NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 3.172 3.179 0.007 0.2% 3.133
High 3.205 3.222 0.017 0.5% 3.242
Low 3.131 3.147 0.016 0.5% 3.131
Close 3.191 3.211 0.020 0.6% 3.211
Range 0.074 0.075 0.001 1.4% 0.111
ATR 0.077 0.077 0.000 -0.2% 0.000
Volume 36,228 28,045 -8,183 -22.6% 181,728
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.418 3.390 3.252
R3 3.343 3.315 3.232
R2 3.268 3.268 3.225
R1 3.240 3.240 3.218 3.254
PP 3.193 3.193 3.193 3.201
S1 3.165 3.165 3.204 3.179
S2 3.118 3.118 3.197
S3 3.043 3.090 3.190
S4 2.968 3.015 3.170
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.528 3.480 3.272
R3 3.417 3.369 3.242
R2 3.306 3.306 3.231
R1 3.258 3.258 3.221 3.282
PP 3.195 3.195 3.195 3.207
S1 3.147 3.147 3.201 3.171
S2 3.084 3.084 3.191
S3 2.973 3.036 3.180
S4 2.862 2.925 3.150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.242 3.131 0.111 3.5% 0.079 2.4% 72% False False 36,345
10 3.242 3.037 0.205 6.4% 0.071 2.2% 85% False False 33,701
20 3.258 3.010 0.248 7.7% 0.080 2.5% 81% False False 29,773
40 3.330 3.010 0.320 10.0% 0.076 2.4% 63% False False 25,007
60 3.368 3.010 0.358 11.1% 0.077 2.4% 56% False False 20,993
80 3.368 2.878 0.490 15.3% 0.072 2.2% 68% False False 18,517
100 3.368 2.760 0.608 18.9% 0.067 2.1% 74% False False 16,055
120 3.368 2.700 0.668 20.8% 0.065 2.0% 76% False False 14,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.541
2.618 3.418
1.618 3.343
1.000 3.297
0.618 3.268
HIGH 3.222
0.618 3.193
0.500 3.185
0.382 3.176
LOW 3.147
0.618 3.101
1.000 3.072
1.618 3.026
2.618 2.951
4.250 2.828
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 3.202 3.203
PP 3.193 3.195
S1 3.185 3.187

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

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