NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.314 |
3.326 |
0.012 |
0.4% |
3.133 |
| High |
3.343 |
3.352 |
0.009 |
0.3% |
3.242 |
| Low |
3.283 |
3.258 |
-0.025 |
-0.8% |
3.131 |
| Close |
3.321 |
3.268 |
-0.053 |
-1.6% |
3.211 |
| Range |
0.060 |
0.094 |
0.034 |
56.7% |
0.111 |
| ATR |
0.077 |
0.078 |
0.001 |
1.6% |
0.000 |
| Volume |
34,570 |
34,524 |
-46 |
-0.1% |
181,728 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.575 |
3.515 |
3.320 |
|
| R3 |
3.481 |
3.421 |
3.294 |
|
| R2 |
3.387 |
3.387 |
3.285 |
|
| R1 |
3.327 |
3.327 |
3.277 |
3.310 |
| PP |
3.293 |
3.293 |
3.293 |
3.284 |
| S1 |
3.233 |
3.233 |
3.259 |
3.216 |
| S2 |
3.199 |
3.199 |
3.251 |
|
| S3 |
3.105 |
3.139 |
3.242 |
|
| S4 |
3.011 |
3.045 |
3.216 |
|
|
| 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 |
3.352 |
3.147 |
0.205 |
6.3% |
0.079 |
2.4% |
59% |
True |
False |
33,194 |
| 10 |
3.352 |
3.107 |
0.245 |
7.5% |
0.077 |
2.4% |
66% |
True |
False |
35,396 |
| 20 |
3.352 |
3.037 |
0.315 |
9.6% |
0.079 |
2.4% |
73% |
True |
False |
31,744 |
| 40 |
3.352 |
3.010 |
0.342 |
10.5% |
0.077 |
2.4% |
75% |
True |
False |
27,120 |
| 60 |
3.368 |
3.010 |
0.358 |
11.0% |
0.077 |
2.4% |
72% |
False |
False |
22,407 |
| 80 |
3.368 |
2.973 |
0.395 |
12.1% |
0.073 |
2.2% |
75% |
False |
False |
19,794 |
| 100 |
3.368 |
2.760 |
0.608 |
18.6% |
0.068 |
2.1% |
84% |
False |
False |
17,100 |
| 120 |
3.368 |
2.700 |
0.668 |
20.4% |
0.066 |
2.0% |
85% |
False |
False |
15,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.752 |
|
2.618 |
3.598 |
|
1.618 |
3.504 |
|
1.000 |
3.446 |
|
0.618 |
3.410 |
|
HIGH |
3.352 |
|
0.618 |
3.316 |
|
0.500 |
3.305 |
|
0.382 |
3.294 |
|
LOW |
3.258 |
|
0.618 |
3.200 |
|
1.000 |
3.164 |
|
1.618 |
3.106 |
|
2.618 |
3.012 |
|
4.250 |
2.859 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.305 |
3.277 |
| PP |
3.293 |
3.274 |
| S1 |
3.280 |
3.271 |
|