NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.326 |
3.272 |
-0.054 |
-1.6% |
3.217 |
| High |
3.352 |
3.291 |
-0.061 |
-1.8% |
3.352 |
| Low |
3.258 |
3.204 |
-0.054 |
-1.7% |
3.169 |
| Close |
3.268 |
3.220 |
-0.048 |
-1.5% |
3.220 |
| Range |
0.094 |
0.087 |
-0.007 |
-7.4% |
0.183 |
| ATR |
0.078 |
0.079 |
0.001 |
0.8% |
0.000 |
| Volume |
34,524 |
30,200 |
-4,324 |
-12.5% |
168,129 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.499 |
3.447 |
3.268 |
|
| R3 |
3.412 |
3.360 |
3.244 |
|
| R2 |
3.325 |
3.325 |
3.236 |
|
| R1 |
3.273 |
3.273 |
3.228 |
3.256 |
| PP |
3.238 |
3.238 |
3.238 |
3.230 |
| S1 |
3.186 |
3.186 |
3.212 |
3.169 |
| S2 |
3.151 |
3.151 |
3.204 |
|
| S3 |
3.064 |
3.099 |
3.196 |
|
| S4 |
2.977 |
3.012 |
3.172 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.691 |
3.321 |
|
| R3 |
3.613 |
3.508 |
3.270 |
|
| R2 |
3.430 |
3.430 |
3.254 |
|
| R1 |
3.325 |
3.325 |
3.237 |
3.378 |
| PP |
3.247 |
3.247 |
3.247 |
3.273 |
| S1 |
3.142 |
3.142 |
3.203 |
3.195 |
| S2 |
3.064 |
3.064 |
3.186 |
|
| S3 |
2.881 |
2.959 |
3.170 |
|
| S4 |
2.698 |
2.776 |
3.119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.352 |
3.169 |
0.183 |
5.7% |
0.081 |
2.5% |
28% |
False |
False |
33,625 |
| 10 |
3.352 |
3.131 |
0.221 |
6.9% |
0.080 |
2.5% |
40% |
False |
False |
34,985 |
| 20 |
3.352 |
3.037 |
0.315 |
9.8% |
0.077 |
2.4% |
58% |
False |
False |
32,227 |
| 40 |
3.352 |
3.010 |
0.342 |
10.6% |
0.076 |
2.4% |
61% |
False |
False |
27,112 |
| 60 |
3.368 |
3.010 |
0.358 |
11.1% |
0.077 |
2.4% |
59% |
False |
False |
22,618 |
| 80 |
3.368 |
2.998 |
0.370 |
11.5% |
0.074 |
2.3% |
60% |
False |
False |
20,012 |
| 100 |
3.368 |
2.760 |
0.608 |
18.9% |
0.069 |
2.1% |
76% |
False |
False |
17,359 |
| 120 |
3.368 |
2.700 |
0.668 |
20.7% |
0.066 |
2.1% |
78% |
False |
False |
15,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.661 |
|
2.618 |
3.519 |
|
1.618 |
3.432 |
|
1.000 |
3.378 |
|
0.618 |
3.345 |
|
HIGH |
3.291 |
|
0.618 |
3.258 |
|
0.500 |
3.248 |
|
0.382 |
3.237 |
|
LOW |
3.204 |
|
0.618 |
3.150 |
|
1.000 |
3.117 |
|
1.618 |
3.063 |
|
2.618 |
2.976 |
|
4.250 |
2.834 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.248 |
3.278 |
| PP |
3.238 |
3.259 |
| S1 |
3.229 |
3.239 |
|