NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
3.182 |
3.122 |
-0.060 |
-1.9% |
3.204 |
High |
3.199 |
3.138 |
-0.061 |
-1.9% |
3.255 |
Low |
3.105 |
3.093 |
-0.012 |
-0.4% |
3.093 |
Close |
3.113 |
3.101 |
-0.012 |
-0.4% |
3.101 |
Range |
0.094 |
0.045 |
-0.049 |
-52.1% |
0.162 |
ATR |
0.080 |
0.078 |
-0.003 |
-3.1% |
0.000 |
Volume |
34,453 |
16,628 |
-17,825 |
-51.7% |
130,532 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.246 |
3.218 |
3.126 |
|
R3 |
3.201 |
3.173 |
3.113 |
|
R2 |
3.156 |
3.156 |
3.109 |
|
R1 |
3.128 |
3.128 |
3.105 |
3.120 |
PP |
3.111 |
3.111 |
3.111 |
3.106 |
S1 |
3.083 |
3.083 |
3.097 |
3.075 |
S2 |
3.066 |
3.066 |
3.093 |
|
S3 |
3.021 |
3.038 |
3.089 |
|
S4 |
2.976 |
2.993 |
3.076 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.636 |
3.530 |
3.190 |
|
R3 |
3.474 |
3.368 |
3.146 |
|
R2 |
3.312 |
3.312 |
3.131 |
|
R1 |
3.206 |
3.206 |
3.116 |
3.178 |
PP |
3.150 |
3.150 |
3.150 |
3.136 |
S1 |
3.044 |
3.044 |
3.086 |
3.016 |
S2 |
2.988 |
2.988 |
3.071 |
|
S3 |
2.826 |
2.882 |
3.056 |
|
S4 |
2.664 |
2.720 |
3.012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.255 |
3.093 |
0.162 |
5.2% |
0.079 |
2.5% |
5% |
False |
True |
26,106 |
10 |
3.258 |
3.023 |
0.235 |
7.6% |
0.083 |
2.7% |
33% |
False |
False |
24,937 |
20 |
3.258 |
3.010 |
0.248 |
8.0% |
0.075 |
2.4% |
37% |
False |
False |
23,853 |
40 |
3.330 |
3.010 |
0.320 |
10.3% |
0.075 |
2.4% |
28% |
False |
False |
19,550 |
60 |
3.368 |
3.010 |
0.358 |
11.5% |
0.074 |
2.4% |
25% |
False |
False |
17,364 |
80 |
3.368 |
2.760 |
0.608 |
19.6% |
0.070 |
2.3% |
56% |
False |
False |
15,172 |
100 |
3.368 |
2.747 |
0.621 |
20.0% |
0.066 |
2.1% |
57% |
False |
False |
13,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.329 |
2.618 |
3.256 |
1.618 |
3.211 |
1.000 |
3.183 |
0.618 |
3.166 |
HIGH |
3.138 |
0.618 |
3.121 |
0.500 |
3.116 |
0.382 |
3.110 |
LOW |
3.093 |
0.618 |
3.065 |
1.000 |
3.048 |
1.618 |
3.020 |
2.618 |
2.975 |
4.250 |
2.902 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
3.116 |
3.153 |
PP |
3.111 |
3.135 |
S1 |
3.106 |
3.118 |
|