NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 3.063 3.095 0.032 1.0% 3.188
High 3.097 3.105 0.008 0.3% 3.202
Low 3.063 3.055 -0.008 -0.3% 3.022
Close 3.092 3.083 -0.009 -0.3% 3.064
Range 0.034 0.050 0.016 47.1% 0.180
ATR 0.071 0.070 -0.002 -2.1% 0.000
Volume 11,110 18,647 7,537 67.8% 138,218
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.231 3.207 3.111
R3 3.181 3.157 3.097
R2 3.131 3.131 3.092
R1 3.107 3.107 3.088 3.094
PP 3.081 3.081 3.081 3.075
S1 3.057 3.057 3.078 3.044
S2 3.031 3.031 3.074
S3 2.981 3.007 3.069
S4 2.931 2.957 3.056
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 3.105 3.022 0.083 2.7% 0.058 1.9% 73% True False 19,125
10 3.299 3.022 0.277 9.0% 0.063 2.0% 22% False False 22,526
20 3.330 3.022 0.308 10.0% 0.071 2.3% 20% False False 19,925
40 3.368 3.022 0.346 11.2% 0.076 2.5% 18% False False 16,458
60 3.368 2.867 0.501 16.3% 0.069 2.2% 43% False False 14,528
80 3.368 2.760 0.608 19.7% 0.064 2.1% 53% False False 12,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.318
2.618 3.236
1.618 3.186
1.000 3.155
0.618 3.136
HIGH 3.105
0.618 3.086
0.500 3.080
0.382 3.074
LOW 3.055
0.618 3.024
1.000 3.005
1.618 2.974
2.618 2.924
4.250 2.843
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 3.082 3.080
PP 3.081 3.076
S1 3.080 3.073

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

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