NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 2.952 2.997 0.045 1.5% 2.931
High 3.015 3.028 0.013 0.4% 2.978
Low 2.950 2.973 0.023 0.8% 2.867
Close 2.997 3.003 0.006 0.2% 2.967
Range 0.065 0.055 -0.010 -15.4% 0.111
ATR 0.055 0.055 0.000 0.0% 0.000
Volume 12,949 12,779 -170 -1.3% 33,089
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.166 3.140 3.033
R3 3.111 3.085 3.018
R2 3.056 3.056 3.013
R1 3.030 3.030 3.008 3.043
PP 3.001 3.001 3.001 3.008
S1 2.975 2.975 2.998 2.988
S2 2.946 2.946 2.993
S3 2.891 2.920 2.988
S4 2.836 2.865 2.973
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 3.270 3.230 3.028
R3 3.159 3.119 2.998
R2 3.048 3.048 2.987
R1 3.008 3.008 2.977 3.028
PP 2.937 2.937 2.937 2.948
S1 2.897 2.897 2.957 2.917
S2 2.826 2.826 2.947
S3 2.715 2.786 2.936
S4 2.604 2.675 2.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.028 2.878 0.150 5.0% 0.056 1.9% 83% True False 9,706
10 3.028 2.760 0.268 8.9% 0.062 2.1% 91% True False 7,653
20 3.028 2.760 0.268 8.9% 0.051 1.7% 91% True False 6,747
40 3.062 2.700 0.362 12.1% 0.051 1.7% 84% False False 6,692
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.262
2.618 3.172
1.618 3.117
1.000 3.083
0.618 3.062
HIGH 3.028
0.618 3.007
0.500 3.001
0.382 2.994
LOW 2.973
0.618 2.939
1.000 2.918
1.618 2.884
2.618 2.829
4.250 2.739
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 3.002 2.995
PP 3.001 2.986
S1 3.001 2.978

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

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