NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.902 |
2.899 |
-0.003 |
-0.1% |
2.764 |
| High |
2.942 |
2.978 |
0.036 |
1.2% |
2.844 |
| Low |
2.887 |
2.852 |
-0.035 |
-1.2% |
2.665 |
| Close |
2.909 |
2.889 |
-0.020 |
-0.7% |
2.797 |
| Range |
0.055 |
0.126 |
0.071 |
129.1% |
0.179 |
| ATR |
0.092 |
0.094 |
0.002 |
2.6% |
0.000 |
| Volume |
140,057 |
175,313 |
35,256 |
25.2% |
628,432 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.284 |
3.213 |
2.958 |
|
| R3 |
3.158 |
3.087 |
2.924 |
|
| R2 |
3.032 |
3.032 |
2.912 |
|
| R1 |
2.961 |
2.961 |
2.901 |
2.934 |
| PP |
2.906 |
2.906 |
2.906 |
2.893 |
| S1 |
2.835 |
2.835 |
2.877 |
2.808 |
| S2 |
2.780 |
2.780 |
2.866 |
|
| S3 |
2.654 |
2.709 |
2.854 |
|
| S4 |
2.528 |
2.583 |
2.820 |
|
|
| 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 |
2.978 |
2.679 |
0.299 |
10.3% |
0.098 |
3.4% |
70% |
True |
False |
173,471 |
| 10 |
2.978 |
2.665 |
0.313 |
10.8% |
0.088 |
3.0% |
72% |
True |
False |
152,003 |
| 20 |
2.978 |
2.608 |
0.370 |
12.8% |
0.092 |
3.2% |
76% |
True |
False |
134,919 |
| 40 |
2.978 |
2.580 |
0.398 |
13.8% |
0.092 |
3.2% |
78% |
True |
False |
99,856 |
| 60 |
3.022 |
2.580 |
0.442 |
15.3% |
0.094 |
3.3% |
70% |
False |
False |
79,955 |
| 80 |
3.022 |
2.358 |
0.664 |
23.0% |
0.088 |
3.0% |
80% |
False |
False |
69,295 |
| 100 |
3.022 |
2.277 |
0.745 |
25.8% |
0.083 |
2.9% |
82% |
False |
False |
60,673 |
| 120 |
3.022 |
2.206 |
0.816 |
28.2% |
0.081 |
2.8% |
84% |
False |
False |
54,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.514 |
|
2.618 |
3.308 |
|
1.618 |
3.182 |
|
1.000 |
3.104 |
|
0.618 |
3.056 |
|
HIGH |
2.978 |
|
0.618 |
2.930 |
|
0.500 |
2.915 |
|
0.382 |
2.900 |
|
LOW |
2.852 |
|
0.618 |
2.774 |
|
1.000 |
2.726 |
|
1.618 |
2.648 |
|
2.618 |
2.522 |
|
4.250 |
2.317 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.899 |
| PP |
2.906 |
2.896 |
| S1 |
2.898 |
2.892 |
|