NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 3.080 3.067 -0.013 -0.4% 2.900
High 3.136 3.179 0.043 1.4% 2.993
Low 3.045 3.036 -0.009 -0.3% 2.844
Close 3.100 3.147 0.047 1.5% 2.980
Range 0.091 0.143 0.052 57.1% 0.149
ATR 0.117 0.119 0.002 1.6% 0.000
Volume 112,533 124,555 12,022 10.7% 467,511
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.550 3.491 3.226
R3 3.407 3.348 3.186
R2 3.264 3.264 3.173
R1 3.205 3.205 3.160 3.235
PP 3.121 3.121 3.121 3.135
S1 3.062 3.062 3.134 3.092
S2 2.978 2.978 3.121
S3 2.835 2.919 3.108
S4 2.692 2.776 3.068
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.386 3.332 3.062
R3 3.237 3.183 3.021
R2 3.088 3.088 3.007
R1 3.034 3.034 2.994 3.061
PP 2.939 2.939 2.939 2.953
S1 2.885 2.885 2.966 2.912
S2 2.790 2.790 2.953
S3 2.641 2.736 2.939
S4 2.492 2.587 2.898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.179 2.854 0.325 10.3% 0.109 3.5% 90% True False 101,337
10 3.179 2.749 0.430 13.7% 0.112 3.6% 93% True False 102,383
20 3.316 2.722 0.594 18.9% 0.122 3.9% 72% False False 98,601
40 3.675 2.722 0.953 30.3% 0.109 3.5% 45% False False 80,164
60 3.675 2.722 0.953 30.3% 0.096 3.0% 45% False False 65,735
80 3.675 2.722 0.953 30.3% 0.090 2.9% 45% False False 56,889
100 3.675 2.722 0.953 30.3% 0.087 2.8% 45% False False 49,593
120 3.675 2.722 0.953 30.3% 0.085 2.7% 45% False False 45,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.787
2.618 3.553
1.618 3.410
1.000 3.322
0.618 3.267
HIGH 3.179
0.618 3.124
0.500 3.108
0.382 3.091
LOW 3.036
0.618 2.948
1.000 2.893
1.618 2.805
2.618 2.662
4.250 2.428
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 3.134 3.133
PP 3.121 3.118
S1 3.108 3.104

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

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