NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.972 |
2.992 |
0.020 |
0.7% |
2.910 |
| High |
3.015 |
3.035 |
0.020 |
0.7% |
3.060 |
| Low |
2.918 |
2.946 |
0.028 |
1.0% |
2.910 |
| Close |
3.002 |
3.021 |
0.019 |
0.6% |
3.021 |
| Range |
0.097 |
0.089 |
-0.008 |
-8.2% |
0.150 |
| ATR |
0.088 |
0.088 |
0.000 |
0.1% |
0.000 |
| Volume |
88,009 |
71,538 |
-16,471 |
-18.7% |
479,296 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.268 |
3.233 |
3.070 |
|
| R3 |
3.179 |
3.144 |
3.045 |
|
| R2 |
3.090 |
3.090 |
3.037 |
|
| R1 |
3.055 |
3.055 |
3.029 |
3.073 |
| PP |
3.001 |
3.001 |
3.001 |
3.009 |
| S1 |
2.966 |
2.966 |
3.013 |
2.984 |
| S2 |
2.912 |
2.912 |
3.005 |
|
| S3 |
2.823 |
2.877 |
2.997 |
|
| S4 |
2.734 |
2.788 |
2.972 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.447 |
3.384 |
3.104 |
|
| R3 |
3.297 |
3.234 |
3.062 |
|
| R2 |
3.147 |
3.147 |
3.049 |
|
| R1 |
3.084 |
3.084 |
3.035 |
3.116 |
| PP |
2.997 |
2.997 |
2.997 |
3.013 |
| S1 |
2.934 |
2.934 |
3.007 |
2.966 |
| S2 |
2.847 |
2.847 |
2.994 |
|
| S3 |
2.697 |
2.784 |
2.980 |
|
| S4 |
2.547 |
2.634 |
2.939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.060 |
2.910 |
0.150 |
5.0% |
0.092 |
3.0% |
74% |
False |
False |
95,859 |
| 10 |
3.060 |
2.802 |
0.258 |
8.5% |
0.082 |
2.7% |
85% |
False |
False |
83,797 |
| 20 |
3.065 |
2.771 |
0.294 |
9.7% |
0.089 |
2.9% |
85% |
False |
False |
64,840 |
| 40 |
3.091 |
2.767 |
0.324 |
10.7% |
0.085 |
2.8% |
78% |
False |
False |
54,291 |
| 60 |
3.148 |
2.767 |
0.381 |
12.6% |
0.086 |
2.8% |
67% |
False |
False |
43,389 |
| 80 |
3.148 |
2.575 |
0.573 |
19.0% |
0.080 |
2.7% |
78% |
False |
False |
36,439 |
| 100 |
3.148 |
2.460 |
0.688 |
22.8% |
0.075 |
2.5% |
82% |
False |
False |
30,982 |
| 120 |
3.148 |
2.424 |
0.724 |
24.0% |
0.072 |
2.4% |
82% |
False |
False |
27,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.413 |
|
2.618 |
3.268 |
|
1.618 |
3.179 |
|
1.000 |
3.124 |
|
0.618 |
3.090 |
|
HIGH |
3.035 |
|
0.618 |
3.001 |
|
0.500 |
2.991 |
|
0.382 |
2.980 |
|
LOW |
2.946 |
|
0.618 |
2.891 |
|
1.000 |
2.857 |
|
1.618 |
2.802 |
|
2.618 |
2.713 |
|
4.250 |
2.568 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.011 |
3.010 |
| PP |
3.001 |
3.000 |
| S1 |
2.991 |
2.989 |
|