NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 3.225 3.152 -0.073 -2.3% 3.205
High 3.245 3.210 -0.035 -1.1% 3.229
Low 3.150 3.126 -0.024 -0.8% 3.081
Close 3.177 3.202 0.025 0.8% 3.133
Range 0.095 0.084 -0.011 -11.6% 0.148
ATR 0.061 0.062 0.002 2.8% 0.000
Volume 14,632 14,550 -82 -0.6% 54,276
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.431 3.401 3.248
R3 3.347 3.317 3.225
R2 3.263 3.263 3.217
R1 3.233 3.233 3.210 3.248
PP 3.179 3.179 3.179 3.187
S1 3.149 3.149 3.194 3.164
S2 3.095 3.095 3.187
S3 3.011 3.065 3.179
S4 2.927 2.981 3.156
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.592 3.510 3.214
R3 3.444 3.362 3.174
R2 3.296 3.296 3.160
R1 3.214 3.214 3.147 3.181
PP 3.148 3.148 3.148 3.131
S1 3.066 3.066 3.119 3.033
S2 3.000 3.000 3.106
S3 2.852 2.918 3.092
S4 2.704 2.770 3.052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.245 3.084 0.161 5.0% 0.072 2.2% 73% False False 12,599
10 3.245 3.081 0.164 5.1% 0.061 1.9% 74% False False 11,718
20 3.245 2.927 0.318 9.9% 0.058 1.8% 86% False False 11,457
40 3.245 2.760 0.485 15.1% 0.053 1.7% 91% False False 8,743
60 3.245 2.700 0.545 17.0% 0.054 1.7% 92% False False 8,128
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.567
2.618 3.430
1.618 3.346
1.000 3.294
0.618 3.262
HIGH 3.210
0.618 3.178
0.500 3.168
0.382 3.158
LOW 3.126
0.618 3.074
1.000 3.042
1.618 2.990
2.618 2.906
4.250 2.769
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 3.191 3.197
PP 3.179 3.191
S1 3.168 3.186

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

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