NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 3.160 3.164 0.004 0.1% 3.239
High 3.199 3.301 0.102 3.2% 3.252
Low 3.148 3.156 0.008 0.3% 3.095
Close 3.164 3.287 0.123 3.9% 3.205
Range 0.051 0.145 0.094 184.3% 0.157
ATR 0.070 0.076 0.005 7.6% 0.000
Volume 15,618 30,500 14,882 95.3% 53,757
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.683 3.630 3.367
R3 3.538 3.485 3.327
R2 3.393 3.393 3.314
R1 3.340 3.340 3.300 3.367
PP 3.248 3.248 3.248 3.261
S1 3.195 3.195 3.274 3.222
S2 3.103 3.103 3.260
S3 2.958 3.050 3.247
S4 2.813 2.905 3.207
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.655 3.587 3.291
R3 3.498 3.430 3.248
R2 3.341 3.341 3.234
R1 3.273 3.273 3.219 3.229
PP 3.184 3.184 3.184 3.162
S1 3.116 3.116 3.191 3.072
S2 3.027 3.027 3.176
S3 2.870 2.959 3.162
S4 2.713 2.802 3.119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.301 3.130 0.171 5.2% 0.080 2.4% 92% True False 16,782
10 3.301 3.095 0.206 6.3% 0.074 2.2% 93% True False 13,350
20 3.368 3.095 0.273 8.3% 0.079 2.4% 70% False False 13,629
40 3.368 2.998 0.370 11.3% 0.072 2.2% 78% False False 12,911
60 3.368 2.760 0.608 18.5% 0.065 2.0% 87% False False 10,856
80 3.368 2.700 0.668 20.3% 0.061 1.9% 88% False False 9,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 3.917
2.618 3.681
1.618 3.536
1.000 3.446
0.618 3.391
HIGH 3.301
0.618 3.246
0.500 3.229
0.382 3.211
LOW 3.156
0.618 3.066
1.000 3.011
1.618 2.921
2.618 2.776
4.250 2.540
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 3.268 3.266
PP 3.248 3.245
S1 3.229 3.224

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

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