NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 3.215 3.160 -0.055 -1.7% 3.039
High 3.255 3.212 -0.043 -1.3% 3.258
Low 3.139 3.136 -0.003 -0.1% 3.023
Close 3.157 3.203 0.046 1.5% 3.228
Range 0.116 0.076 -0.040 -34.5% 0.235
ATR 0.079 0.079 0.000 -0.3% 0.000
Volume 30,422 30,411 -11 0.0% 118,841
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.412 3.383 3.245
R3 3.336 3.307 3.224
R2 3.260 3.260 3.217
R1 3.231 3.231 3.210 3.246
PP 3.184 3.184 3.184 3.191
S1 3.155 3.155 3.196 3.170
S2 3.108 3.108 3.189
S3 3.032 3.079 3.182
S4 2.956 3.003 3.161
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 3.875 3.786 3.357
R3 3.640 3.551 3.293
R2 3.405 3.405 3.271
R1 3.316 3.316 3.250 3.361
PP 3.170 3.170 3.170 3.192
S1 3.081 3.081 3.206 3.126
S2 2.935 2.935 3.185
S3 2.700 2.846 3.163
S4 2.465 2.611 3.099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.258 3.118 0.140 4.4% 0.091 2.8% 61% False False 25,098
10 3.258 3.010 0.248 7.7% 0.086 2.7% 78% False False 24,443
20 3.299 3.010 0.289 9.0% 0.075 2.3% 67% False False 23,484
40 3.330 3.010 0.320 10.0% 0.075 2.3% 60% False False 18,924
60 3.368 3.010 0.358 11.2% 0.075 2.3% 54% False False 17,069
80 3.368 2.760 0.608 19.0% 0.069 2.1% 73% False False 14,692
100 3.368 2.747 0.621 19.4% 0.066 2.0% 73% False False 13,069
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.535
2.618 3.411
1.618 3.335
1.000 3.288
0.618 3.259
HIGH 3.212
0.618 3.183
0.500 3.174
0.382 3.165
LOW 3.136
0.618 3.089
1.000 3.060
1.618 3.013
2.618 2.937
4.250 2.813
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 3.193 3.201
PP 3.184 3.198
S1 3.174 3.196

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

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