NYMEX Natural Gas Future November 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 |
2.855 |
2.817 |
-0.038 |
-1.3% |
3.005 |
| High |
2.869 |
2.932 |
0.063 |
2.2% |
3.055 |
| Low |
2.802 |
2.812 |
0.010 |
0.4% |
2.885 |
| Close |
2.811 |
2.917 |
0.106 |
3.8% |
2.898 |
| Range |
0.067 |
0.120 |
0.053 |
79.1% |
0.170 |
| ATR |
0.083 |
0.086 |
0.003 |
3.3% |
0.000 |
| Volume |
65,132 |
108,188 |
43,056 |
66.1% |
235,568 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.202 |
2.983 |
|
| R3 |
3.127 |
3.082 |
2.950 |
|
| R2 |
3.007 |
3.007 |
2.939 |
|
| R1 |
2.962 |
2.962 |
2.928 |
2.985 |
| PP |
2.887 |
2.887 |
2.887 |
2.898 |
| S1 |
2.842 |
2.842 |
2.906 |
2.865 |
| S2 |
2.767 |
2.767 |
2.895 |
|
| S3 |
2.647 |
2.722 |
2.884 |
|
| S4 |
2.527 |
2.602 |
2.851 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.456 |
3.347 |
2.992 |
|
| R3 |
3.286 |
3.177 |
2.945 |
|
| R2 |
3.116 |
3.116 |
2.929 |
|
| R1 |
3.007 |
3.007 |
2.914 |
2.977 |
| PP |
2.946 |
2.946 |
2.946 |
2.931 |
| S1 |
2.837 |
2.837 |
2.882 |
2.807 |
| S2 |
2.776 |
2.776 |
2.867 |
|
| S3 |
2.606 |
2.667 |
2.851 |
|
| S4 |
2.436 |
2.497 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.002 |
2.802 |
0.200 |
6.9% |
0.079 |
2.7% |
58% |
False |
False |
64,777 |
| 10 |
3.065 |
2.802 |
0.263 |
9.0% |
0.089 |
3.0% |
44% |
False |
False |
55,998 |
| 20 |
3.065 |
2.767 |
0.298 |
10.2% |
0.082 |
2.8% |
50% |
False |
False |
48,508 |
| 40 |
3.091 |
2.767 |
0.324 |
11.1% |
0.082 |
2.8% |
46% |
False |
False |
42,949 |
| 60 |
3.148 |
2.767 |
0.381 |
13.1% |
0.084 |
2.9% |
39% |
False |
False |
35,490 |
| 80 |
3.148 |
2.460 |
0.688 |
23.6% |
0.078 |
2.7% |
66% |
False |
False |
29,902 |
| 100 |
3.148 |
2.460 |
0.688 |
23.6% |
0.074 |
2.5% |
66% |
False |
False |
25,844 |
| 120 |
3.148 |
2.398 |
0.750 |
25.7% |
0.072 |
2.5% |
69% |
False |
False |
22,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.442 |
|
2.618 |
3.246 |
|
1.618 |
3.126 |
|
1.000 |
3.052 |
|
0.618 |
3.006 |
|
HIGH |
2.932 |
|
0.618 |
2.886 |
|
0.500 |
2.872 |
|
0.382 |
2.858 |
|
LOW |
2.812 |
|
0.618 |
2.738 |
|
1.000 |
2.692 |
|
1.618 |
2.618 |
|
2.618 |
2.498 |
|
4.250 |
2.302 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.902 |
2.900 |
| PP |
2.887 |
2.884 |
| S1 |
2.872 |
2.867 |
|