NYMEX Natural Gas Future November 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 |
2.950 |
2.995 |
0.045 |
1.5% |
2.789 |
| High |
3.014 |
3.002 |
-0.012 |
-0.4% |
3.065 |
| Low |
2.928 |
2.901 |
-0.027 |
-0.9% |
2.789 |
| Close |
3.003 |
2.908 |
-0.095 |
-3.2% |
3.030 |
| Range |
0.086 |
0.101 |
0.015 |
17.4% |
0.276 |
| ATR |
0.087 |
0.088 |
0.001 |
1.2% |
0.000 |
| Volume |
52,439 |
55,082 |
2,643 |
5.0% |
219,072 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.175 |
2.964 |
|
| R3 |
3.139 |
3.074 |
2.936 |
|
| R2 |
3.038 |
3.038 |
2.927 |
|
| R1 |
2.973 |
2.973 |
2.917 |
2.955 |
| PP |
2.937 |
2.937 |
2.937 |
2.928 |
| S1 |
2.872 |
2.872 |
2.899 |
2.854 |
| S2 |
2.836 |
2.836 |
2.889 |
|
| S3 |
2.735 |
2.771 |
2.880 |
|
| S4 |
2.634 |
2.670 |
2.852 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.789 |
3.686 |
3.182 |
|
| R3 |
3.513 |
3.410 |
3.106 |
|
| R2 |
3.237 |
3.237 |
3.081 |
|
| R1 |
3.134 |
3.134 |
3.055 |
3.186 |
| PP |
2.961 |
2.961 |
2.961 |
2.987 |
| S1 |
2.858 |
2.858 |
3.005 |
2.910 |
| S2 |
2.685 |
2.685 |
2.979 |
|
| S3 |
2.409 |
2.582 |
2.954 |
|
| S4 |
2.133 |
2.306 |
2.878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.065 |
2.901 |
0.164 |
5.6% |
0.096 |
3.3% |
4% |
False |
True |
50,528 |
| 10 |
3.065 |
2.771 |
0.294 |
10.1% |
0.096 |
3.3% |
47% |
False |
False |
45,883 |
| 20 |
3.065 |
2.767 |
0.298 |
10.2% |
0.083 |
2.8% |
47% |
False |
False |
48,859 |
| 40 |
3.091 |
2.767 |
0.324 |
11.1% |
0.084 |
2.9% |
44% |
False |
False |
38,831 |
| 60 |
3.148 |
2.767 |
0.381 |
13.1% |
0.084 |
2.9% |
37% |
False |
False |
32,393 |
| 80 |
3.148 |
2.460 |
0.688 |
23.7% |
0.077 |
2.6% |
65% |
False |
False |
27,042 |
| 100 |
3.148 |
2.460 |
0.688 |
23.7% |
0.073 |
2.5% |
65% |
False |
False |
23,426 |
| 120 |
3.148 |
2.398 |
0.750 |
25.8% |
0.071 |
2.4% |
68% |
False |
False |
20,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.431 |
|
2.618 |
3.266 |
|
1.618 |
3.165 |
|
1.000 |
3.103 |
|
0.618 |
3.064 |
|
HIGH |
3.002 |
|
0.618 |
2.963 |
|
0.500 |
2.952 |
|
0.382 |
2.940 |
|
LOW |
2.901 |
|
0.618 |
2.839 |
|
1.000 |
2.800 |
|
1.618 |
2.738 |
|
2.618 |
2.637 |
|
4.250 |
2.472 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.952 |
2.978 |
| PP |
2.937 |
2.955 |
| S1 |
2.923 |
2.931 |
|