My 6 year old daughter is having nightmares nightly?

My daughter is having nightmares almost every night. She goes to bed at a reasonable hour (7:30 pm) but about 1 to 2 hours in, she wakes up shaking, crying and sometimes screaming. When she comes in my room she is still sleeping. I have asked her if she had a nightmare and she says, no. And in the morning can't remember a thing. I have put a surveillance cam in her room to monitor the activity prior to her coming in my room (I don't recommend this because it can be painful to watch). She wakes up and sits in her bed for up to 4 min., sometimes walks around her room picking things out of her closet and dresser. I'm very concerned because she has gone downstairs lately.