NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	2.656	2.667	0.011	0.4%	2.848
High	2.685	2.778	0.093	3.5%	2.875
Low	2.555	2.644	0.089	3.5%	2.546
Close	2.619	2.749	0.130	5.0%	2.619
Range	0.130	0.134	0.004	3.1%	0.329
ATR	0.130	0.132	0.002	1.6%	0.000
Volume	162,827	138,940	-23,887	-14.7%	910,885

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.126	3.071	2.823
R3	2.992	2.937	2.786
R2	2.858	2.858	2.774
R1	2.803	2.803	2.761	2.831
PP	2.724	2.724	2.724	2.737
S1	2.669	2.669	2.737	2.697
S2	2.590	2.590	2.724
S3	2.456	2.535	2.712
S4	2.322	2.401	2.675

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.667	3.472	2.800
R3	3.338	3.143	2.709
R2	3.009	3.009	2.679
R1	2.814	2.814	2.649	2.747
PP	2.680	2.680	2.680	2.647
S1	2.485	2.485	2.589	2.418
S2	2.351	2.351	2.559
S3	2.022	2.156	2.529
S4	1.693	1.827	2.438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.856	2.546	0.310	11.3%	0.173	6.3%	65%	False	False	181,597
10	3.029	2.546	0.483	17.6%	0.145	5.3%	42%	False	False	176,350
20	3.546	2.546	1.000	36.4%	0.133	4.8%	20%	False	False	165,886
40	3.556	2.546	1.010	36.7%	0.110	4.0%	20%	False	False	118,047
60	3.556	2.546	1.010	36.7%	0.099	3.6%	20%	False	False	88,645
80	3.556	2.546	1.010	36.7%	0.092	3.4%	20%	False	False	71,704
100	3.556	2.546	1.010	36.7%	0.090	3.3%	20%	False	False	59,940
120	3.556	2.546	1.010	36.7%	0.085	3.1%	20%	False	False	51,859

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	0.035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.348
2.618	3.129
1.618	2.995
1.000	2.912
0.618	2.861
HIGH	2.778
0.618	2.727
0.500	2.711
0.382	2.695
LOW	2.644
0.618	2.561
1.000	2.510
1.618	2.427
2.618	2.293
4.250	2.075

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	2.736	2.722
PP	2.724	2.694
S1	2.711	2.667

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