NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 3.347 3.402 0.055 1.6% 3.410
High 3.397 3.431 0.034 1.0% 3.472
Low 3.342 3.319 -0.023 -0.7% 3.290
Close 3.384 3.331 -0.053 -1.6% 3.384
Range 0.055 0.112 0.057 103.6% 0.182
ATR 0.076 0.079 0.003 3.4% 0.000
Volume 15,998 20,079 4,081 25.5% 81,585
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.696 3.626 3.393
R3 3.584 3.514 3.362
R2 3.472 3.472 3.352
R1 3.402 3.402 3.341 3.381
PP 3.360 3.360 3.360 3.350
S1 3.290 3.290 3.321 3.269
S2 3.248 3.248 3.310
S3 3.136 3.178 3.300
S4 3.024 3.066 3.269
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.928 3.838 3.484
R3 3.746 3.656 3.434
R2 3.564 3.564 3.417
R1 3.474 3.474 3.401 3.428
PP 3.382 3.382 3.382 3.359
S1 3.292 3.292 3.367 3.246
S2 3.200 3.200 3.351
S3 3.018 3.110 3.334
S4 2.836 2.928 3.284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.472 3.290 0.182 5.5% 0.100 3.0% 23% False False 20,332
10 3.496 3.285 0.211 6.3% 0.090 2.7% 22% False False 21,947
20 3.496 3.212 0.284 8.5% 0.077 2.3% 42% False False 21,677
40 3.496 2.895 0.601 18.0% 0.067 2.0% 73% False False 20,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.907
2.618 3.724
1.618 3.612
1.000 3.543
0.618 3.500
HIGH 3.431
0.618 3.388
0.500 3.375
0.382 3.362
LOW 3.319
0.618 3.250
1.000 3.207
1.618 3.138
2.618 3.026
4.250 2.843
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 3.375 3.369
PP 3.360 3.356
S1 3.346 3.344

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

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