NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 3.205 3.164 -0.041 -1.3% 3.043
High 3.229 3.165 -0.064 -2.0% 3.228
Low 3.164 3.118 -0.046 -1.5% 3.014
Close 3.182 3.139 -0.043 -1.4% 3.183
Range 0.065 0.047 -0.018 -27.7% 0.214
ATR 0.058 0.058 0.000 0.7% 0.000
Volume 11,104 13,333 2,229 20.1% 63,658
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.282 3.257 3.165
R3 3.235 3.210 3.152
R2 3.188 3.188 3.148
R1 3.163 3.163 3.143 3.152
PP 3.141 3.141 3.141 3.135
S1 3.116 3.116 3.135 3.105
S2 3.094 3.094 3.130
S3 3.047 3.069 3.126
S4 3.000 3.022 3.113
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.784 3.697 3.301
R3 3.570 3.483 3.242
R2 3.356 3.356 3.222
R1 3.269 3.269 3.203 3.313
PP 3.142 3.142 3.142 3.163
S1 3.055 3.055 3.163 3.099
S2 2.928 2.928 3.144
S3 2.714 2.841 3.124
S4 2.500 2.627 3.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.229 3.099 0.130 4.1% 0.062 2.0% 31% False False 13,568
10 3.229 2.973 0.256 8.2% 0.057 1.8% 65% False False 11,782
20 3.229 2.760 0.469 14.9% 0.059 1.9% 81% False False 9,458
40 3.229 2.760 0.469 14.9% 0.054 1.7% 81% False False 8,151
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 3.365
2.618 3.288
1.618 3.241
1.000 3.212
0.618 3.194
HIGH 3.165
0.618 3.147
0.500 3.142
0.382 3.136
LOW 3.118
0.618 3.089
1.000 3.071
1.618 3.042
2.618 2.995
4.250 2.918
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 3.142 3.174
PP 3.141 3.162
S1 3.140 3.151

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

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