NYMEX Natural Gas Future December 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 3.170 3.172 0.002 0.1% 3.085
High 3.242 3.205 -0.037 -1.1% 3.168
Low 3.143 3.131 -0.012 -0.4% 3.037
Close 3.173 3.191 0.018 0.6% 3.119
Range 0.099 0.074 -0.025 -25.3% 0.131
ATR 0.078 0.077 0.000 -0.3% 0.000
Volume 39,405 36,228 -3,177 -8.1% 138,660
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.398 3.368 3.232
R3 3.324 3.294 3.211
R2 3.250 3.250 3.205
R1 3.220 3.220 3.198 3.235
PP 3.176 3.176 3.176 3.183
S1 3.146 3.146 3.184 3.161
S2 3.102 3.102 3.177
S3 3.028 3.072 3.171
S4 2.954 2.998 3.150
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.501 3.441 3.191
R3 3.370 3.310 3.155
R2 3.239 3.239 3.143
R1 3.179 3.179 3.131 3.209
PP 3.108 3.108 3.108 3.123
S1 3.048 3.048 3.107 3.078
S2 2.977 2.977 3.095
S3 2.846 2.917 3.083
S4 2.715 2.786 3.047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.242 3.107 0.135 4.2% 0.076 2.4% 62% False False 37,597
10 3.242 3.037 0.205 6.4% 0.073 2.3% 75% False False 34,342
20 3.258 3.010 0.248 7.8% 0.079 2.5% 73% False False 29,393
40 3.330 3.010 0.320 10.0% 0.075 2.4% 57% False False 24,659
60 3.368 3.010 0.358 11.2% 0.077 2.4% 51% False False 20,769
80 3.368 2.867 0.501 15.7% 0.072 2.2% 65% False False 18,244
100 3.368 2.760 0.608 19.1% 0.067 2.1% 71% False False 15,827
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.520
2.618 3.399
1.618 3.325
1.000 3.279
0.618 3.251
HIGH 3.205
0.618 3.177
0.500 3.168
0.382 3.159
LOW 3.131
0.618 3.085
1.000 3.057
1.618 3.011
2.618 2.937
4.250 2.817
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 3.183 3.190
PP 3.176 3.188
S1 3.168 3.187

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

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