NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 3.342 3.382 0.040 1.2% 3.328
High 3.393 3.387 -0.006 -0.2% 3.470
Low 3.341 3.339 -0.002 -0.1% 3.293
Close 3.371 3.368 -0.003 -0.1% 3.341
Range 0.052 0.048 -0.004 -7.7% 0.177
ATR 0.074 0.072 -0.002 -2.5% 0.000
Volume 29,242 46,776 17,534 60.0% 182,348
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.509 3.486 3.394
R3 3.461 3.438 3.381
R2 3.413 3.413 3.377
R1 3.390 3.390 3.372 3.378
PP 3.365 3.365 3.365 3.358
S1 3.342 3.342 3.364 3.330
S2 3.317 3.317 3.359
S3 3.269 3.294 3.355
S4 3.221 3.246 3.342
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.899 3.797 3.438
R3 3.722 3.620 3.390
R2 3.545 3.545 3.373
R1 3.443 3.443 3.357 3.494
PP 3.368 3.368 3.368 3.394
S1 3.266 3.266 3.325 3.317
S2 3.191 3.191 3.309
S3 3.014 3.089 3.292
S4 2.837 2.912 3.244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.470 3.325 0.145 4.3% 0.065 1.9% 30% False False 35,138
10 3.470 3.260 0.210 6.2% 0.072 2.1% 51% False False 35,240
20 3.470 3.168 0.302 9.0% 0.071 2.1% 66% False False 36,586
40 3.470 3.142 0.328 9.7% 0.071 2.1% 69% False False 33,349
60 3.472 3.142 0.330 9.8% 0.074 2.2% 68% False False 29,001
80 3.496 3.142 0.354 10.5% 0.073 2.2% 64% False False 27,926
100 3.496 2.895 0.601 17.8% 0.068 2.0% 79% False False 25,210
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.591
2.618 3.513
1.618 3.465
1.000 3.435
0.618 3.417
HIGH 3.387
0.618 3.369
0.500 3.363
0.382 3.357
LOW 3.339
0.618 3.309
1.000 3.291
1.618 3.261
2.618 3.213
4.250 3.135
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 3.366 3.370
PP 3.365 3.369
S1 3.363 3.369

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

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