NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.820 |
2.902 |
0.082 |
2.9% |
2.764 |
| High |
2.924 |
2.942 |
0.018 |
0.6% |
2.844 |
| Low |
2.820 |
2.887 |
0.067 |
2.4% |
2.665 |
| Close |
2.915 |
2.909 |
-0.006 |
-0.2% |
2.797 |
| Range |
0.104 |
0.055 |
-0.049 |
-47.1% |
0.179 |
| ATR |
0.095 |
0.092 |
-0.003 |
-3.0% |
0.000 |
| Volume |
189,734 |
140,057 |
-49,677 |
-26.2% |
628,432 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.078 |
3.048 |
2.939 |
|
| R3 |
3.023 |
2.993 |
2.924 |
|
| R2 |
2.968 |
2.968 |
2.919 |
|
| R1 |
2.938 |
2.938 |
2.914 |
2.953 |
| PP |
2.913 |
2.913 |
2.913 |
2.920 |
| S1 |
2.883 |
2.883 |
2.904 |
2.898 |
| S2 |
2.858 |
2.858 |
2.899 |
|
| S3 |
2.803 |
2.828 |
2.894 |
|
| S4 |
2.748 |
2.773 |
2.879 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.306 |
3.230 |
2.895 |
|
| R3 |
3.127 |
3.051 |
2.846 |
|
| R2 |
2.948 |
2.948 |
2.830 |
|
| R1 |
2.872 |
2.872 |
2.813 |
2.910 |
| PP |
2.769 |
2.769 |
2.769 |
2.788 |
| S1 |
2.693 |
2.693 |
2.781 |
2.731 |
| S2 |
2.590 |
2.590 |
2.764 |
|
| S3 |
2.411 |
2.514 |
2.748 |
|
| S4 |
2.232 |
2.335 |
2.699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.942 |
2.665 |
0.277 |
9.5% |
0.088 |
3.0% |
88% |
True |
False |
166,260 |
| 10 |
2.943 |
2.665 |
0.278 |
9.6% |
0.088 |
3.0% |
88% |
False |
False |
147,816 |
| 20 |
2.949 |
2.608 |
0.341 |
11.7% |
0.088 |
3.0% |
88% |
False |
False |
129,259 |
| 40 |
2.949 |
2.580 |
0.369 |
12.7% |
0.090 |
3.1% |
89% |
False |
False |
96,384 |
| 60 |
3.022 |
2.580 |
0.442 |
15.2% |
0.094 |
3.2% |
74% |
False |
False |
77,674 |
| 80 |
3.022 |
2.358 |
0.664 |
22.8% |
0.087 |
3.0% |
83% |
False |
False |
67,375 |
| 100 |
3.022 |
2.277 |
0.745 |
25.6% |
0.083 |
2.9% |
85% |
False |
False |
59,231 |
| 120 |
3.022 |
2.202 |
0.820 |
28.2% |
0.080 |
2.8% |
86% |
False |
False |
53,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.176 |
|
2.618 |
3.086 |
|
1.618 |
3.031 |
|
1.000 |
2.997 |
|
0.618 |
2.976 |
|
HIGH |
2.942 |
|
0.618 |
2.921 |
|
0.500 |
2.915 |
|
0.382 |
2.908 |
|
LOW |
2.887 |
|
0.618 |
2.853 |
|
1.000 |
2.832 |
|
1.618 |
2.798 |
|
2.618 |
2.743 |
|
4.250 |
2.653 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.894 |
| PP |
2.913 |
2.878 |
| S1 |
2.911 |
2.863 |
|