NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.160 |
3.182 |
0.022 |
0.7% |
3.039 |
| High |
3.212 |
3.199 |
-0.013 |
-0.4% |
3.258 |
| Low |
3.136 |
3.105 |
-0.031 |
-1.0% |
3.023 |
| Close |
3.203 |
3.113 |
-0.090 |
-2.8% |
3.228 |
| Range |
0.076 |
0.094 |
0.018 |
23.7% |
0.235 |
| ATR |
0.079 |
0.080 |
0.001 |
1.7% |
0.000 |
| Volume |
30,411 |
34,453 |
4,042 |
13.3% |
118,841 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.421 |
3.361 |
3.165 |
|
| R3 |
3.327 |
3.267 |
3.139 |
|
| R2 |
3.233 |
3.233 |
3.130 |
|
| R1 |
3.173 |
3.173 |
3.122 |
3.156 |
| PP |
3.139 |
3.139 |
3.139 |
3.131 |
| S1 |
3.079 |
3.079 |
3.104 |
3.062 |
| S2 |
3.045 |
3.045 |
3.096 |
|
| S3 |
2.951 |
2.985 |
3.087 |
|
| S4 |
2.857 |
2.891 |
3.061 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.875 |
3.786 |
3.357 |
|
| R3 |
3.640 |
3.551 |
3.293 |
|
| R2 |
3.405 |
3.405 |
3.271 |
|
| R1 |
3.316 |
3.316 |
3.250 |
3.361 |
| PP |
3.170 |
3.170 |
3.170 |
3.192 |
| S1 |
3.081 |
3.081 |
3.206 |
3.126 |
| S2 |
2.935 |
2.935 |
3.185 |
|
| S3 |
2.700 |
2.846 |
3.163 |
|
| S4 |
2.465 |
2.611 |
3.099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.258 |
3.105 |
0.153 |
4.9% |
0.087 |
2.8% |
5% |
False |
True |
27,882 |
| 10 |
3.258 |
3.010 |
0.248 |
8.0% |
0.089 |
2.9% |
42% |
False |
False |
25,845 |
| 20 |
3.268 |
3.010 |
0.258 |
8.3% |
0.076 |
2.4% |
40% |
False |
False |
24,187 |
| 40 |
3.330 |
3.010 |
0.320 |
10.3% |
0.075 |
2.4% |
32% |
False |
False |
19,412 |
| 60 |
3.368 |
3.010 |
0.358 |
11.5% |
0.076 |
2.4% |
29% |
False |
False |
17,472 |
| 80 |
3.368 |
2.760 |
0.608 |
19.5% |
0.070 |
2.2% |
58% |
False |
False |
15,044 |
| 100 |
3.368 |
2.747 |
0.621 |
19.9% |
0.066 |
2.1% |
59% |
False |
False |
13,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.599 |
|
2.618 |
3.445 |
|
1.618 |
3.351 |
|
1.000 |
3.293 |
|
0.618 |
3.257 |
|
HIGH |
3.199 |
|
0.618 |
3.163 |
|
0.500 |
3.152 |
|
0.382 |
3.141 |
|
LOW |
3.105 |
|
0.618 |
3.047 |
|
1.000 |
3.011 |
|
1.618 |
2.953 |
|
2.618 |
2.859 |
|
4.250 |
2.706 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.152 |
3.180 |
| PP |
3.139 |
3.158 |
| S1 |
3.126 |
3.135 |
|