NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 3.031 3.044 0.013 0.4% 3.188
High 3.097 3.100 0.003 0.1% 3.202
Low 3.022 3.040 0.018 0.6% 3.022
Close 3.064 3.073 0.009 0.3% 3.064
Range 0.075 0.060 -0.015 -20.0% 0.180
ATR 0.075 0.074 -0.001 -1.5% 0.000
Volume 19,955 13,574 -6,381 -32.0% 138,218
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.251 3.222 3.106
R3 3.191 3.162 3.090
R2 3.131 3.131 3.084
R1 3.102 3.102 3.079 3.117
PP 3.071 3.071 3.071 3.078
S1 3.042 3.042 3.068 3.057
S2 3.011 3.011 3.062
S3 2.951 2.982 3.057
S4 2.891 2.922 3.040
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.636 3.530 3.163
R3 3.456 3.350 3.114
R2 3.276 3.276 3.097
R1 3.170 3.170 3.081 3.133
PP 3.096 3.096 3.096 3.078
S1 2.990 2.990 3.048 2.953
S2 2.916 2.916 3.031
S3 2.736 2.810 3.015
S4 2.556 2.630 2.965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.188 3.022 0.166 5.4% 0.073 2.4% 31% False False 25,427
10 3.299 3.022 0.277 9.0% 0.071 2.3% 18% False False 23,894
20 3.330 3.022 0.308 10.0% 0.073 2.4% 17% False False 19,398
40 3.368 3.022 0.346 11.3% 0.077 2.5% 15% False False 16,307
60 3.368 2.867 0.501 16.3% 0.070 2.3% 41% False False 14,172
80 3.368 2.760 0.608 19.8% 0.065 2.1% 51% False False 12,239
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.355
2.618 3.257
1.618 3.197
1.000 3.160
0.618 3.137
HIGH 3.100
0.618 3.077
0.500 3.070
0.382 3.063
LOW 3.040
0.618 3.003
1.000 2.980
1.618 2.943
2.618 2.883
4.250 2.785
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 3.072 3.069
PP 3.071 3.065
S1 3.070 3.061

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

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