NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.725 |
2.681 |
-0.044 |
-1.6% |
2.889 |
| High |
2.743 |
2.821 |
0.078 |
2.8% |
2.943 |
| Low |
2.665 |
2.679 |
0.014 |
0.5% |
2.770 |
| Close |
2.676 |
2.806 |
0.130 |
4.9% |
2.792 |
| Range |
0.078 |
0.142 |
0.064 |
82.1% |
0.173 |
| ATR |
0.091 |
0.095 |
0.004 |
4.3% |
0.000 |
| Volume |
139,254 |
212,586 |
73,332 |
52.7% |
639,598 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.195 |
3.142 |
2.884 |
|
| R3 |
3.053 |
3.000 |
2.845 |
|
| R2 |
2.911 |
2.911 |
2.832 |
|
| R1 |
2.858 |
2.858 |
2.819 |
2.885 |
| PP |
2.769 |
2.769 |
2.769 |
2.782 |
| S1 |
2.716 |
2.716 |
2.793 |
2.743 |
| S2 |
2.627 |
2.627 |
2.780 |
|
| S3 |
2.485 |
2.574 |
2.767 |
|
| S4 |
2.343 |
2.432 |
2.728 |
|
|
| 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 |
2.890 |
2.665 |
0.225 |
8.0% |
0.088 |
3.2% |
63% |
False |
False |
145,017 |
| 10 |
2.949 |
2.665 |
0.284 |
10.1% |
0.097 |
3.4% |
50% |
False |
False |
141,232 |
| 20 |
2.949 |
2.580 |
0.369 |
13.2% |
0.089 |
3.2% |
61% |
False |
False |
117,561 |
| 40 |
2.949 |
2.580 |
0.369 |
13.2% |
0.091 |
3.2% |
61% |
False |
False |
86,890 |
| 60 |
3.022 |
2.580 |
0.442 |
15.8% |
0.093 |
3.3% |
51% |
False |
False |
71,110 |
| 80 |
3.022 |
2.277 |
0.745 |
26.6% |
0.087 |
3.1% |
71% |
False |
False |
62,376 |
| 100 |
3.022 |
2.277 |
0.745 |
26.6% |
0.083 |
3.0% |
71% |
False |
False |
55,420 |
| 120 |
3.022 |
2.201 |
0.821 |
29.3% |
0.081 |
2.9% |
74% |
False |
False |
49,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.425 |
|
2.618 |
3.193 |
|
1.618 |
3.051 |
|
1.000 |
2.963 |
|
0.618 |
2.909 |
|
HIGH |
2.821 |
|
0.618 |
2.767 |
|
0.500 |
2.750 |
|
0.382 |
2.733 |
|
LOW |
2.679 |
|
0.618 |
2.591 |
|
1.000 |
2.537 |
|
1.618 |
2.449 |
|
2.618 |
2.307 |
|
4.250 |
2.076 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.787 |
2.785 |
| PP |
2.769 |
2.764 |
| S1 |
2.750 |
2.743 |
|