2.711
PP 2.660 2.704
S1 2.645 2.697

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

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