NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.805 |
2.764 |
-0.041 |
-1.5% |
2.889 |
| High |
2.825 |
2.770 |
-0.055 |
-1.9% |
2.943 |
| Low |
2.770 |
2.708 |
-0.062 |
-2.2% |
2.770 |
| Close |
2.792 |
2.717 |
-0.075 |
-2.7% |
2.792 |
| Range |
0.055 |
0.062 |
0.007 |
12.7% |
0.173 |
| ATR |
0.092 |
0.092 |
-0.001 |
-0.6% |
0.000 |
| Volume |
88,815 |
126,923 |
38,108 |
42.9% |
639,598 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.918 |
2.879 |
2.751 |
|
| R3 |
2.856 |
2.817 |
2.734 |
|
| R2 |
2.794 |
2.794 |
2.728 |
|
| R1 |
2.755 |
2.755 |
2.723 |
2.744 |
| PP |
2.732 |
2.732 |
2.732 |
2.726 |
| S1 |
2.693 |
2.693 |
2.711 |
2.682 |
| S2 |
2.670 |
2.670 |
2.706 |
|
| S3 |
2.608 |
2.631 |
2.700 |
|
| S4 |
2.546 |
2.569 |
2.683 |
|
|
| 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 |
2.708 |
0.235 |
8.6% |
0.088 |
3.3% |
4% |
False |
True |
129,373 |
| 10 |
2.949 |
2.680 |
0.269 |
9.9% |
0.094 |
3.5% |
14% |
False |
False |
131,981 |
| 20 |
2.949 |
2.580 |
0.369 |
13.6% |
0.089 |
3.3% |
37% |
False |
False |
110,318 |
| 40 |
2.949 |
2.580 |
0.369 |
13.6% |
0.089 |
3.3% |
37% |
False |
False |
80,777 |
| 60 |
3.022 |
2.580 |
0.442 |
16.3% |
0.091 |
3.4% |
31% |
False |
False |
66,583 |
| 80 |
3.022 |
2.277 |
0.745 |
27.4% |
0.086 |
3.2% |
59% |
False |
False |
58,617 |
| 100 |
3.022 |
2.254 |
0.768 |
28.3% |
0.082 |
3.0% |
60% |
False |
False |
52,240 |
| 120 |
3.022 |
2.201 |
0.821 |
30.2% |
0.080 |
2.9% |
63% |
False |
False |
46,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.034 |
|
2.618 |
2.932 |
|
1.618 |
2.870 |
|
1.000 |
2.832 |
|
0.618 |
2.808 |
|
HIGH |
2.770 |
|
0.618 |
2.746 |
|
0.500 |
2.739 |
|
0.382 |
2.732 |
|
LOW |
2.708 |
|
0.618 |
2.670 |
|
1.000 |
2.646 |
|
1.618 |
2.608 |
|
2.618 |
2.546 |
|
4.250 |
2.445 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.739 |
2.799 |
| PP |
2.732 |
2.772 |
| S1 |
2.724 |
2.744 |
|