NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.078 |
3.074 |
-0.004 |
-0.1% |
2.820 |
| High |
3.098 |
3.091 |
-0.007 |
-0.2% |
2.978 |
| Low |
3.029 |
2.981 |
-0.048 |
-1.6% |
2.820 |
| Close |
3.057 |
2.990 |
-0.067 |
-2.2% |
2.948 |
| Range |
0.069 |
0.110 |
0.041 |
59.4% |
0.158 |
| ATR |
0.095 |
0.096 |
0.001 |
1.1% |
0.000 |
| Volume |
129,474 |
132,427 |
2,953 |
2.3% |
781,868 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.280 |
3.051 |
|
| R3 |
3.241 |
3.170 |
3.020 |
|
| R2 |
3.131 |
3.131 |
3.010 |
|
| R1 |
3.060 |
3.060 |
3.000 |
3.041 |
| PP |
3.021 |
3.021 |
3.021 |
3.011 |
| S1 |
2.950 |
2.950 |
2.980 |
2.931 |
| S2 |
2.911 |
2.911 |
2.970 |
|
| S3 |
2.801 |
2.840 |
2.960 |
|
| S4 |
2.691 |
2.730 |
2.930 |
|
|
| 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 |
2.866 |
0.232 |
7.8% |
0.096 |
3.2% |
53% |
False |
False |
132,903 |
| 10 |
3.098 |
2.783 |
0.315 |
10.5% |
0.094 |
3.1% |
66% |
False |
False |
147,205 |
| 20 |
3.098 |
2.665 |
0.433 |
14.5% |
0.095 |
3.2% |
75% |
False |
False |
144,219 |
| 40 |
3.098 |
2.580 |
0.518 |
17.3% |
0.093 |
3.1% |
79% |
False |
False |
114,101 |
| 60 |
3.098 |
2.580 |
0.518 |
17.3% |
0.095 |
3.2% |
79% |
False |
False |
90,055 |
| 80 |
3.098 |
2.524 |
0.574 |
19.2% |
0.090 |
3.0% |
81% |
False |
False |
77,139 |
| 100 |
3.098 |
2.277 |
0.821 |
27.5% |
0.085 |
2.8% |
87% |
False |
False |
66,949 |
| 120 |
3.098 |
2.236 |
0.862 |
28.8% |
0.082 |
2.7% |
87% |
False |
False |
59,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.559 |
|
2.618 |
3.379 |
|
1.618 |
3.269 |
|
1.000 |
3.201 |
|
0.618 |
3.159 |
|
HIGH |
3.091 |
|
0.618 |
3.049 |
|
0.500 |
3.036 |
|
0.382 |
3.023 |
|
LOW |
2.981 |
|
0.618 |
2.913 |
|
1.000 |
2.871 |
|
1.618 |
2.803 |
|
2.618 |
2.693 |
|
4.250 |
2.514 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.036 |
3.017 |
| PP |
3.021 |
3.008 |
| S1 |
3.005 |
2.999 |
|