NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 3.021 3.040 0.019 0.6% 2.952
High 3.037 3.050 0.013 0.4% 3.050
Low 2.998 3.015 0.017 0.6% 2.950
Close 3.032 3.024 -0.008 -0.3% 3.024
Range 0.039 0.035 -0.004 -10.3% 0.100
ATR 0.054 0.053 -0.001 -2.5% 0.000
Volume 10,078 6,874 -3,204 -31.8% 42,680
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.135 3.114 3.043
R3 3.100 3.079 3.034
R2 3.065 3.065 3.030
R1 3.044 3.044 3.027 3.037
PP 3.030 3.030 3.030 3.026
S1 3.009 3.009 3.021 3.002
S2 2.995 2.995 3.018
S3 2.960 2.974 3.014
S4 2.925 2.939 3.005
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.308 3.266 3.079
R3 3.208 3.166 3.052
R2 3.108 3.108 3.042
R1 3.066 3.066 3.033 3.087
PP 3.008 3.008 3.008 3.019
S1 2.966 2.966 3.015 2.987
S2 2.908 2.908 3.006
S3 2.808 2.866 2.997
S4 2.708 2.766 2.969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.050 2.927 0.123 4.1% 0.049 1.6% 79% True False 10,020
10 3.050 2.867 0.183 6.1% 0.051 1.7% 86% True False 8,013
20 3.050 2.760 0.290 9.6% 0.050 1.6% 91% True False 7,152
40 3.062 2.726 0.336 11.1% 0.050 1.7% 89% False False 6,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.011
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.199
2.618 3.142
1.618 3.107
1.000 3.085
0.618 3.072
HIGH 3.050
0.618 3.037
0.500 3.033
0.382 3.028
LOW 3.015
0.618 2.993
1.000 2.980
1.618 2.958
2.618 2.923
4.250 2.866
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 3.033 3.020
PP 3.030 3.016
S1 3.027 3.012

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

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