NYMEX Natural Gas Future March 2017


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 3.340 3.315 -0.025 -0.7% 3.094
High 3.357 3.490 0.133 4.0% 3.233
Low 3.291 3.289 -0.002 -0.1% 3.061
Close 3.328 3.462 0.134 4.0% 3.224
Range 0.066 0.201 0.135 204.5% 0.172
ATR 0.101 0.108 0.007 7.0% 0.000
Volume 64,693 102,464 37,771 58.4% 115,202
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 4.017 3.940 3.573
R3 3.816 3.739 3.517
R2 3.615 3.615 3.499
R1 3.538 3.538 3.480 3.577
PP 3.414 3.414 3.414 3.433
S1 3.337 3.337 3.444 3.376
S2 3.213 3.213 3.425
S3 3.012 3.136 3.407
S4 2.811 2.935 3.351
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 3.689 3.628 3.319
R3 3.517 3.456 3.271
R2 3.345 3.345 3.256
R1 3.284 3.284 3.240 3.315
PP 3.173 3.173 3.173 3.188
S1 3.112 3.112 3.208 3.143
S2 3.001 3.001 3.192
S3 2.829 2.940 3.177
S4 2.657 2.768 3.129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.490 3.141 0.349 10.1% 0.107 3.1% 92% True False 60,556
10 3.490 2.903 0.587 17.0% 0.097 2.8% 95% True False 46,751
20 3.490 2.764 0.726 21.0% 0.103 3.0% 96% True False 43,865
40 3.630 2.764 0.866 25.0% 0.102 2.9% 81% False False 41,774
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 0.018
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.344
2.618 4.016
1.618 3.815
1.000 3.691
0.618 3.614
HIGH 3.490
0.618 3.413
0.500 3.390
0.382 3.366
LOW 3.289
0.618 3.165
1.000 3.088
1.618 2.964
2.618 2.763
4.250 2.435
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 3.438 3.436
PP 3.414 3.409
S1 3.390 3.383

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

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