NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 2.956 2.980 0.024 0.8% 3.301
High 3.005 2.986 -0.019 -0.6% 3.316
Low 2.909 2.915 0.006 0.2% 2.909
Close 2.949 2.937 -0.012 -0.4% 2.937
Range 0.096 0.071 -0.025 -26.0% 0.407
ATR 0.108 0.106 -0.003 -2.5% 0.000
Volume 82,857 60,900 -21,957 -26.5% 411,735
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.159 3.119 2.976
R3 3.088 3.048 2.957
R2 3.017 3.017 2.950
R1 2.977 2.977 2.944 2.962
PP 2.946 2.946 2.946 2.938
S1 2.906 2.906 2.930 2.891
S2 2.875 2.875 2.924
S3 2.804 2.835 2.917
S4 2.733 2.764 2.898
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 4.275 4.013 3.161
R3 3.868 3.606 3.049
R2 3.461 3.461 3.012
R1 3.199 3.199 2.974 3.127
PP 3.054 3.054 3.054 3.018
S1 2.792 2.792 2.900 2.720
S2 2.647 2.647 2.862
S3 2.240 2.385 2.825
S4 1.833 1.978 2.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.316 2.909 0.407 13.9% 0.122 4.2% 7% False False 82,347
10 3.539 2.909 0.630 21.5% 0.129 4.4% 4% False False 83,933
20 3.675 2.909 0.766 26.1% 0.106 3.6% 4% False False 72,205
40 3.675 2.909 0.766 26.1% 0.092 3.1% 4% False False 57,416
60 3.675 2.909 0.766 26.1% 0.085 2.9% 4% False False 48,607
80 3.675 2.909 0.766 26.1% 0.082 2.8% 4% False False 42,793
100 3.675 2.909 0.766 26.1% 0.081 2.8% 4% False False 38,489
120 3.675 2.895 0.780 26.6% 0.078 2.6% 5% False False 35,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.288
2.618 3.172
1.618 3.101
1.000 3.057
0.618 3.030
HIGH 2.986
0.618 2.959
0.500 2.951
0.382 2.942
LOW 2.915
0.618 2.871
1.000 2.844
1.618 2.800
2.618 2.729
4.250 2.613
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 2.951 2.988
PP 2.946 2.971
S1 2.942 2.954

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

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