NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 2.696 2.898 0.202 7.5% 2.667
High 2.852 2.973 0.121 4.2% 2.852
Low 2.690 2.891 0.201 7.5% 2.644
Close 2.843 2.950 0.107 3.8% 2.843
Range 0.162 0.082 -0.080 -49.4% 0.208
ATR 0.132 0.131 0.000 -0.1% 0.000
Volume 134,225 112,524 -21,701 -16.2% 689,767
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.184 3.149 2.995
R3 3.102 3.067 2.973
R2 3.020 3.020 2.965
R1 2.985 2.985 2.958 3.003
PP 2.938 2.938 2.938 2.947
S1 2.903 2.903 2.942 2.921
S2 2.856 2.856 2.935
S3 2.774 2.821 2.927
S4 2.692 2.739 2.905
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.404 3.331 2.957
R3 3.196 3.123 2.900
R2 2.988 2.988 2.881
R1 2.915 2.915 2.862 2.952
PP 2.780 2.780 2.780 2.798
S1 2.707 2.707 2.824 2.744
S2 2.572 2.572 2.805
S3 2.364 2.499 2.786
S4 2.156 2.291 2.729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.973 2.669 0.304 10.3% 0.120 4.1% 92% True False 132,670
10 2.973 2.546 0.427 14.5% 0.147 5.0% 95% True False 157,134
20 3.344 2.546 0.798 27.1% 0.142 4.8% 51% False False 172,191
40 3.556 2.546 1.010 34.2% 0.115 3.9% 40% False False 130,310
60 3.556 2.546 1.010 34.2% 0.102 3.5% 40% False False 97,720
80 3.556 2.546 1.010 34.2% 0.095 3.2% 40% False False 78,925
100 3.556 2.546 1.010 34.2% 0.092 3.1% 40% False False 65,829
120 3.556 2.546 1.010 34.2% 0.088 3.0% 40% False False 56,958
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 0.032
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3.322
2.618 3.188
1.618 3.106
1.000 3.055
0.618 3.024
HIGH 2.973
0.618 2.942
0.500 2.932
0.382 2.922
LOW 2.891
0.618 2.840
1.000 2.809
1.618 2.758
2.618 2.676
4.250 2.543
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 2.944 2.909
PP 2.938 2.868
S1 2.932 2.827

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

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