NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.133 |
3.173 |
0.040 |
1.3% |
3.085 |
| High |
3.229 |
3.208 |
-0.021 |
-0.7% |
3.168 |
| Low |
3.133 |
3.159 |
0.026 |
0.8% |
3.037 |
| Close |
3.179 |
3.176 |
-0.003 |
-0.1% |
3.119 |
| Range |
0.096 |
0.049 |
-0.047 |
-49.0% |
0.131 |
| ATR |
0.078 |
0.076 |
-0.002 |
-2.7% |
0.000 |
| Volume |
46,350 |
31,700 |
-14,650 |
-31.6% |
138,660 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.301 |
3.203 |
|
| R3 |
3.279 |
3.252 |
3.189 |
|
| R2 |
3.230 |
3.230 |
3.185 |
|
| R1 |
3.203 |
3.203 |
3.180 |
3.217 |
| PP |
3.181 |
3.181 |
3.181 |
3.188 |
| S1 |
3.154 |
3.154 |
3.172 |
3.168 |
| S2 |
3.132 |
3.132 |
3.167 |
|
| S3 |
3.083 |
3.105 |
3.163 |
|
| S4 |
3.034 |
3.056 |
3.149 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.501 |
3.441 |
3.191 |
|
| R3 |
3.370 |
3.310 |
3.155 |
|
| R2 |
3.239 |
3.239 |
3.143 |
|
| R1 |
3.179 |
3.179 |
3.131 |
3.209 |
| PP |
3.108 |
3.108 |
3.108 |
3.123 |
| S1 |
3.048 |
3.048 |
3.107 |
3.078 |
| S2 |
2.977 |
2.977 |
3.095 |
|
| S3 |
2.846 |
2.917 |
3.083 |
|
| S4 |
2.715 |
2.786 |
3.047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.229 |
3.039 |
0.190 |
6.0% |
0.072 |
2.3% |
72% |
False |
False |
37,523 |
| 10 |
3.255 |
3.037 |
0.218 |
6.9% |
0.075 |
2.3% |
64% |
False |
False |
32,862 |
| 20 |
3.258 |
3.010 |
0.248 |
7.8% |
0.075 |
2.4% |
67% |
False |
False |
27,099 |
| 40 |
3.330 |
3.010 |
0.320 |
10.1% |
0.074 |
2.3% |
52% |
False |
False |
23,248 |
| 60 |
3.368 |
3.010 |
0.358 |
11.3% |
0.076 |
2.4% |
46% |
False |
False |
19,904 |
| 80 |
3.368 |
2.867 |
0.501 |
15.8% |
0.071 |
2.2% |
62% |
False |
False |
17,404 |
| 100 |
3.368 |
2.760 |
0.608 |
19.1% |
0.067 |
2.1% |
68% |
False |
False |
15,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.416 |
|
2.618 |
3.336 |
|
1.618 |
3.287 |
|
1.000 |
3.257 |
|
0.618 |
3.238 |
|
HIGH |
3.208 |
|
0.618 |
3.189 |
|
0.500 |
3.184 |
|
0.382 |
3.178 |
|
LOW |
3.159 |
|
0.618 |
3.129 |
|
1.000 |
3.110 |
|
1.618 |
3.080 |
|
2.618 |
3.031 |
|
4.250 |
2.951 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.184 |
3.173 |
| PP |
3.181 |
3.171 |
| S1 |
3.179 |
3.168 |
|