NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 3.044 3.063 0.019 0.6% 3.188
High 3.100 3.097 -0.003 -0.1% 3.202
Low 3.040 3.063 0.023 0.8% 3.022
Close 3.073 3.092 0.019 0.6% 3.064
Range 0.060 0.034 -0.026 -43.3% 0.180
ATR 0.074 0.071 -0.003 -3.9% 0.000
Volume 13,574 11,110 -2,464 -18.2% 138,218
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.186 3.173 3.111
R3 3.152 3.139 3.101
R2 3.118 3.118 3.098
R1 3.105 3.105 3.095 3.112
PP 3.084 3.084 3.084 3.087
S1 3.071 3.071 3.089 3.078
S2 3.050 3.050 3.086
S3 3.016 3.037 3.083
S4 2.982 3.003 3.073
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 3.120 3.022 0.098 3.2% 0.061 2.0% 71% False False 21,351
10 3.299 3.022 0.277 9.0% 0.068 2.2% 25% False False 22,899
20 3.330 3.022 0.308 10.0% 0.072 2.3% 23% False False 19,529
40 3.368 3.022 0.346 11.2% 0.076 2.5% 20% False False 16,231
60 3.368 2.867 0.501 16.2% 0.069 2.2% 45% False False 14,285
80 3.368 2.760 0.608 19.7% 0.064 2.1% 55% False False 12,288
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 3.242
2.618 3.186
1.618 3.152
1.000 3.131
0.618 3.118
HIGH 3.097
0.618 3.084
0.500 3.080
0.382 3.076
LOW 3.063
0.618 3.042
1.000 3.029
1.618 3.008
2.618 2.974
4.250 2.919
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 3.088 3.082
PP 3.084 3.071
S1 3.080 3.061

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

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