NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.010 |
2.842 |
-0.168 |
-5.6% |
2.910 |
| High |
3.133 |
2.865 |
-0.268 |
-8.6% |
3.060 |
| Low |
3.005 |
2.771 |
-0.234 |
-7.8% |
2.910 |
| Close |
3.109 |
2.781 |
-0.328 |
-10.6% |
3.021 |
| Range |
0.128 |
0.094 |
-0.034 |
-26.6% |
0.150 |
| ATR |
0.089 |
0.107 |
0.018 |
19.9% |
0.000 |
| Volume |
120,516 |
36,710 |
-83,806 |
-69.5% |
479,296 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.088 |
3.028 |
2.833 |
|
| R3 |
2.994 |
2.934 |
2.807 |
|
| R2 |
2.900 |
2.900 |
2.798 |
|
| R1 |
2.840 |
2.840 |
2.790 |
2.823 |
| PP |
2.806 |
2.806 |
2.806 |
2.797 |
| S1 |
2.746 |
2.746 |
2.772 |
2.729 |
| S2 |
2.712 |
2.712 |
2.764 |
|
| S3 |
2.618 |
2.652 |
2.755 |
|
| S4 |
2.524 |
2.558 |
2.729 |
|
|
| 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 |
3.133 |
2.771 |
0.362 |
13.0% |
0.095 |
3.4% |
3% |
False |
True |
76,359 |
| 10 |
3.133 |
2.771 |
0.362 |
13.0% |
0.093 |
3.3% |
3% |
False |
True |
89,960 |
| 20 |
3.133 |
2.771 |
0.362 |
13.0% |
0.089 |
3.2% |
3% |
False |
True |
69,150 |
| 40 |
3.133 |
2.767 |
0.366 |
13.2% |
0.085 |
3.1% |
4% |
False |
False |
58,009 |
| 60 |
3.148 |
2.767 |
0.381 |
13.7% |
0.087 |
3.1% |
4% |
False |
False |
46,240 |
| 80 |
3.148 |
2.651 |
0.497 |
17.9% |
0.082 |
2.9% |
26% |
False |
False |
38,851 |
| 100 |
3.148 |
2.460 |
0.688 |
24.7% |
0.076 |
2.7% |
47% |
False |
False |
32,811 |
| 120 |
3.148 |
2.424 |
0.724 |
26.0% |
0.073 |
2.6% |
49% |
False |
False |
28,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.265 |
|
2.618 |
3.111 |
|
1.618 |
3.017 |
|
1.000 |
2.959 |
|
0.618 |
2.923 |
|
HIGH |
2.865 |
|
0.618 |
2.829 |
|
0.500 |
2.818 |
|
0.382 |
2.807 |
|
LOW |
2.771 |
|
0.618 |
2.713 |
|
1.000 |
2.677 |
|
1.618 |
2.619 |
|
2.618 |
2.525 |
|
4.250 |
2.372 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.818 |
2.952 |
| PP |
2.806 |
2.895 |
| S1 |
2.793 |
2.838 |
|