NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.205 |
3.314 |
0.109 |
3.4% |
3.133 |
| High |
3.312 |
3.343 |
0.031 |
0.9% |
3.242 |
| Low |
3.202 |
3.283 |
0.081 |
2.5% |
3.131 |
| Close |
3.291 |
3.321 |
0.030 |
0.9% |
3.211 |
| Range |
0.110 |
0.060 |
-0.050 |
-45.5% |
0.111 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.7% |
0.000 |
| Volume |
41,770 |
34,570 |
-7,200 |
-17.2% |
181,728 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.496 |
3.468 |
3.354 |
|
| R3 |
3.436 |
3.408 |
3.338 |
|
| R2 |
3.376 |
3.376 |
3.332 |
|
| R1 |
3.348 |
3.348 |
3.327 |
3.362 |
| PP |
3.316 |
3.316 |
3.316 |
3.323 |
| S1 |
3.288 |
3.288 |
3.316 |
3.302 |
| S2 |
3.256 |
3.256 |
3.310 |
|
| S3 |
3.196 |
3.228 |
3.305 |
|
| S4 |
3.136 |
3.168 |
3.288 |
|
|
| 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 |
3.343 |
3.131 |
0.212 |
6.4% |
0.075 |
2.3% |
90% |
True |
False |
33,535 |
| 10 |
3.343 |
3.045 |
0.298 |
9.0% |
0.079 |
2.4% |
93% |
True |
False |
36,100 |
| 20 |
3.343 |
3.037 |
0.306 |
9.2% |
0.078 |
2.3% |
93% |
True |
False |
31,004 |
| 40 |
3.343 |
3.010 |
0.333 |
10.0% |
0.076 |
2.3% |
93% |
True |
False |
26,647 |
| 60 |
3.368 |
3.010 |
0.358 |
10.8% |
0.077 |
2.3% |
87% |
False |
False |
22,157 |
| 80 |
3.368 |
2.950 |
0.418 |
12.6% |
0.073 |
2.2% |
89% |
False |
False |
19,524 |
| 100 |
3.368 |
2.760 |
0.608 |
18.3% |
0.068 |
2.0% |
92% |
False |
False |
16,826 |
| 120 |
3.368 |
2.700 |
0.668 |
20.1% |
0.066 |
2.0% |
93% |
False |
False |
15,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.598 |
|
2.618 |
3.500 |
|
1.618 |
3.440 |
|
1.000 |
3.403 |
|
0.618 |
3.380 |
|
HIGH |
3.343 |
|
0.618 |
3.320 |
|
0.500 |
3.313 |
|
0.382 |
3.306 |
|
LOW |
3.283 |
|
0.618 |
3.246 |
|
1.000 |
3.223 |
|
1.618 |
3.186 |
|
2.618 |
3.126 |
|
4.250 |
3.028 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.318 |
3.299 |
| PP |
3.316 |
3.278 |
| S1 |
3.313 |
3.256 |
|