NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.035 |
3.010 |
-0.025 |
-0.8% |
3.032 |
| High |
3.043 |
3.032 |
-0.011 |
-0.4% |
3.166 |
| Low |
2.944 |
2.956 |
0.012 |
0.4% |
2.771 |
| Close |
3.002 |
2.959 |
-0.043 |
-1.4% |
3.013 |
| Range |
0.099 |
0.076 |
-0.023 |
-23.2% |
0.395 |
| ATR |
0.115 |
0.112 |
-0.003 |
-2.4% |
0.000 |
| Volume |
137,838 |
131,811 |
-6,027 |
-4.4% |
430,465 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.210 |
3.161 |
3.001 |
|
| R3 |
3.134 |
3.085 |
2.980 |
|
| R2 |
3.058 |
3.058 |
2.973 |
|
| R1 |
3.009 |
3.009 |
2.966 |
2.996 |
| PP |
2.982 |
2.982 |
2.982 |
2.976 |
| S1 |
2.933 |
2.933 |
2.952 |
2.920 |
| S2 |
2.906 |
2.906 |
2.945 |
|
| S3 |
2.830 |
2.857 |
2.938 |
|
| S4 |
2.754 |
2.781 |
2.917 |
|
|
| 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 |
3.090 |
2.944 |
0.146 |
4.9% |
0.079 |
2.7% |
10% |
False |
False |
115,578 |
| 10 |
3.166 |
2.771 |
0.395 |
13.3% |
0.088 |
3.0% |
48% |
False |
False |
98,067 |
| 20 |
3.166 |
2.771 |
0.395 |
13.3% |
0.086 |
2.9% |
48% |
False |
False |
90,109 |
| 40 |
3.166 |
2.767 |
0.399 |
13.5% |
0.083 |
2.8% |
48% |
False |
False |
69,074 |
| 60 |
3.166 |
2.767 |
0.399 |
13.5% |
0.084 |
2.8% |
48% |
False |
False |
55,348 |
| 80 |
3.166 |
2.767 |
0.399 |
13.5% |
0.084 |
2.8% |
48% |
False |
False |
46,342 |
| 100 |
3.166 |
2.460 |
0.706 |
23.9% |
0.078 |
2.6% |
71% |
False |
False |
39,218 |
| 120 |
3.166 |
2.460 |
0.706 |
23.9% |
0.075 |
2.5% |
71% |
False |
False |
34,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.355 |
|
2.618 |
3.231 |
|
1.618 |
3.155 |
|
1.000 |
3.108 |
|
0.618 |
3.079 |
|
HIGH |
3.032 |
|
0.618 |
3.003 |
|
0.500 |
2.994 |
|
0.382 |
2.985 |
|
LOW |
2.956 |
|
0.618 |
2.909 |
|
1.000 |
2.880 |
|
1.618 |
2.833 |
|
2.618 |
2.757 |
|
4.250 |
2.633 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.994 |
3.012 |
| PP |
2.982 |
2.994 |
| S1 |
2.971 |
2.977 |
|