NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 3.157 3.206 0.049 1.6% 3.205
High 3.213 3.229 0.016 0.5% 3.229
Low 3.144 3.176 0.032 1.0% 3.081
Close 3.206 3.225 0.019 0.6% 3.133
Range 0.069 0.053 -0.016 -23.2% 0.148
ATR 0.058 0.058 0.000 -0.7% 0.000
Volume 14,147 9,565 -4,582 -32.4% 54,276
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.369 3.350 3.254
R3 3.316 3.297 3.240
R2 3.263 3.263 3.235
R1 3.244 3.244 3.230 3.254
PP 3.210 3.210 3.210 3.215
S1 3.191 3.191 3.220 3.201
S2 3.157 3.157 3.215
S3 3.104 3.138 3.210
S4 3.051 3.085 3.196
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 3.592 3.510 3.214
R3 3.444 3.362 3.174
R2 3.296 3.296 3.160
R1 3.214 3.214 3.147 3.181
PP 3.148 3.148 3.148 3.131
S1 3.066 3.066 3.119 3.033
S2 3.000 3.000 3.106
S3 2.852 2.918 3.092
S4 2.704 2.770 3.052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.229 3.081 0.148 4.6% 0.054 1.7% 97% True False 10,710
10 3.229 3.081 0.148 4.6% 0.058 1.8% 97% True False 12,139
20 3.229 2.867 0.362 11.2% 0.055 1.7% 99% True False 10,669
40 3.229 2.760 0.469 14.5% 0.052 1.6% 99% True False 8,413
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.454
2.618 3.368
1.618 3.315
1.000 3.282
0.618 3.262
HIGH 3.229
0.618 3.209
0.500 3.203
0.382 3.196
LOW 3.176
0.618 3.143
1.000 3.123
1.618 3.090
2.618 3.037
4.250 2.951
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 3.218 3.202
PP 3.210 3.179
S1 3.203 3.157

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

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