NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.170 |
3.172 |
0.002 |
0.1% |
3.085 |
| High |
3.242 |
3.205 |
-0.037 |
-1.1% |
3.168 |
| Low |
3.143 |
3.131 |
-0.012 |
-0.4% |
3.037 |
| Close |
3.173 |
3.191 |
0.018 |
0.6% |
3.119 |
| Range |
0.099 |
0.074 |
-0.025 |
-25.3% |
0.131 |
| ATR |
0.078 |
0.077 |
0.000 |
-0.3% |
0.000 |
| Volume |
39,405 |
36,228 |
-3,177 |
-8.1% |
138,660 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.398 |
3.368 |
3.232 |
|
| R3 |
3.324 |
3.294 |
3.211 |
|
| R2 |
3.250 |
3.250 |
3.205 |
|
| R1 |
3.220 |
3.220 |
3.198 |
3.235 |
| PP |
3.176 |
3.176 |
3.176 |
3.183 |
| S1 |
3.146 |
3.146 |
3.184 |
3.161 |
| S2 |
3.102 |
3.102 |
3.177 |
|
| S3 |
3.028 |
3.072 |
3.171 |
|
| S4 |
2.954 |
2.998 |
3.150 |
|
|
| 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 |
3.242 |
3.107 |
0.135 |
4.2% |
0.076 |
2.4% |
62% |
False |
False |
37,597 |
| 10 |
3.242 |
3.037 |
0.205 |
6.4% |
0.073 |
2.3% |
75% |
False |
False |
34,342 |
| 20 |
3.258 |
3.010 |
0.248 |
7.8% |
0.079 |
2.5% |
73% |
False |
False |
29,393 |
| 40 |
3.330 |
3.010 |
0.320 |
10.0% |
0.075 |
2.4% |
57% |
False |
False |
24,659 |
| 60 |
3.368 |
3.010 |
0.358 |
11.2% |
0.077 |
2.4% |
51% |
False |
False |
20,769 |
| 80 |
3.368 |
2.867 |
0.501 |
15.7% |
0.072 |
2.2% |
65% |
False |
False |
18,244 |
| 100 |
3.368 |
2.760 |
0.608 |
19.1% |
0.067 |
2.1% |
71% |
False |
False |
15,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.520 |
|
2.618 |
3.399 |
|
1.618 |
3.325 |
|
1.000 |
3.279 |
|
0.618 |
3.251 |
|
HIGH |
3.205 |
|
0.618 |
3.177 |
|
0.500 |
3.168 |
|
0.382 |
3.159 |
|
LOW |
3.131 |
|
0.618 |
3.085 |
|
1.000 |
3.057 |
|
1.618 |
3.011 |
|
2.618 |
2.937 |
|
4.250 |
2.817 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.183 |
3.190 |
| PP |
3.176 |
3.188 |
| S1 |
3.168 |
3.187 |
|