NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
2.842 |
3.140 |
0.298 |
10.5% |
2.910 |
High |
2.865 |
3.166 |
0.301 |
10.5% |
3.060 |
Low |
2.771 |
3.052 |
0.281 |
10.1% |
2.910 |
Close |
2.781 |
3.061 |
0.280 |
10.1% |
3.021 |
Range |
0.094 |
0.114 |
0.020 |
21.3% |
0.150 |
ATR |
0.107 |
0.127 |
0.020 |
18.6% |
0.000 |
Volume |
36,710 |
108,993 |
72,283 |
196.9% |
479,296 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.435 |
3.362 |
3.124 |
|
R3 |
3.321 |
3.248 |
3.092 |
|
R2 |
3.207 |
3.207 |
3.082 |
|
R1 |
3.134 |
3.134 |
3.071 |
3.114 |
PP |
3.093 |
3.093 |
3.093 |
3.083 |
S1 |
3.020 |
3.020 |
3.051 |
3.000 |
S2 |
2.979 |
2.979 |
3.040 |
|
S3 |
2.865 |
2.906 |
3.030 |
|
S4 |
2.751 |
2.792 |
2.998 |
|
|
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 |
3.166 |
2.771 |
0.395 |
12.9% |
0.098 |
3.2% |
73% |
True |
False |
80,556 |
10 |
3.166 |
2.771 |
0.395 |
12.9% |
0.093 |
3.0% |
73% |
True |
False |
90,040 |
20 |
3.166 |
2.771 |
0.395 |
12.9% |
0.091 |
3.0% |
73% |
True |
False |
73,019 |
40 |
3.166 |
2.767 |
0.399 |
13.0% |
0.087 |
2.8% |
74% |
True |
False |
59,821 |
60 |
3.166 |
2.767 |
0.399 |
13.0% |
0.087 |
2.8% |
74% |
True |
False |
47,621 |
80 |
3.166 |
2.712 |
0.454 |
14.8% |
0.082 |
2.7% |
77% |
True |
False |
40,039 |
100 |
3.166 |
2.460 |
0.706 |
23.1% |
0.077 |
2.5% |
85% |
True |
False |
33,837 |
120 |
3.166 |
2.424 |
0.742 |
24.2% |
0.074 |
2.4% |
86% |
True |
False |
29,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.651 |
2.618 |
3.464 |
1.618 |
3.350 |
1.000 |
3.280 |
0.618 |
3.236 |
HIGH |
3.166 |
0.618 |
3.122 |
0.500 |
3.109 |
0.382 |
3.096 |
LOW |
3.052 |
0.618 |
2.982 |
1.000 |
2.938 |
1.618 |
2.868 |
2.618 |
2.754 |
4.250 |
2.568 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
3.109 |
3.030 |
PP |
3.093 |
2.999 |
S1 |
3.077 |
2.969 |
|