NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 3.576 3.546 -0.030 -0.8% 3.268
High 3.600 3.577 -0.023 -0.6% 3.528
Low 3.532 3.517 -0.015 -0.4% 3.247
Close 3.556 3.538 -0.018 -0.5% 3.519
Range 0.068 0.060 -0.008 -11.8% 0.281
ATR 0.081 0.079 -0.001 -1.8% 0.000
Volume 70,691 66,496 -4,195 -5.9% 285,952
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 3.724 3.691 3.571
R3 3.664 3.631 3.555
R2 3.604 3.604 3.549
R1 3.571 3.571 3.544 3.558
PP 3.544 3.544 3.544 3.537
S1 3.511 3.511 3.533 3.498
S2 3.484 3.484 3.527
S3 3.424 3.451 3.522
S4 3.364 3.391 3.505
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 4.274 4.178 3.674
R3 3.993 3.897 3.596
R2 3.712 3.712 3.571
R1 3.616 3.616 3.545 3.664
PP 3.431 3.431 3.431 3.456
S1 3.335 3.335 3.493 3.383
S2 3.150 3.150 3.467
S3 2.869 3.054 3.442
S4 2.588 2.773 3.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.600 3.327 0.273 7.7% 0.092 2.6% 77% False False 77,920
10 3.600 3.247 0.353 10.0% 0.084 2.4% 82% False False 58,614
20 3.600 3.247 0.353 10.0% 0.077 2.2% 82% False False 47,005
40 3.600 3.142 0.458 12.9% 0.076 2.2% 86% False False 41,046
60 3.600 3.142 0.458 12.9% 0.075 2.1% 86% False False 36,126
80 3.600 3.142 0.458 12.9% 0.076 2.1% 86% False False 32,061
100 3.600 3.000 0.600 17.0% 0.072 2.0% 90% False False 30,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.832
2.618 3.734
1.618 3.674
1.000 3.637
0.618 3.614
HIGH 3.577
0.618 3.554
0.500 3.547
0.382 3.540
LOW 3.517
0.618 3.480
1.000 3.457
1.618 3.420
2.618 3.360
4.250 3.262
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 3.547 3.543
PP 3.544 3.541
S1 3.541 3.540

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

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