NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 3.142 3.196 0.054 1.7% 3.228
High 3.205 3.274 0.069 2.2% 3.272
Low 3.127 3.148 0.021 0.7% 3.118
Close 3.183 3.260 0.077 2.4% 3.132
Range 0.078 0.126 0.048 61.5% 0.154
ATR 0.074 0.078 0.004 5.0% 0.000
Volume 65,354 67,932 2,578 3.9% 221,659
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 3.605 3.559 3.329
R3 3.479 3.433 3.295
R2 3.353 3.353 3.283
R1 3.307 3.307 3.272 3.330
PP 3.227 3.227 3.227 3.239
S1 3.181 3.181 3.248 3.204
S2 3.101 3.101 3.237
S3 2.975 3.055 3.225
S4 2.849 2.929 3.191
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.636 3.538 3.217
R3 3.482 3.384 3.174
R2 3.328 3.328 3.160
R1 3.230 3.230 3.146 3.202
PP 3.174 3.174 3.174 3.160
S1 3.076 3.076 3.118 3.048
S2 3.020 3.020 3.104
S3 2.866 2.922 3.090
S4 2.712 2.768 3.047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.274 3.112 0.162 5.0% 0.078 2.4% 91% True False 57,869
10 3.352 3.112 0.240 7.4% 0.077 2.4% 62% False False 47,354
20 3.352 3.045 0.307 9.4% 0.078 2.4% 70% False False 41,727
40 3.352 3.010 0.342 10.5% 0.075 2.3% 73% False False 32,956
60 3.352 3.010 0.342 10.5% 0.075 2.3% 73% False False 27,540
80 3.368 3.010 0.358 11.0% 0.075 2.3% 70% False False 23,975
100 3.368 2.760 0.608 18.7% 0.072 2.2% 82% False False 21,011
120 3.368 2.747 0.621 19.0% 0.068 2.1% 83% False False 18,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 48 trading days
Fibonacci Retracements and Extensions
4.250 3.810
2.618 3.604
1.618 3.478
1.000 3.400
0.618 3.352
HIGH 3.274
0.618 3.226
0.500 3.211
0.382 3.196
LOW 3.148
0.618 3.070
1.000 3.022
1.618 2.944
2.618 2.818
4.250 2.613
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 3.244 3.238
PP 3.227 3.215
S1 3.211 3.193

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

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