NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.895 |
2.918 |
0.023 |
0.8% |
2.820 |
| High |
2.944 |
2.963 |
0.019 |
0.6% |
2.978 |
| Low |
2.834 |
2.866 |
0.032 |
1.1% |
2.820 |
| Close |
2.927 |
2.948 |
0.021 |
0.7% |
2.948 |
| Range |
0.110 |
0.097 |
-0.013 |
-11.8% |
0.158 |
| ATR |
0.095 |
0.096 |
0.000 |
0.1% |
0.000 |
| Volume |
152,767 |
123,997 |
-28,770 |
-18.8% |
781,868 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.217 |
3.179 |
3.001 |
|
| R3 |
3.120 |
3.082 |
2.975 |
|
| R2 |
3.023 |
3.023 |
2.966 |
|
| R1 |
2.985 |
2.985 |
2.957 |
3.004 |
| PP |
2.926 |
2.926 |
2.926 |
2.935 |
| S1 |
2.888 |
2.888 |
2.939 |
2.907 |
| S2 |
2.829 |
2.829 |
2.930 |
|
| S3 |
2.732 |
2.791 |
2.921 |
|
| S4 |
2.635 |
2.694 |
2.895 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.389 |
3.327 |
3.035 |
|
| R3 |
3.231 |
3.169 |
2.991 |
|
| R2 |
3.073 |
3.073 |
2.977 |
|
| R1 |
3.011 |
3.011 |
2.962 |
3.042 |
| PP |
2.915 |
2.915 |
2.915 |
2.931 |
| S1 |
2.853 |
2.853 |
2.934 |
2.884 |
| S2 |
2.757 |
2.757 |
2.919 |
|
| S3 |
2.599 |
2.695 |
2.905 |
|
| S4 |
2.441 |
2.537 |
2.861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.978 |
2.820 |
0.158 |
5.4% |
0.098 |
3.3% |
81% |
False |
False |
156,373 |
| 10 |
2.978 |
2.665 |
0.313 |
10.6% |
0.089 |
3.0% |
90% |
False |
False |
149,911 |
| 20 |
2.978 |
2.608 |
0.370 |
12.6% |
0.095 |
3.2% |
92% |
False |
False |
140,587 |
| 40 |
2.978 |
2.580 |
0.398 |
13.5% |
0.093 |
3.1% |
92% |
False |
False |
104,840 |
| 60 |
3.022 |
2.580 |
0.442 |
15.0% |
0.095 |
3.2% |
83% |
False |
False |
83,426 |
| 80 |
3.022 |
2.358 |
0.664 |
22.5% |
0.089 |
3.0% |
89% |
False |
False |
72,217 |
| 100 |
3.022 |
2.277 |
0.745 |
25.3% |
0.084 |
2.8% |
90% |
False |
False |
63,064 |
| 120 |
3.022 |
2.236 |
0.786 |
26.7% |
0.081 |
2.8% |
91% |
False |
False |
56,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.375 |
|
2.618 |
3.217 |
|
1.618 |
3.120 |
|
1.000 |
3.060 |
|
0.618 |
3.023 |
|
HIGH |
2.963 |
|
0.618 |
2.926 |
|
0.500 |
2.915 |
|
0.382 |
2.903 |
|
LOW |
2.866 |
|
0.618 |
2.806 |
|
1.000 |
2.769 |
|
1.618 |
2.709 |
|
2.618 |
2.612 |
|
4.250 |
2.454 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.937 |
2.934 |
| PP |
2.926 |
2.920 |
| S1 |
2.915 |
2.906 |
|