NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.000 |
3.073 |
0.073 |
2.4% |
3.032 |
| High |
3.076 |
3.079 |
0.003 |
0.1% |
3.166 |
| Low |
2.999 |
3.032 |
0.033 |
1.1% |
2.771 |
| Close |
3.055 |
3.050 |
-0.005 |
-0.2% |
3.013 |
| Range |
0.077 |
0.047 |
-0.030 |
-39.0% |
0.395 |
| ATR |
0.121 |
0.116 |
-0.005 |
-4.4% |
0.000 |
| Volume |
92,383 |
116,638 |
24,255 |
26.3% |
430,465 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.195 |
3.169 |
3.076 |
|
| R3 |
3.148 |
3.122 |
3.063 |
|
| R2 |
3.101 |
3.101 |
3.059 |
|
| R1 |
3.075 |
3.075 |
3.054 |
3.065 |
| PP |
3.054 |
3.054 |
3.054 |
3.048 |
| S1 |
3.028 |
3.028 |
3.046 |
3.018 |
| S2 |
3.007 |
3.007 |
3.041 |
|
| S3 |
2.960 |
2.981 |
3.037 |
|
| S4 |
2.913 |
2.934 |
3.024 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.168 |
3.986 |
3.230 |
|
| R3 |
3.773 |
3.591 |
3.122 |
|
| R2 |
3.378 |
3.378 |
3.085 |
|
| R1 |
3.196 |
3.196 |
3.049 |
3.090 |
| PP |
2.983 |
2.983 |
2.983 |
2.930 |
| S1 |
2.801 |
2.801 |
2.977 |
2.695 |
| S2 |
2.588 |
2.588 |
2.941 |
|
| S3 |
2.193 |
2.406 |
2.904 |
|
| S4 |
1.798 |
2.011 |
2.796 |
|
|
| 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 |
13.0% |
0.085 |
2.8% |
71% |
False |
False |
90,789 |
| 10 |
3.166 |
2.771 |
0.395 |
13.0% |
0.093 |
3.0% |
71% |
False |
False |
90,479 |
| 20 |
3.166 |
2.771 |
0.395 |
13.0% |
0.087 |
2.9% |
71% |
False |
False |
81,920 |
| 40 |
3.166 |
2.767 |
0.399 |
13.1% |
0.083 |
2.7% |
71% |
False |
False |
64,336 |
| 60 |
3.166 |
2.767 |
0.399 |
13.1% |
0.086 |
2.8% |
71% |
False |
False |
51,608 |
| 80 |
3.166 |
2.763 |
0.403 |
13.2% |
0.083 |
2.7% |
71% |
False |
False |
43,404 |
| 100 |
3.166 |
2.460 |
0.706 |
23.1% |
0.077 |
2.5% |
84% |
False |
False |
36,720 |
| 120 |
3.166 |
2.448 |
0.718 |
23.5% |
0.074 |
2.4% |
84% |
False |
False |
31,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.279 |
|
2.618 |
3.202 |
|
1.618 |
3.155 |
|
1.000 |
3.126 |
|
0.618 |
3.108 |
|
HIGH |
3.079 |
|
0.618 |
3.061 |
|
0.500 |
3.056 |
|
0.382 |
3.050 |
|
LOW |
3.032 |
|
0.618 |
3.003 |
|
1.000 |
2.985 |
|
1.618 |
2.956 |
|
2.618 |
2.909 |
|
4.250 |
2.832 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.056 |
3.048 |
| PP |
3.054 |
3.045 |
| S1 |
3.052 |
3.043 |
|