NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.936 |
3.078 |
0.142 |
4.8% |
2.820 |
| High |
3.072 |
3.098 |
0.026 |
0.8% |
2.978 |
| Low |
2.935 |
3.029 |
0.094 |
3.2% |
2.820 |
| Close |
3.047 |
3.057 |
0.010 |
0.3% |
2.948 |
| Range |
0.137 |
0.069 |
-0.068 |
-49.6% |
0.158 |
| ATR |
0.097 |
0.095 |
-0.002 |
-2.1% |
0.000 |
| Volume |
172,079 |
129,474 |
-42,605 |
-24.8% |
781,868 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.268 |
3.232 |
3.095 |
|
| R3 |
3.199 |
3.163 |
3.076 |
|
| R2 |
3.130 |
3.130 |
3.070 |
|
| R1 |
3.094 |
3.094 |
3.063 |
3.078 |
| PP |
3.061 |
3.061 |
3.061 |
3.053 |
| S1 |
3.025 |
3.025 |
3.051 |
3.009 |
| S2 |
2.992 |
2.992 |
3.044 |
|
| S3 |
2.923 |
2.956 |
3.038 |
|
| S4 |
2.854 |
2.887 |
3.019 |
|
|
| 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 |
3.098 |
2.834 |
0.264 |
8.6% |
0.096 |
3.1% |
84% |
True |
False |
136,971 |
| 10 |
3.098 |
2.679 |
0.419 |
13.7% |
0.097 |
3.2% |
90% |
True |
False |
155,221 |
| 20 |
3.098 |
2.665 |
0.433 |
14.2% |
0.094 |
3.1% |
91% |
True |
False |
144,303 |
| 40 |
3.098 |
2.580 |
0.518 |
16.9% |
0.092 |
3.0% |
92% |
True |
False |
111,933 |
| 60 |
3.098 |
2.580 |
0.518 |
16.9% |
0.095 |
3.1% |
92% |
True |
False |
88,733 |
| 80 |
3.098 |
2.430 |
0.668 |
21.9% |
0.090 |
2.9% |
94% |
True |
False |
75,979 |
| 100 |
3.098 |
2.277 |
0.821 |
26.9% |
0.084 |
2.8% |
95% |
True |
False |
65,892 |
| 120 |
3.098 |
2.236 |
0.862 |
28.2% |
0.082 |
2.7% |
95% |
True |
False |
59,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.391 |
|
2.618 |
3.279 |
|
1.618 |
3.210 |
|
1.000 |
3.167 |
|
0.618 |
3.141 |
|
HIGH |
3.098 |
|
0.618 |
3.072 |
|
0.500 |
3.064 |
|
0.382 |
3.055 |
|
LOW |
3.029 |
|
0.618 |
2.986 |
|
1.000 |
2.960 |
|
1.618 |
2.917 |
|
2.618 |
2.848 |
|
4.250 |
2.736 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.064 |
3.036 |
| PP |
3.061 |
3.015 |
| S1 |
3.059 |
2.994 |
|