NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.995 |
2.949 |
-0.046 |
-1.5% |
2.956 |
| High |
3.021 |
3.018 |
-0.003 |
-0.1% |
3.098 |
| Low |
2.933 |
2.943 |
0.010 |
0.3% |
2.890 |
| Close |
2.955 |
2.997 |
0.042 |
1.4% |
2.955 |
| Range |
0.088 |
0.075 |
-0.013 |
-14.8% |
0.208 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.5% |
0.000 |
| Volume |
93,791 |
44,209 |
-49,582 |
-52.9% |
634,311 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.211 |
3.179 |
3.038 |
|
| R3 |
3.136 |
3.104 |
3.018 |
|
| R2 |
3.061 |
3.061 |
3.011 |
|
| R1 |
3.029 |
3.029 |
3.004 |
3.045 |
| PP |
2.986 |
2.986 |
2.986 |
2.994 |
| S1 |
2.954 |
2.954 |
2.990 |
2.970 |
| S2 |
2.911 |
2.911 |
2.983 |
|
| S3 |
2.836 |
2.879 |
2.976 |
|
| S4 |
2.761 |
2.804 |
2.956 |
|
|
| 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 |
2.933 |
0.165 |
5.5% |
0.096 |
3.2% |
39% |
False |
False |
114,396 |
| 10 |
3.098 |
2.834 |
0.264 |
8.8% |
0.094 |
3.1% |
62% |
False |
False |
127,065 |
| 20 |
3.098 |
2.665 |
0.433 |
14.4% |
0.092 |
3.1% |
77% |
False |
False |
136,420 |
| 40 |
3.098 |
2.580 |
0.518 |
17.3% |
0.090 |
3.0% |
81% |
False |
False |
113,979 |
| 60 |
3.098 |
2.580 |
0.518 |
17.3% |
0.094 |
3.1% |
81% |
False |
False |
90,651 |
| 80 |
3.098 |
2.580 |
0.518 |
17.3% |
0.091 |
3.0% |
81% |
False |
False |
77,876 |
| 100 |
3.098 |
2.277 |
0.821 |
27.4% |
0.085 |
2.8% |
88% |
False |
False |
67,896 |
| 120 |
3.098 |
2.236 |
0.862 |
28.8% |
0.082 |
2.8% |
88% |
False |
False |
60,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.337 |
|
2.618 |
3.214 |
|
1.618 |
3.139 |
|
1.000 |
3.093 |
|
0.618 |
3.064 |
|
HIGH |
3.018 |
|
0.618 |
2.989 |
|
0.500 |
2.981 |
|
0.382 |
2.972 |
|
LOW |
2.943 |
|
0.618 |
2.897 |
|
1.000 |
2.868 |
|
1.618 |
2.822 |
|
2.618 |
2.747 |
|
4.250 |
2.624 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.992 |
3.012 |
| PP |
2.986 |
3.007 |
| S1 |
2.981 |
3.002 |
|