NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 3.039 3.037 -0.002 -0.1% 3.044
High 3.080 3.130 0.050 1.6% 3.125
Low 3.023 3.026 0.003 0.1% 3.010
Close 3.046 3.128 0.082 2.7% 3.022
Range 0.057 0.104 0.047 82.5% 0.115
ATR 0.071 0.073 0.002 3.3% 0.000
Volume 31,706 21,364 -10,342 -32.6% 89,475
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.407 3.371 3.185
R3 3.303 3.267 3.157
R2 3.199 3.199 3.147
R1 3.163 3.163 3.138 3.181
PP 3.095 3.095 3.095 3.104
S1 3.059 3.059 3.118 3.077
S2 2.991 2.991 3.109
S3 2.887 2.955 3.099
S4 2.783 2.851 3.071
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.397 3.325 3.085
R3 3.282 3.210 3.054
R2 3.167 3.167 3.043
R1 3.095 3.095 3.033 3.074
PP 3.052 3.052 3.052 3.042
S1 2.980 2.980 3.011 2.959
S2 2.937 2.937 3.001
S3 2.822 2.865 2.990
S4 2.707 2.750 2.959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.130 3.010 0.120 3.8% 0.076 2.4% 98% True False 23,572
10 3.130 3.010 0.120 3.8% 0.068 2.2% 98% True False 22,461
20 3.330 3.010 0.320 10.2% 0.074 2.4% 37% False False 22,290
40 3.368 3.010 0.358 11.4% 0.076 2.4% 33% False False 17,734
60 3.368 2.950 0.418 13.4% 0.071 2.3% 43% False False 15,697
80 3.368 2.760 0.608 19.4% 0.066 2.1% 61% False False 13,281
100 3.368 2.700 0.668 21.4% 0.063 2.0% 64% False False 12,000
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 0.012
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.572
2.618 3.402
1.618 3.298
1.000 3.234
0.618 3.194
HIGH 3.130
0.618 3.090
0.500 3.078
0.382 3.066
LOW 3.026
0.618 2.962
1.000 2.922
1.618 2.858
2.618 2.754
4.250 2.584
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 3.111 3.109
PP 3.095 3.089
S1 3.078 3.070

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

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