NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 2.948 3.011 0.063 2.1% 2.898
High 3.062 3.121 0.059 1.9% 3.121
Low 2.915 3.001 0.086 3.0% 2.891
Close 3.026 3.085 0.059 1.9% 3.085
Range 0.147 0.120 -0.027 -18.4% 0.230
ATR 0.131 0.130 -0.001 -0.6% 0.000
Volume 65,480 36,482 -28,998 -44.3% 327,010
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.429 3.377 3.151
R3 3.309 3.257 3.118
R2 3.189 3.189 3.107
R1 3.137 3.137 3.096 3.163
PP 3.069 3.069 3.069 3.082
S1 3.017 3.017 3.074 3.043
S2 2.949 2.949 3.063
S3 2.829 2.897 3.052
S4 2.709 2.777 3.019
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.722 3.634 3.212
R3 3.492 3.404 3.148
R2 3.262 3.262 3.127
R1 3.174 3.174 3.106 3.218
PP 3.032 3.032 3.032 3.055
S1 2.944 2.944 3.064 2.988
S2 2.802 2.802 3.043
S3 2.572 2.714 3.022
S4 2.342 2.484 2.959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.121 2.690 0.431 14.0% 0.122 4.0% 92% True False 92,247
10 3.121 2.555 0.566 18.3% 0.123 4.0% 94% True False 117,960
20 3.163 2.546 0.617 20.0% 0.136 4.4% 87% False False 147,665
40 3.556 2.546 1.010 32.7% 0.119 3.9% 53% False False 132,456
60 3.556 2.546 1.010 32.7% 0.104 3.4% 53% False False 99,970
80 3.556 2.546 1.010 32.7% 0.097 3.1% 53% False False 80,849
100 3.556 2.546 1.010 32.7% 0.092 3.0% 53% False False 67,552
120 3.556 2.546 1.010 32.7% 0.089 2.9% 53% False False 58,520
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.631
2.618 3.435
1.618 3.315
1.000 3.241
0.618 3.195
HIGH 3.121
0.618 3.075
0.500 3.061
0.382 3.047
LOW 3.001
0.618 2.927
1.000 2.881
1.618 2.807
2.618 2.687
4.250 2.491
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 3.077 3.062
PP 3.069 3.040
S1 3.061 3.017

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

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