NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 3.276 3.305 0.029 0.9% 3.152
High 3.339 3.368 0.029 0.9% 3.368
Low 3.268 3.287 0.019 0.6% 3.152
Close 3.319 3.365 0.046 1.4% 3.365
Range 0.071 0.081 0.010 14.1% 0.216
ATR 0.068 0.069 0.001 1.3% 0.000
Volume 18,351 12,393 -5,958 -32.5% 77,237
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.583 3.555 3.410
R3 3.502 3.474 3.387
R2 3.421 3.421 3.380
R1 3.393 3.393 3.372 3.407
PP 3.340 3.340 3.340 3.347
S1 3.312 3.312 3.358 3.326
S2 3.259 3.259 3.350
S3 3.178 3.231 3.343
S4 3.097 3.150 3.320
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 3.943 3.870 3.484
R3 3.727 3.654 3.424
R2 3.511 3.511 3.405
R1 3.438 3.438 3.385 3.475
PP 3.295 3.295 3.295 3.313
S1 3.222 3.222 3.345 3.259
S2 3.079 3.079 3.325
S3 2.863 3.006 3.306
S4 2.647 2.790 3.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.368 3.152 0.216 6.4% 0.080 2.4% 99% True False 15,447
10 3.368 3.126 0.242 7.2% 0.078 2.3% 99% True False 13,973
20 3.368 3.014 0.354 10.5% 0.068 2.0% 99% True False 12,883
40 3.368 2.760 0.608 18.1% 0.059 1.7% 100% True False 10,017
60 3.368 2.726 0.642 19.1% 0.056 1.7% 100% True False 8,872
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.712
2.618 3.580
1.618 3.499
1.000 3.449
0.618 3.418
HIGH 3.368
0.618 3.337
0.500 3.328
0.382 3.318
LOW 3.287
0.618 3.237
1.000 3.206
1.618 3.156
2.618 3.075
4.250 2.943
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 3.353 3.348
PP 3.340 3.330
S1 3.328 3.313

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

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