NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 3.085 3.066 -0.019 -0.6% 3.204
High 3.092 3.086 -0.006 -0.2% 3.255
Low 3.037 3.039 0.002 0.1% 3.093
Close 3.059 3.046 -0.013 -0.4% 3.101
Range 0.055 0.047 -0.008 -14.5% 0.162
ATR 0.077 0.075 -0.002 -2.8% 0.000
Volume 29,091 33,697 4,606 15.8% 130,532
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.198 3.169 3.072
R3 3.151 3.122 3.059
R2 3.104 3.104 3.055
R1 3.075 3.075 3.050 3.066
PP 3.057 3.057 3.057 3.053
S1 3.028 3.028 3.042 3.019
S2 3.010 3.010 3.037
S3 2.963 2.981 3.033
S4 2.916 2.934 3.020
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 3.212 3.037 0.175 5.7% 0.063 2.1% 5% False False 28,856
10 3.258 3.037 0.221 7.3% 0.078 2.5% 4% False False 25,909
20 3.258 3.010 0.248 8.1% 0.073 2.4% 15% False False 24,185
40 3.330 3.010 0.320 10.5% 0.073 2.4% 11% False False 20,446
60 3.368 3.010 0.358 11.8% 0.074 2.4% 10% False False 18,058
80 3.368 2.760 0.608 20.0% 0.070 2.3% 47% False False 15,831
100 3.368 2.747 0.621 20.4% 0.067 2.2% 48% False False 14,004
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.286
2.618 3.209
1.618 3.162
1.000 3.133
0.618 3.115
HIGH 3.086
0.618 3.068
0.500 3.063
0.382 3.057
LOW 3.039
0.618 3.010
1.000 2.992
1.618 2.963
2.618 2.916
4.250 2.839
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 3.063 3.088
PP 3.057 3.074
S1 3.052 3.060

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

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