NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 08-Sep-2016
Day Change Summary
Previous Current
07-Sep-2016 08-Sep-2016 Change Change % Previous Week
Open 3.066 3.045 -0.021 -0.7% 3.204
High 3.086 3.151 0.065 2.1% 3.255
Low 3.039 3.045 0.006 0.2% 3.093
Close 3.046 3.144 0.098 3.2% 3.101
Range 0.047 0.106 0.059 125.5% 0.162
ATR 0.075 0.077 0.002 3.0% 0.000
Volume 33,697 41,569 7,872 23.4% 130,532
Daily Pivots for day following 08-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.431 3.394 3.202
R3 3.325 3.288 3.173
R2 3.219 3.219 3.163
R1 3.182 3.182 3.154 3.201
PP 3.113 3.113 3.113 3.123
S1 3.076 3.076 3.134 3.095
S2 3.007 3.007 3.125
S3 2.901 2.970 3.115
S4 2.795 2.864 3.086
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 3.199 3.037 0.162 5.2% 0.069 2.2% 66% False False 31,087
10 3.258 3.037 0.221 7.0% 0.080 2.5% 48% False False 28,092
20 3.258 3.010 0.248 7.9% 0.075 2.4% 54% False False 24,774
40 3.330 3.010 0.320 10.2% 0.074 2.3% 42% False False 21,167
60 3.368 3.010 0.358 11.4% 0.075 2.4% 37% False False 18,529
80 3.368 2.760 0.608 19.3% 0.071 2.3% 63% False False 16,261
100 3.368 2.760 0.608 19.3% 0.067 2.1% 63% False False 14,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.602
2.618 3.429
1.618 3.323
1.000 3.257
0.618 3.217
HIGH 3.151
0.618 3.111
0.500 3.098
0.382 3.085
LOW 3.045
0.618 2.979
1.000 2.939
1.618 2.873
2.618 2.767
4.250 2.595
Fisher Pivots for day following 08-Sep-2016
Pivot 1 day 3 day
R1 3.129 3.127
PP 3.113 3.111
S1 3.098 3.094

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

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