NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.834 |
2.879 |
0.045 |
1.6% |
2.632 |
| High |
2.900 |
2.890 |
-0.010 |
-0.3% |
2.949 |
| Low |
2.808 |
2.785 |
-0.023 |
-0.8% |
2.632 |
| Close |
2.887 |
2.792 |
-0.095 |
-3.3% |
2.913 |
| Range |
0.092 |
0.105 |
0.013 |
14.1% |
0.317 |
| ATR |
0.095 |
0.095 |
0.001 |
0.8% |
0.000 |
| Volume |
140,178 |
157,509 |
17,331 |
12.4% |
669,205 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.070 |
2.850 |
|
| R3 |
3.032 |
2.965 |
2.821 |
|
| R2 |
2.927 |
2.927 |
2.811 |
|
| R1 |
2.860 |
2.860 |
2.802 |
2.841 |
| PP |
2.822 |
2.822 |
2.822 |
2.813 |
| S1 |
2.755 |
2.755 |
2.782 |
2.736 |
| S2 |
2.717 |
2.717 |
2.773 |
|
| S3 |
2.612 |
2.650 |
2.763 |
|
| S4 |
2.507 |
2.545 |
2.734 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.782 |
3.665 |
3.087 |
|
| R3 |
3.465 |
3.348 |
3.000 |
|
| R2 |
3.148 |
3.148 |
2.971 |
|
| R1 |
3.031 |
3.031 |
2.942 |
3.090 |
| PP |
2.831 |
2.831 |
2.831 |
2.861 |
| S1 |
2.714 |
2.714 |
2.884 |
2.773 |
| S2 |
2.514 |
2.514 |
2.855 |
|
| S3 |
2.197 |
2.397 |
2.826 |
|
| S4 |
1.880 |
2.080 |
2.739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.949 |
2.785 |
0.164 |
5.9% |
0.102 |
3.7% |
4% |
False |
True |
140,969 |
| 10 |
2.949 |
2.608 |
0.341 |
12.2% |
0.101 |
3.6% |
54% |
False |
False |
131,263 |
| 20 |
2.949 |
2.580 |
0.369 |
13.2% |
0.090 |
3.2% |
57% |
False |
False |
107,888 |
| 40 |
2.949 |
2.580 |
0.369 |
13.2% |
0.092 |
3.3% |
57% |
False |
False |
77,307 |
| 60 |
3.022 |
2.580 |
0.442 |
15.8% |
0.093 |
3.3% |
48% |
False |
False |
65,203 |
| 80 |
3.022 |
2.277 |
0.745 |
26.7% |
0.086 |
3.1% |
69% |
False |
False |
56,525 |
| 100 |
3.022 |
2.254 |
0.768 |
27.5% |
0.082 |
2.9% |
70% |
False |
False |
50,461 |
| 120 |
3.022 |
2.201 |
0.821 |
29.4% |
0.080 |
2.9% |
72% |
False |
False |
45,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.336 |
|
2.618 |
3.165 |
|
1.618 |
3.060 |
|
1.000 |
2.995 |
|
0.618 |
2.955 |
|
HIGH |
2.890 |
|
0.618 |
2.850 |
|
0.500 |
2.838 |
|
0.382 |
2.825 |
|
LOW |
2.785 |
|
0.618 |
2.720 |
|
1.000 |
2.680 |
|
1.618 |
2.615 |
|
2.618 |
2.510 |
|
4.250 |
2.339 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.838 |
2.864 |
| PP |
2.822 |
2.840 |
| S1 |
2.807 |
2.816 |
|