NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 3.350 3.292 -0.058 -1.7% 3.342
High 3.350 3.312 -0.038 -1.1% 3.393
Low 3.288 3.253 -0.035 -1.1% 3.253
Close 3.292 3.268 -0.024 -0.7% 3.268
Range 0.062 0.059 -0.003 -4.8% 0.140
ATR 0.073 0.072 -0.001 -1.3% 0.000
Volume 32,482 41,377 8,895 27.4% 188,815
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.455 3.420 3.300
R3 3.396 3.361 3.284
R2 3.337 3.337 3.279
R1 3.302 3.302 3.273 3.290
PP 3.278 3.278 3.278 3.272
S1 3.243 3.243 3.263 3.231
S2 3.219 3.219 3.257
S3 3.160 3.184 3.252
S4 3.101 3.125 3.236
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.725 3.636 3.345
R3 3.585 3.496 3.307
R2 3.445 3.445 3.294
R1 3.356 3.356 3.281 3.331
PP 3.305 3.305 3.305 3.292
S1 3.216 3.216 3.255 3.191
S2 3.165 3.165 3.242
S3 3.025 3.076 3.230
S4 2.885 2.936 3.191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.393 3.253 0.140 4.3% 0.061 1.9% 11% False True 37,763
10 3.470 3.253 0.217 6.6% 0.068 2.1% 7% False True 37,116
20 3.470 3.168 0.302 9.2% 0.068 2.1% 33% False False 36,958
40 3.470 3.142 0.328 10.0% 0.071 2.2% 38% False False 33,946
60 3.470 3.142 0.328 10.0% 0.072 2.2% 38% False False 29,788
80 3.496 3.142 0.354 10.8% 0.073 2.2% 36% False False 28,476
100 3.496 2.895 0.601 18.4% 0.069 2.1% 62% False False 26,004
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 0.010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.563
2.618 3.466
1.618 3.407
1.000 3.371
0.618 3.348
HIGH 3.312
0.618 3.289
0.500 3.283
0.382 3.276
LOW 3.253
0.618 3.217
1.000 3.194
1.618 3.158
2.618 3.099
4.250 3.002
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 3.283 3.307
PP 3.278 3.294
S1 3.273 3.281

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

View Archives - Comment on this page... - Back to Index of Symbols