NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.085 |
3.066 |
-0.019 |
-0.6% |
3.204 |
| High |
3.092 |
3.086 |
-0.006 |
-0.2% |
3.255 |
| Low |
3.037 |
3.039 |
0.002 |
0.1% |
3.093 |
| Close |
3.059 |
3.046 |
-0.013 |
-0.4% |
3.101 |
| Range |
0.055 |
0.047 |
-0.008 |
-14.5% |
0.162 |
| ATR |
0.077 |
0.075 |
-0.002 |
-2.8% |
0.000 |
| Volume |
29,091 |
33,697 |
4,606 |
15.8% |
130,532 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.198 |
3.169 |
3.072 |
|
| R3 |
3.151 |
3.122 |
3.059 |
|
| R2 |
3.104 |
3.104 |
3.055 |
|
| R1 |
3.075 |
3.075 |
3.050 |
3.066 |
| PP |
3.057 |
3.057 |
3.057 |
3.053 |
| S1 |
3.028 |
3.028 |
3.042 |
3.019 |
| S2 |
3.010 |
3.010 |
3.037 |
|
| S3 |
2.963 |
2.981 |
3.033 |
|
| S4 |
2.916 |
2.934 |
3.020 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.636 |
3.530 |
3.190 |
|
| R3 |
3.474 |
3.368 |
3.146 |
|
| R2 |
3.312 |
3.312 |
3.131 |
|
| R1 |
3.206 |
3.206 |
3.116 |
3.178 |
| PP |
3.150 |
3.150 |
3.150 |
3.136 |
| S1 |
3.044 |
3.044 |
3.086 |
3.016 |
| S2 |
2.988 |
2.988 |
3.071 |
|
| S3 |
2.826 |
2.882 |
3.056 |
|
| S4 |
2.664 |
2.720 |
3.012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.212 |
3.037 |
0.175 |
5.7% |
0.063 |
2.1% |
5% |
False |
False |
28,856 |
| 10 |
3.258 |
3.037 |
0.221 |
7.3% |
0.078 |
2.5% |
4% |
False |
False |
25,909 |
| 20 |
3.258 |
3.010 |
0.248 |
8.1% |
0.073 |
2.4% |
15% |
False |
False |
24,185 |
| 40 |
3.330 |
3.010 |
0.320 |
10.5% |
0.073 |
2.4% |
11% |
False |
False |
20,446 |
| 60 |
3.368 |
3.010 |
0.358 |
11.8% |
0.074 |
2.4% |
10% |
False |
False |
18,058 |
| 80 |
3.368 |
2.760 |
0.608 |
20.0% |
0.070 |
2.3% |
47% |
False |
False |
15,831 |
| 100 |
3.368 |
2.747 |
0.621 |
20.4% |
0.067 |
2.2% |
48% |
False |
False |
14,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.286 |
|
2.618 |
3.209 |
|
1.618 |
3.162 |
|
1.000 |
3.133 |
|
0.618 |
3.115 |
|
HIGH |
3.086 |
|
0.618 |
3.068 |
|
0.500 |
3.063 |
|
0.382 |
3.057 |
|
LOW |
3.039 |
|
0.618 |
3.010 |
|
1.000 |
2.992 |
|
1.618 |
2.963 |
|
2.618 |
2.916 |
|
4.250 |
2.839 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.063 |
3.088 |
| PP |
3.057 |
3.074 |
| S1 |
3.052 |
3.060 |
|