NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 3.230 3.200 -0.030 -0.9% 3.420
High 3.252 3.234 -0.018 -0.6% 3.443
Low 3.193 3.166 -0.027 -0.8% 3.308
Close 3.197 3.190 -0.007 -0.2% 3.338
Range 0.059 0.068 0.009 15.3% 0.135
ATR 0.075 0.074 0.000 -0.7% 0.000
Volume 35,911 43,990 8,079 22.5% 140,803
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.401 3.363 3.227
R3 3.333 3.295 3.209
R2 3.265 3.265 3.202
R1 3.227 3.227 3.196 3.212
PP 3.197 3.197 3.197 3.189
S1 3.159 3.159 3.184 3.144
S2 3.129 3.129 3.178
S3 3.061 3.091 3.171
S4 2.993 3.023 3.153
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.768 3.688 3.412
R3 3.633 3.553 3.375
R2 3.498 3.498 3.363
R1 3.418 3.418 3.350 3.391
PP 3.363 3.363 3.363 3.349
S1 3.283 3.283 3.326 3.256
S2 3.228 3.228 3.313
S3 3.093 3.148 3.301
S4 2.958 3.013 3.264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.387 3.166 0.221 6.9% 0.066 2.1% 11% False True 34,291
10 3.447 3.166 0.281 8.8% 0.074 2.3% 9% False True 31,037
20 3.447 3.166 0.281 8.8% 0.073 2.3% 9% False True 25,352
40 3.496 3.166 0.330 10.3% 0.076 2.4% 7% False True 23,313
60 3.496 2.895 0.601 18.8% 0.070 2.2% 49% False False 22,449
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.523
2.618 3.412
1.618 3.344
1.000 3.302
0.618 3.276
HIGH 3.234
0.618 3.208
0.500 3.200
0.382 3.192
LOW 3.166
0.618 3.124
1.000 3.098
1.618 3.056
2.618 2.988
4.250 2.877
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 3.200 3.240
PP 3.197 3.223
S1 3.193 3.207

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

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