NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.179 |
3.217 |
0.038 |
1.2% |
3.133 |
| High |
3.222 |
3.224 |
0.002 |
0.1% |
3.242 |
| Low |
3.147 |
3.169 |
0.022 |
0.7% |
3.131 |
| Close |
3.211 |
3.197 |
-0.014 |
-0.4% |
3.211 |
| Range |
0.075 |
0.055 |
-0.020 |
-26.7% |
0.111 |
| ATR |
0.077 |
0.076 |
-0.002 |
-2.1% |
0.000 |
| Volume |
28,045 |
27,065 |
-980 |
-3.5% |
181,728 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.362 |
3.334 |
3.227 |
|
| R3 |
3.307 |
3.279 |
3.212 |
|
| R2 |
3.252 |
3.252 |
3.207 |
|
| R1 |
3.224 |
3.224 |
3.202 |
3.211 |
| PP |
3.197 |
3.197 |
3.197 |
3.190 |
| S1 |
3.169 |
3.169 |
3.192 |
3.156 |
| S2 |
3.142 |
3.142 |
3.187 |
|
| S3 |
3.087 |
3.114 |
3.182 |
|
| S4 |
3.032 |
3.059 |
3.167 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.528 |
3.480 |
3.272 |
|
| R3 |
3.417 |
3.369 |
3.242 |
|
| R2 |
3.306 |
3.306 |
3.231 |
|
| R1 |
3.258 |
3.258 |
3.221 |
3.282 |
| PP |
3.195 |
3.195 |
3.195 |
3.207 |
| S1 |
3.147 |
3.147 |
3.201 |
3.171 |
| S2 |
3.084 |
3.084 |
3.191 |
|
| S3 |
2.973 |
3.036 |
3.180 |
|
| S4 |
2.862 |
2.925 |
3.150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.242 |
3.131 |
0.111 |
3.5% |
0.070 |
2.2% |
59% |
False |
False |
32,488 |
| 10 |
3.242 |
3.037 |
0.205 |
6.4% |
0.072 |
2.2% |
78% |
False |
False |
34,745 |
| 20 |
3.258 |
3.023 |
0.235 |
7.4% |
0.078 |
2.4% |
74% |
False |
False |
29,841 |
| 40 |
3.330 |
3.010 |
0.320 |
10.0% |
0.075 |
2.3% |
58% |
False |
False |
25,361 |
| 60 |
3.368 |
3.010 |
0.358 |
11.2% |
0.076 |
2.4% |
52% |
False |
False |
21,202 |
| 80 |
3.368 |
2.927 |
0.441 |
13.8% |
0.072 |
2.2% |
61% |
False |
False |
18,765 |
| 100 |
3.368 |
2.760 |
0.608 |
19.0% |
0.067 |
2.1% |
72% |
False |
False |
16,218 |
| 120 |
3.368 |
2.700 |
0.668 |
20.9% |
0.065 |
2.0% |
74% |
False |
False |
14,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.458 |
|
2.618 |
3.368 |
|
1.618 |
3.313 |
|
1.000 |
3.279 |
|
0.618 |
3.258 |
|
HIGH |
3.224 |
|
0.618 |
3.203 |
|
0.500 |
3.197 |
|
0.382 |
3.190 |
|
LOW |
3.169 |
|
0.618 |
3.135 |
|
1.000 |
3.114 |
|
1.618 |
3.080 |
|
2.618 |
3.025 |
|
4.250 |
2.935 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.197 |
3.191 |
| PP |
3.197 |
3.184 |
| S1 |
3.197 |
3.178 |
|