NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.764 |
2.725 |
-0.039 |
-1.4% |
2.889 |
| High |
2.770 |
2.743 |
-0.027 |
-1.0% |
2.943 |
| Low |
2.708 |
2.665 |
-0.043 |
-1.6% |
2.770 |
| Close |
2.717 |
2.676 |
-0.041 |
-1.5% |
2.792 |
| Range |
0.062 |
0.078 |
0.016 |
25.8% |
0.173 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.1% |
0.000 |
| Volume |
126,923 |
139,254 |
12,331 |
9.7% |
639,598 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.929 |
2.880 |
2.719 |
|
| R3 |
2.851 |
2.802 |
2.697 |
|
| R2 |
2.773 |
2.773 |
2.690 |
|
| R1 |
2.724 |
2.724 |
2.683 |
2.710 |
| PP |
2.695 |
2.695 |
2.695 |
2.687 |
| S1 |
2.646 |
2.646 |
2.669 |
2.632 |
| S2 |
2.617 |
2.617 |
2.662 |
|
| S3 |
2.539 |
2.568 |
2.655 |
|
| S4 |
2.461 |
2.490 |
2.633 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.246 |
2.887 |
|
| R3 |
3.181 |
3.073 |
2.840 |
|
| R2 |
3.008 |
3.008 |
2.824 |
|
| R1 |
2.900 |
2.900 |
2.808 |
2.868 |
| PP |
2.835 |
2.835 |
2.835 |
2.819 |
| S1 |
2.727 |
2.727 |
2.776 |
2.695 |
| S2 |
2.662 |
2.662 |
2.760 |
|
| S3 |
2.489 |
2.554 |
2.744 |
|
| S4 |
2.316 |
2.381 |
2.697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.900 |
2.665 |
0.235 |
8.8% |
0.078 |
2.9% |
5% |
False |
True |
130,535 |
| 10 |
2.949 |
2.665 |
0.284 |
10.6% |
0.090 |
3.4% |
4% |
False |
True |
133,385 |
| 20 |
2.949 |
2.580 |
0.369 |
13.8% |
0.087 |
3.2% |
26% |
False |
False |
111,759 |
| 40 |
2.949 |
2.580 |
0.369 |
13.8% |
0.090 |
3.3% |
26% |
False |
False |
82,691 |
| 60 |
3.022 |
2.580 |
0.442 |
16.5% |
0.092 |
3.4% |
22% |
False |
False |
68,215 |
| 80 |
3.022 |
2.277 |
0.745 |
27.8% |
0.086 |
3.2% |
54% |
False |
False |
60,059 |
| 100 |
3.022 |
2.254 |
0.768 |
28.7% |
0.083 |
3.1% |
55% |
False |
False |
53,448 |
| 120 |
3.022 |
2.201 |
0.821 |
30.7% |
0.080 |
3.0% |
58% |
False |
False |
47,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.075 |
|
2.618 |
2.947 |
|
1.618 |
2.869 |
|
1.000 |
2.821 |
|
0.618 |
2.791 |
|
HIGH |
2.743 |
|
0.618 |
2.713 |
|
0.500 |
2.704 |
|
0.382 |
2.695 |
|
LOW |
2.665 |
|
0.618 |
2.617 |
|
1.000 |
2.587 |
|
1.618 |
2.539 |
|
2.618 |
2.461 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.704 |
2.745 |
| PP |
2.695 |
2.722 |
| S1 |
2.685 |
2.699 |
|