NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 3.736 3.735 -0.001 0.0% 3.353
High 3.778 3.994 0.216 5.7% 3.715
Low 3.686 3.664 -0.022 -0.6% 3.242
Close 3.761 3.930 0.169 4.5% 3.662
Range 0.092 0.330 0.238 258.7% 0.473
ATR 0.157 0.170 0.012 7.8% 0.000
Volume 59,667 15,151 -44,516 -74.6% 631,533
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 4.853 4.721 4.112
R3 4.523 4.391 4.021
R2 4.193 4.193 3.991
R1 4.061 4.061 3.960 4.127
PP 3.863 3.863 3.863 3.896
S1 3.731 3.731 3.900 3.797
S2 3.533 3.533 3.870
S3 3.203 3.401 3.839
S4 2.873 3.071 3.749
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 4.959 4.783 3.922
R3 4.486 4.310 3.792
R2 4.013 4.013 3.749
R1 3.837 3.837 3.705 3.925
PP 3.540 3.540 3.540 3.584
S1 3.364 3.364 3.619 3.452
S2 3.067 3.067 3.575
S3 2.594 2.891 3.532
S4 2.121 2.418 3.402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.994 3.307 0.687 17.5% 0.204 5.2% 91% True False 84,346
10 3.994 3.242 0.752 19.1% 0.172 4.4% 91% True False 115,773
20 3.994 3.242 0.752 19.1% 0.169 4.3% 91% True False 161,235
40 3.994 2.722 1.272 32.4% 0.144 3.7% 95% True False 134,411
60 3.994 2.722 1.272 32.4% 0.131 3.3% 95% True False 112,265
80 3.994 2.722 1.272 32.4% 0.115 2.9% 95% True False 93,587
100 3.994 2.722 1.272 32.4% 0.107 2.7% 95% True False 81,013
120 3.994 2.722 1.272 32.4% 0.101 2.6% 95% True False 71,183
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 0.028
Widest range in 167 trading days
Fibonacci Retracements and Extensions
4.250 5.397
2.618 4.858
1.618 4.528
1.000 4.324
0.618 4.198
HIGH 3.994
0.618 3.868
0.500 3.829
0.382 3.790
LOW 3.664
0.618 3.460
1.000 3.334
1.618 3.130
2.618 2.800
4.250 2.262
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 3.896 3.875
PP 3.863 3.819
S1 3.829 3.764

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

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