NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.879 |
2.805 |
-0.074 |
-2.6% |
2.889 |
| High |
2.890 |
2.825 |
-0.065 |
-2.2% |
2.943 |
| Low |
2.785 |
2.770 |
-0.015 |
-0.5% |
2.770 |
| Close |
2.792 |
2.792 |
0.000 |
0.0% |
2.792 |
| Range |
0.105 |
0.055 |
-0.050 |
-47.6% |
0.173 |
| ATR |
0.095 |
0.092 |
-0.003 |
-3.0% |
0.000 |
| Volume |
157,509 |
88,815 |
-68,694 |
-43.6% |
639,598 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.961 |
2.931 |
2.822 |
|
| R3 |
2.906 |
2.876 |
2.807 |
|
| R2 |
2.851 |
2.851 |
2.802 |
|
| R1 |
2.821 |
2.821 |
2.797 |
2.809 |
| PP |
2.796 |
2.796 |
2.796 |
2.789 |
| S1 |
2.766 |
2.766 |
2.787 |
2.754 |
| S2 |
2.741 |
2.741 |
2.782 |
|
| S3 |
2.686 |
2.711 |
2.777 |
|
| S4 |
2.631 |
2.656 |
2.762 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.246 |
2.887 |
|
| R3 |
3.181 |
3.073 |
2.840 |
|
| R2 |
3.008 |
3.008 |
2.824 |
|
| R1 |
2.900 |
2.900 |
2.808 |
2.868 |
| PP |
2.835 |
2.835 |
2.835 |
2.819 |
| S1 |
2.727 |
2.727 |
2.776 |
2.695 |
| S2 |
2.662 |
2.662 |
2.760 |
|
| S3 |
2.489 |
2.554 |
2.744 |
|
| S4 |
2.316 |
2.381 |
2.697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.943 |
2.770 |
0.173 |
6.2% |
0.090 |
3.2% |
13% |
False |
True |
127,919 |
| 10 |
2.949 |
2.632 |
0.317 |
11.4% |
0.097 |
3.5% |
50% |
False |
False |
130,880 |
| 20 |
2.949 |
2.580 |
0.369 |
13.2% |
0.088 |
3.2% |
57% |
False |
False |
108,350 |
| 40 |
2.949 |
2.580 |
0.369 |
13.2% |
0.092 |
3.3% |
57% |
False |
False |
78,713 |
| 60 |
3.022 |
2.580 |
0.442 |
15.8% |
0.091 |
3.3% |
48% |
False |
False |
65,442 |
| 80 |
3.022 |
2.277 |
0.745 |
26.7% |
0.086 |
3.1% |
69% |
False |
False |
57,358 |
| 100 |
3.022 |
2.254 |
0.768 |
27.5% |
0.082 |
2.9% |
70% |
False |
False |
51,198 |
| 120 |
3.022 |
2.201 |
0.821 |
29.4% |
0.080 |
2.9% |
72% |
False |
False |
45,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.059 |
|
2.618 |
2.969 |
|
1.618 |
2.914 |
|
1.000 |
2.880 |
|
0.618 |
2.859 |
|
HIGH |
2.825 |
|
0.618 |
2.804 |
|
0.500 |
2.798 |
|
0.382 |
2.791 |
|
LOW |
2.770 |
|
0.618 |
2.736 |
|
1.000 |
2.715 |
|
1.618 |
2.681 |
|
2.618 |
2.626 |
|
4.250 |
2.536 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.798 |
2.835 |
| PP |
2.796 |
2.821 |
| S1 |
2.794 |
2.806 |
|