NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.074 |
2.995 |
-0.079 |
-2.6% |
2.956 |
| High |
3.091 |
3.021 |
-0.070 |
-2.3% |
3.098 |
| Low |
2.981 |
2.933 |
-0.048 |
-1.6% |
2.890 |
| Close |
2.990 |
2.955 |
-0.035 |
-1.2% |
2.955 |
| Range |
0.110 |
0.088 |
-0.022 |
-20.0% |
0.208 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.6% |
0.000 |
| Volume |
132,427 |
93,791 |
-38,636 |
-29.2% |
634,311 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.234 |
3.182 |
3.003 |
|
| R3 |
3.146 |
3.094 |
2.979 |
|
| R2 |
3.058 |
3.058 |
2.971 |
|
| R1 |
3.006 |
3.006 |
2.963 |
2.988 |
| PP |
2.970 |
2.970 |
2.970 |
2.961 |
| S1 |
2.918 |
2.918 |
2.947 |
2.900 |
| S2 |
2.882 |
2.882 |
2.939 |
|
| S3 |
2.794 |
2.830 |
2.931 |
|
| S4 |
2.706 |
2.742 |
2.907 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.605 |
3.488 |
3.069 |
|
| R3 |
3.397 |
3.280 |
3.012 |
|
| R2 |
3.189 |
3.189 |
2.993 |
|
| R1 |
3.072 |
3.072 |
2.974 |
3.027 |
| PP |
2.981 |
2.981 |
2.981 |
2.958 |
| S1 |
2.864 |
2.864 |
2.936 |
2.819 |
| S2 |
2.773 |
2.773 |
2.917 |
|
| S3 |
2.565 |
2.656 |
2.898 |
|
| S4 |
2.357 |
2.448 |
2.841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.098 |
2.890 |
0.208 |
7.0% |
0.094 |
3.2% |
31% |
False |
False |
126,862 |
| 10 |
3.098 |
2.820 |
0.278 |
9.4% |
0.096 |
3.3% |
49% |
False |
False |
141,617 |
| 20 |
3.098 |
2.665 |
0.433 |
14.7% |
0.094 |
3.2% |
67% |
False |
False |
141,913 |
| 40 |
3.098 |
2.580 |
0.518 |
17.5% |
0.090 |
3.0% |
72% |
False |
False |
114,103 |
| 60 |
3.098 |
2.580 |
0.518 |
17.5% |
0.094 |
3.2% |
72% |
False |
False |
90,785 |
| 80 |
3.098 |
2.560 |
0.538 |
18.2% |
0.090 |
3.1% |
73% |
False |
False |
77,755 |
| 100 |
3.098 |
2.277 |
0.821 |
27.8% |
0.085 |
2.9% |
83% |
False |
False |
67,666 |
| 120 |
3.098 |
2.236 |
0.862 |
29.2% |
0.082 |
2.8% |
83% |
False |
False |
60,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.395 |
|
2.618 |
3.251 |
|
1.618 |
3.163 |
|
1.000 |
3.109 |
|
0.618 |
3.075 |
|
HIGH |
3.021 |
|
0.618 |
2.987 |
|
0.500 |
2.977 |
|
0.382 |
2.967 |
|
LOW |
2.933 |
|
0.618 |
2.879 |
|
1.000 |
2.845 |
|
1.618 |
2.791 |
|
2.618 |
2.703 |
|
4.250 |
2.559 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.977 |
3.016 |
| PP |
2.970 |
2.995 |
| S1 |
2.962 |
2.975 |
|