NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.956 |
0.038 |
1.3% |
2.820 |
| High |
2.963 |
2.958 |
-0.005 |
-0.2% |
2.978 |
| Low |
2.866 |
2.890 |
0.024 |
0.8% |
2.820 |
| Close |
2.948 |
2.934 |
-0.014 |
-0.5% |
2.948 |
| Range |
0.097 |
0.068 |
-0.029 |
-29.9% |
0.158 |
| ATR |
0.096 |
0.094 |
-0.002 |
-2.1% |
0.000 |
| Volume |
123,997 |
106,540 |
-17,457 |
-14.1% |
781,868 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.131 |
3.101 |
2.971 |
|
| R3 |
3.063 |
3.033 |
2.953 |
|
| R2 |
2.995 |
2.995 |
2.946 |
|
| R1 |
2.965 |
2.965 |
2.940 |
2.946 |
| PP |
2.927 |
2.927 |
2.927 |
2.918 |
| S1 |
2.897 |
2.897 |
2.928 |
2.878 |
| S2 |
2.859 |
2.859 |
2.922 |
|
| S3 |
2.791 |
2.829 |
2.915 |
|
| S4 |
2.723 |
2.761 |
2.897 |
|
|
| 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 |
2.834 |
0.144 |
4.9% |
0.091 |
3.1% |
69% |
False |
False |
139,734 |
| 10 |
2.978 |
2.665 |
0.313 |
10.7% |
0.090 |
3.1% |
86% |
False |
False |
151,684 |
| 20 |
2.978 |
2.632 |
0.346 |
11.8% |
0.093 |
3.2% |
87% |
False |
False |
141,282 |
| 40 |
2.978 |
2.580 |
0.398 |
13.6% |
0.091 |
3.1% |
89% |
False |
False |
106,552 |
| 60 |
3.022 |
2.580 |
0.442 |
15.1% |
0.094 |
3.2% |
80% |
False |
False |
84,646 |
| 80 |
3.022 |
2.392 |
0.630 |
21.5% |
0.089 |
3.0% |
86% |
False |
False |
73,219 |
| 100 |
3.022 |
2.277 |
0.745 |
25.4% |
0.084 |
2.9% |
88% |
False |
False |
63,777 |
| 120 |
3.022 |
2.236 |
0.786 |
26.8% |
0.081 |
2.8% |
89% |
False |
False |
57,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.247 |
|
2.618 |
3.136 |
|
1.618 |
3.068 |
|
1.000 |
3.026 |
|
0.618 |
3.000 |
|
HIGH |
2.958 |
|
0.618 |
2.932 |
|
0.500 |
2.924 |
|
0.382 |
2.916 |
|
LOW |
2.890 |
|
0.618 |
2.848 |
|
1.000 |
2.822 |
|
1.618 |
2.780 |
|
2.618 |
2.712 |
|
4.250 |
2.601 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.931 |
2.922 |
| PP |
2.927 |
2.910 |
| S1 |
2.924 |
2.899 |
|