NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 3.182 3.122 -0.060 -1.9% 3.204
High 3.199 3.138 -0.061 -1.9% 3.255
Low 3.105 3.093 -0.012 -0.4% 3.093
Close 3.113 3.101 -0.012 -0.4% 3.101
Range 0.094 0.045 -0.049 -52.1% 0.162
ATR 0.080 0.078 -0.003 -3.1% 0.000
Volume 34,453 16,628 -17,825 -51.7% 130,532
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.246 3.218 3.126
R3 3.201 3.173 3.113
R2 3.156 3.156 3.109
R1 3.128 3.128 3.105 3.120
PP 3.111 3.111 3.111 3.106
S1 3.083 3.083 3.097 3.075
S2 3.066 3.066 3.093
S3 3.021 3.038 3.089
S4 2.976 2.993 3.076
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.636 3.530 3.190
R3 3.474 3.368 3.146
R2 3.312 3.312 3.131
R1 3.206 3.206 3.116 3.178
PP 3.150 3.150 3.150 3.136
S1 3.044 3.044 3.086 3.016
S2 2.988 2.988 3.071
S3 2.826 2.882 3.056
S4 2.664 2.720 3.012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.255 3.093 0.162 5.2% 0.079 2.5% 5% False True 26,106
10 3.258 3.023 0.235 7.6% 0.083 2.7% 33% False False 24,937
20 3.258 3.010 0.248 8.0% 0.075 2.4% 37% False False 23,853
40 3.330 3.010 0.320 10.3% 0.075 2.4% 28% False False 19,550
60 3.368 3.010 0.358 11.5% 0.074 2.4% 25% False False 17,364
80 3.368 2.760 0.608 19.6% 0.070 2.3% 56% False False 15,172
100 3.368 2.747 0.621 20.0% 0.066 2.1% 57% False False 13,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.329
2.618 3.256
1.618 3.211
1.000 3.183
0.618 3.166
HIGH 3.138
0.618 3.121
0.500 3.116
0.382 3.110
LOW 3.093
0.618 3.065
1.000 3.048
1.618 3.020
2.618 2.975
4.250 2.902
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 3.116 3.153
PP 3.111 3.135
S1 3.106 3.118

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

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