NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.956 |
2.936 |
-0.020 |
-0.7% |
2.820 |
| High |
2.958 |
3.072 |
0.114 |
3.9% |
2.978 |
| Low |
2.890 |
2.935 |
0.045 |
1.6% |
2.820 |
| Close |
2.934 |
3.047 |
0.113 |
3.9% |
2.948 |
| Range |
0.068 |
0.137 |
0.069 |
101.5% |
0.158 |
| ATR |
0.094 |
0.097 |
0.003 |
3.4% |
0.000 |
| Volume |
106,540 |
172,079 |
65,539 |
61.5% |
781,868 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.429 |
3.375 |
3.122 |
|
| R3 |
3.292 |
3.238 |
3.085 |
|
| R2 |
3.155 |
3.155 |
3.072 |
|
| R1 |
3.101 |
3.101 |
3.060 |
3.128 |
| PP |
3.018 |
3.018 |
3.018 |
3.032 |
| S1 |
2.964 |
2.964 |
3.034 |
2.991 |
| S2 |
2.881 |
2.881 |
3.022 |
|
| S3 |
2.744 |
2.827 |
3.009 |
|
| S4 |
2.607 |
2.690 |
2.972 |
|
|
| 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 |
3.072 |
2.834 |
0.238 |
7.8% |
0.108 |
3.5% |
89% |
True |
False |
146,139 |
| 10 |
3.072 |
2.665 |
0.407 |
13.4% |
0.098 |
3.2% |
94% |
True |
False |
156,199 |
| 20 |
3.072 |
2.665 |
0.407 |
13.4% |
0.096 |
3.2% |
94% |
True |
False |
144,090 |
| 40 |
3.072 |
2.580 |
0.492 |
16.1% |
0.093 |
3.0% |
95% |
True |
False |
109,668 |
| 60 |
3.072 |
2.580 |
0.492 |
16.1% |
0.095 |
3.1% |
95% |
True |
False |
87,032 |
| 80 |
3.072 |
2.392 |
0.680 |
22.3% |
0.090 |
3.0% |
96% |
True |
False |
74,734 |
| 100 |
3.072 |
2.277 |
0.795 |
26.1% |
0.084 |
2.8% |
97% |
True |
False |
65,099 |
| 120 |
3.072 |
2.236 |
0.836 |
27.4% |
0.082 |
2.7% |
97% |
True |
False |
58,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.654 |
|
2.618 |
3.431 |
|
1.618 |
3.294 |
|
1.000 |
3.209 |
|
0.618 |
3.157 |
|
HIGH |
3.072 |
|
0.618 |
3.020 |
|
0.500 |
3.004 |
|
0.382 |
2.987 |
|
LOW |
2.935 |
|
0.618 |
2.850 |
|
1.000 |
2.798 |
|
1.618 |
2.713 |
|
2.618 |
2.576 |
|
4.250 |
2.353 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.033 |
3.021 |
| PP |
3.018 |
2.995 |
| S1 |
3.004 |
2.969 |
|