NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 2.746 2.710 -0.036 -1.3% 2.848
High 2.822 2.782 -0.040 -1.4% 2.875
Low 2.694 2.669 -0.025 -0.9% 2.546
Close 2.709 2.764 0.055 2.0% 2.619
Range 0.128 0.113 -0.015 -11.7% 0.329
ATR 0.131 0.130 -0.001 -1.0% 0.000
Volume 150,875 125,531 -25,344 -16.8% 910,885
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.077 3.034 2.826
R3 2.964 2.921 2.795
R2 2.851 2.851 2.785
R1 2.808 2.808 2.774 2.830
PP 2.738 2.738 2.738 2.749
S1 2.695 2.695 2.754 2.717
S2 2.625 2.625 2.743
S3 2.512 2.582 2.733
S4 2.399 2.469 2.702
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 2.822 2.555 0.267 9.7% 0.132 4.8% 78% False False 152,665
10 2.875 2.546 0.329 11.9% 0.139 5.0% 66% False False 161,739
20 3.466 2.546 0.920 33.3% 0.138 5.0% 24% False False 170,787
40 3.556 2.546 1.010 36.5% 0.112 4.1% 22% False False 123,048
60 3.556 2.546 1.010 36.5% 0.101 3.6% 22% False False 92,367
80 3.556 2.546 1.010 36.5% 0.094 3.4% 22% False False 74,848
100 3.556 2.546 1.010 36.5% 0.091 3.3% 22% False False 62,514
120 3.556 2.546 1.010 36.5% 0.086 3.1% 22% False False 54,032
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.262
2.618 3.078
1.618 2.965
1.000 2.895
0.618 2.852
HIGH 2.782
0.618 2.739
0.500 2.726
0.382 2.712
LOW 2.669
0.618 2.599
1.000 2.556
1.618 2.486
2.618 2.373
4.250 2.189
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 2.751 2.754
PP 2.738 2.743
S1 2.726 2.733

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

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