NYMEX Natural Gas Future May 2017

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	3.352	3.417	0.065	1.9%	3.297
High	3.418	3.443	0.025	0.7%	3.436
Low	3.330	3.308	-0.022	-0.7%	3.286
Close	3.396	3.354	-0.042	-1.2%	3.404
Range	0.088	0.135	0.047	53.4%	0.150
ATR	0.000	0.093	0.093		0.000
Volume	22,366	32,629	10,263	45.9%	171,522

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.773	3.699	3.428
R3	3.638	3.564	3.391
R2	3.503	3.503	3.379
R1	3.429	3.429	3.366	3.399
PP	3.368	3.368	3.368	3.353
S1	3.294	3.294	3.342	3.264
S2	3.233	3.233	3.329
S3	3.098	3.159	3.317
S4	2.963	3.024	3.280

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.825	3.765	3.487
R3	3.675	3.615	3.445
R2	3.525	3.525	3.432
R1	3.465	3.465	3.418	3.495
PP	3.375	3.375	3.375	3.391
S1	3.315	3.315	3.390	3.345
S2	3.225	3.225	3.377
S3	3.075	3.165	3.363
S4	2.925	3.015	3.322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.443	3.295	0.148	4.4%	0.084	2.5%	40%	True	False	31,259
10	3.443	3.227	0.216	6.4%	0.095	2.8%	59%	True	False	31,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.017
2.618	3.796
1.618	3.661
1.000	3.578
0.618	3.526
HIGH	3.443
0.618	3.391
0.500	3.376
0.382	3.360
LOW	3.308
0.618	3.225
1.000	3.173
1.618	3.090
2.618	2.955
4.250	2.734

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	3.376	3.376
PP	3.368	3.368
S1	3.361	3.361

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols