NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.810 |
2.820 |
0.010 |
0.4% |
2.764 |
| High |
2.844 |
2.924 |
0.080 |
2.8% |
2.844 |
| Low |
2.783 |
2.820 |
0.037 |
1.3% |
2.665 |
| Close |
2.797 |
2.915 |
0.118 |
4.2% |
2.797 |
| Range |
0.061 |
0.104 |
0.043 |
70.5% |
0.179 |
| ATR |
0.092 |
0.095 |
0.002 |
2.7% |
0.000 |
| Volume |
149,669 |
189,734 |
40,065 |
26.8% |
628,432 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.198 |
3.161 |
2.972 |
|
| R3 |
3.094 |
3.057 |
2.944 |
|
| R2 |
2.990 |
2.990 |
2.934 |
|
| R1 |
2.953 |
2.953 |
2.925 |
2.972 |
| PP |
2.886 |
2.886 |
2.886 |
2.896 |
| S1 |
2.849 |
2.849 |
2.905 |
2.868 |
| S2 |
2.782 |
2.782 |
2.896 |
|
| S3 |
2.678 |
2.745 |
2.886 |
|
| S4 |
2.574 |
2.641 |
2.858 |
|
|
| 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 |
2.924 |
2.665 |
0.259 |
8.9% |
0.089 |
3.1% |
97% |
True |
False |
163,633 |
| 10 |
2.943 |
2.665 |
0.278 |
9.5% |
0.090 |
3.1% |
90% |
False |
False |
145,776 |
| 20 |
2.949 |
2.600 |
0.349 |
12.0% |
0.089 |
3.1% |
90% |
False |
False |
125,192 |
| 40 |
2.949 |
2.580 |
0.369 |
12.7% |
0.091 |
3.1% |
91% |
False |
False |
93,490 |
| 60 |
3.022 |
2.580 |
0.442 |
15.2% |
0.094 |
3.2% |
76% |
False |
False |
75,742 |
| 80 |
3.022 |
2.277 |
0.745 |
25.6% |
0.088 |
3.0% |
86% |
False |
False |
66,009 |
| 100 |
3.022 |
2.277 |
0.745 |
25.6% |
0.083 |
2.9% |
86% |
False |
False |
58,125 |
| 120 |
3.022 |
2.202 |
0.820 |
28.1% |
0.081 |
2.8% |
87% |
False |
False |
52,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.366 |
|
2.618 |
3.196 |
|
1.618 |
3.092 |
|
1.000 |
3.028 |
|
0.618 |
2.988 |
|
HIGH |
2.924 |
|
0.618 |
2.884 |
|
0.500 |
2.872 |
|
0.382 |
2.860 |
|
LOW |
2.820 |
|
0.618 |
2.756 |
|
1.000 |
2.716 |
|
1.618 |
2.652 |
|
2.618 |
2.548 |
|
4.250 |
2.378 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.901 |
2.877 |
| PP |
2.886 |
2.839 |
| S1 |
2.872 |
2.802 |
|