NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 3.270 3.242 -0.028 -0.9% 3.217
High 3.270 3.242 -0.028 -0.9% 3.352
Low 3.219 3.148 -0.071 -2.2% 3.169
Close 3.242 3.199 -0.043 -1.3% 3.220
Range 0.051 0.094 0.043 84.3% 0.183
ATR 0.075 0.077 0.001 1.8% 0.000
Volume 40,278 47,428 7,150 17.8% 168,129
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.478 3.433 3.251
R3 3.384 3.339 3.225
R2 3.290 3.290 3.216
R1 3.245 3.245 3.208 3.221
PP 3.196 3.196 3.196 3.184
S1 3.151 3.151 3.190 3.127
S2 3.102 3.102 3.182
S3 3.008 3.057 3.173
S4 2.914 2.963 3.147
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.796 3.691 3.321
R3 3.613 3.508 3.270
R2 3.430 3.430 3.254
R1 3.325 3.325 3.237 3.378
PP 3.247 3.247 3.247 3.273
S1 3.142 3.142 3.203 3.195
S2 3.064 3.064 3.186
S3 2.881 2.959 3.170
S4 2.698 2.776 3.119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.352 3.148 0.204 6.4% 0.076 2.4% 25% False True 36,838
10 3.352 3.131 0.221 6.9% 0.076 2.4% 31% False False 35,187
20 3.352 3.037 0.315 9.8% 0.074 2.3% 51% False False 34,473
40 3.352 3.010 0.342 10.7% 0.075 2.3% 55% False False 28,778
60 3.352 3.010 0.342 10.7% 0.075 2.3% 55% False False 23,826
80 3.368 3.010 0.358 11.2% 0.075 2.3% 53% False False 21,190
100 3.368 2.760 0.608 19.0% 0.070 2.2% 72% False False 18,396
120 3.368 2.726 0.642 20.1% 0.067 2.1% 74% False False 16,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.642
2.618 3.488
1.618 3.394
1.000 3.336
0.618 3.300
HIGH 3.242
0.618 3.206
0.500 3.195
0.382 3.184
LOW 3.148
0.618 3.090
1.000 3.054
1.618 2.996
2.618 2.902
4.250 2.749
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 3.198 3.210
PP 3.196 3.206
S1 3.195 3.203

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

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