NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 3.198 3.152 -0.046 -1.4% 3.157
High 3.204 3.213 0.009 0.3% 3.245
Low 3.129 3.152 0.023 0.7% 3.126
Close 3.175 3.194 0.019 0.6% 3.175
Range 0.075 0.061 -0.014 -18.7% 0.119
ATR 0.063 0.063 0.000 -0.2% 0.000
Volume 9,602 9,384 -218 -2.3% 62,496
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.369 3.343 3.228
R3 3.308 3.282 3.211
R2 3.247 3.247 3.205
R1 3.221 3.221 3.200 3.234
PP 3.186 3.186 3.186 3.193
S1 3.160 3.160 3.188 3.173
S2 3.125 3.125 3.183
S3 3.064 3.099 3.177
S4 3.003 3.038 3.160
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.539 3.476 3.240
R3 3.420 3.357 3.208
R2 3.301 3.301 3.197
R1 3.238 3.238 3.186 3.270
PP 3.182 3.182 3.182 3.198
S1 3.119 3.119 3.164 3.151
S2 3.063 3.063 3.153
S3 2.944 3.000 3.142
S4 2.825 2.881 3.110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.245 3.126 0.119 3.7% 0.074 2.3% 57% False False 11,546
10 3.245 3.081 0.164 5.1% 0.063 2.0% 69% False False 11,505
20 3.245 2.950 0.295 9.2% 0.061 1.9% 83% False False 11,624
40 3.245 2.760 0.485 15.2% 0.055 1.7% 89% False False 8,828
60 3.245 2.700 0.545 17.1% 0.054 1.7% 91% False False 8,177
Crabel Price Patterns
NR True
NR4 True
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 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.472
2.618 3.373
1.618 3.312
1.000 3.274
0.618 3.251
HIGH 3.213
0.618 3.190
0.500 3.183
0.382 3.175
LOW 3.152
0.618 3.114
1.000 3.091
1.618 3.053
2.618 2.992
4.250 2.893
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 3.190 3.186
PP 3.186 3.178
S1 3.183 3.170

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

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