NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.899 |
2.895 |
-0.004 |
-0.1% |
2.764 |
| High |
2.978 |
2.944 |
-0.034 |
-1.1% |
2.844 |
| Low |
2.852 |
2.834 |
-0.018 |
-0.6% |
2.665 |
| Close |
2.889 |
2.927 |
0.038 |
1.3% |
2.797 |
| Range |
0.126 |
0.110 |
-0.016 |
-12.7% |
0.179 |
| ATR |
0.094 |
0.095 |
0.001 |
1.2% |
0.000 |
| Volume |
175,313 |
152,767 |
-22,546 |
-12.9% |
628,432 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.232 |
3.189 |
2.988 |
|
| R3 |
3.122 |
3.079 |
2.957 |
|
| R2 |
3.012 |
3.012 |
2.947 |
|
| R1 |
2.969 |
2.969 |
2.937 |
2.991 |
| PP |
2.902 |
2.902 |
2.902 |
2.912 |
| S1 |
2.859 |
2.859 |
2.917 |
2.881 |
| S2 |
2.792 |
2.792 |
2.907 |
|
| S3 |
2.682 |
2.749 |
2.897 |
|
| S4 |
2.572 |
2.639 |
2.867 |
|
|
| 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 |
2.978 |
2.783 |
0.195 |
6.7% |
0.091 |
3.1% |
74% |
False |
False |
161,508 |
| 10 |
2.978 |
2.665 |
0.313 |
10.7% |
0.090 |
3.1% |
84% |
False |
False |
153,262 |
| 20 |
2.978 |
2.608 |
0.370 |
12.6% |
0.095 |
3.2% |
86% |
False |
False |
139,013 |
| 40 |
2.978 |
2.580 |
0.398 |
13.6% |
0.092 |
3.2% |
87% |
False |
False |
102,761 |
| 60 |
3.022 |
2.580 |
0.442 |
15.1% |
0.095 |
3.2% |
79% |
False |
False |
81,959 |
| 80 |
3.022 |
2.358 |
0.664 |
22.7% |
0.089 |
3.0% |
86% |
False |
False |
70,946 |
| 100 |
3.022 |
2.277 |
0.745 |
25.5% |
0.083 |
2.8% |
87% |
False |
False |
62,002 |
| 120 |
3.022 |
2.236 |
0.786 |
26.9% |
0.081 |
2.8% |
88% |
False |
False |
55,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.412 |
|
2.618 |
3.232 |
|
1.618 |
3.122 |
|
1.000 |
3.054 |
|
0.618 |
3.012 |
|
HIGH |
2.944 |
|
0.618 |
2.902 |
|
0.500 |
2.889 |
|
0.382 |
2.876 |
|
LOW |
2.834 |
|
0.618 |
2.766 |
|
1.000 |
2.724 |
|
1.618 |
2.656 |
|
2.618 |
2.546 |
|
4.250 |
2.367 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.914 |
2.920 |
| PP |
2.902 |
2.913 |
| S1 |
2.889 |
2.906 |
|