NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 28-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
3.270 |
3.242 |
-0.028 |
-0.9% |
3.217 |
High |
3.270 |
3.242 |
-0.028 |
-0.9% |
3.352 |
Low |
3.219 |
3.148 |
-0.071 |
-2.2% |
3.169 |
Close |
3.242 |
3.199 |
-0.043 |
-1.3% |
3.220 |
Range |
0.051 |
0.094 |
0.043 |
84.3% |
0.183 |
ATR |
0.075 |
0.077 |
0.001 |
1.8% |
0.000 |
Volume |
40,278 |
47,428 |
7,150 |
17.8% |
168,129 |
|
Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.478 |
3.433 |
3.251 |
|
R3 |
3.384 |
3.339 |
3.225 |
|
R2 |
3.290 |
3.290 |
3.216 |
|
R1 |
3.245 |
3.245 |
3.208 |
3.221 |
PP |
3.196 |
3.196 |
3.196 |
3.184 |
S1 |
3.151 |
3.151 |
3.190 |
3.127 |
S2 |
3.102 |
3.102 |
3.182 |
|
S3 |
3.008 |
3.057 |
3.173 |
|
S4 |
2.914 |
2.963 |
3.147 |
|
|
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 |
3.148 |
0.204 |
6.4% |
0.076 |
2.4% |
25% |
False |
True |
36,838 |
10 |
3.352 |
3.131 |
0.221 |
6.9% |
0.076 |
2.4% |
31% |
False |
False |
35,187 |
20 |
3.352 |
3.037 |
0.315 |
9.8% |
0.074 |
2.3% |
51% |
False |
False |
34,473 |
40 |
3.352 |
3.010 |
0.342 |
10.7% |
0.075 |
2.3% |
55% |
False |
False |
28,778 |
60 |
3.352 |
3.010 |
0.342 |
10.7% |
0.075 |
2.3% |
55% |
False |
False |
23,826 |
80 |
3.368 |
3.010 |
0.358 |
11.2% |
0.075 |
2.3% |
53% |
False |
False |
21,190 |
100 |
3.368 |
2.760 |
0.608 |
19.0% |
0.070 |
2.2% |
72% |
False |
False |
18,396 |
120 |
3.368 |
2.726 |
0.642 |
20.1% |
0.067 |
2.1% |
74% |
False |
False |
16,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.642 |
2.618 |
3.488 |
1.618 |
3.394 |
1.000 |
3.336 |
0.618 |
3.300 |
HIGH |
3.242 |
0.618 |
3.206 |
0.500 |
3.195 |
0.382 |
3.184 |
LOW |
3.148 |
0.618 |
3.090 |
1.000 |
3.054 |
1.618 |
2.996 |
2.618 |
2.902 |
4.250 |
2.749 |
|
|
Fisher Pivots for day following 28-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
3.198 |
3.210 |
PP |
3.196 |
3.206 |
S1 |
3.195 |
3.203 |
|