NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.681 |
2.810 |
0.129 |
4.8% |
2.764 |
| High |
2.821 |
2.844 |
0.023 |
0.8% |
2.844 |
| Low |
2.679 |
2.783 |
0.104 |
3.9% |
2.665 |
| Close |
2.806 |
2.797 |
-0.009 |
-0.3% |
2.797 |
| Range |
0.142 |
0.061 |
-0.081 |
-57.0% |
0.179 |
| ATR |
0.095 |
0.092 |
-0.002 |
-2.5% |
0.000 |
| Volume |
212,586 |
149,669 |
-62,917 |
-29.6% |
628,432 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.991 |
2.955 |
2.831 |
|
| R3 |
2.930 |
2.894 |
2.814 |
|
| R2 |
2.869 |
2.869 |
2.808 |
|
| R1 |
2.833 |
2.833 |
2.803 |
2.821 |
| PP |
2.808 |
2.808 |
2.808 |
2.802 |
| S1 |
2.772 |
2.772 |
2.791 |
2.760 |
| S2 |
2.747 |
2.747 |
2.786 |
|
| S3 |
2.686 |
2.711 |
2.780 |
|
| S4 |
2.625 |
2.650 |
2.763 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.306 |
3.230 |
2.895 |
|
| R3 |
3.127 |
3.051 |
2.846 |
|
| R2 |
2.948 |
2.948 |
2.830 |
|
| R1 |
2.872 |
2.872 |
2.813 |
2.910 |
| PP |
2.769 |
2.769 |
2.769 |
2.788 |
| S1 |
2.693 |
2.693 |
2.781 |
2.731 |
| S2 |
2.590 |
2.590 |
2.764 |
|
| S3 |
2.411 |
2.514 |
2.748 |
|
| S4 |
2.232 |
2.335 |
2.699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.844 |
2.665 |
0.179 |
6.4% |
0.080 |
2.8% |
74% |
True |
False |
143,449 |
| 10 |
2.949 |
2.665 |
0.284 |
10.2% |
0.091 |
3.2% |
46% |
False |
False |
142,209 |
| 20 |
2.949 |
2.580 |
0.369 |
13.2% |
0.089 |
3.2% |
59% |
False |
False |
119,692 |
| 40 |
2.949 |
2.580 |
0.369 |
13.2% |
0.091 |
3.2% |
59% |
False |
False |
89,630 |
| 60 |
3.022 |
2.580 |
0.442 |
15.8% |
0.093 |
3.3% |
49% |
False |
False |
73,125 |
| 80 |
3.022 |
2.277 |
0.745 |
26.6% |
0.087 |
3.1% |
70% |
False |
False |
63,949 |
| 100 |
3.022 |
2.277 |
0.745 |
26.6% |
0.083 |
3.0% |
70% |
False |
False |
56,556 |
| 120 |
3.022 |
2.201 |
0.821 |
29.4% |
0.080 |
2.9% |
73% |
False |
False |
50,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.103 |
|
2.618 |
3.004 |
|
1.618 |
2.943 |
|
1.000 |
2.905 |
|
0.618 |
2.882 |
|
HIGH |
2.844 |
|
0.618 |
2.821 |
|
0.500 |
2.814 |
|
0.382 |
2.806 |
|
LOW |
2.783 |
|
0.618 |
2.745 |
|
1.000 |
2.722 |
|
1.618 |
2.684 |
|
2.618 |
2.623 |
|
4.250 |
2.524 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.814 |
2.783 |
| PP |
2.808 |
2.769 |
| S1 |
2.803 |
2.755 |
|