NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.949 |
3.011 |
0.062 |
2.1% |
2.956 |
| High |
3.018 |
3.023 |
0.005 |
0.2% |
3.098 |
| Low |
2.943 |
2.977 |
0.034 |
1.2% |
2.890 |
| Close |
2.997 |
2.996 |
-0.001 |
0.0% |
2.955 |
| Range |
0.075 |
0.046 |
-0.029 |
-38.7% |
0.208 |
| ATR |
0.094 |
0.090 |
-0.003 |
-3.6% |
0.000 |
| Volume |
44,209 |
45,160 |
951 |
2.2% |
634,311 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.112 |
3.021 |
|
| R3 |
3.091 |
3.066 |
3.009 |
|
| R2 |
3.045 |
3.045 |
3.004 |
|
| R1 |
3.020 |
3.020 |
3.000 |
3.010 |
| PP |
2.999 |
2.999 |
2.999 |
2.993 |
| S1 |
2.974 |
2.974 |
2.992 |
2.964 |
| S2 |
2.953 |
2.953 |
2.988 |
|
| S3 |
2.907 |
2.928 |
2.983 |
|
| S4 |
2.861 |
2.882 |
2.971 |
|
|
| 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% |
0.078 |
2.6% |
38% |
False |
False |
89,012 |
| 10 |
3.098 |
2.834 |
0.264 |
8.8% |
0.093 |
3.1% |
61% |
False |
False |
117,575 |
| 20 |
3.098 |
2.665 |
0.433 |
14.5% |
0.090 |
3.0% |
76% |
False |
False |
132,696 |
| 40 |
3.098 |
2.580 |
0.518 |
17.3% |
0.089 |
3.0% |
80% |
False |
False |
113,784 |
| 60 |
3.098 |
2.580 |
0.518 |
17.3% |
0.093 |
3.1% |
80% |
False |
False |
90,757 |
| 80 |
3.098 |
2.580 |
0.518 |
17.3% |
0.091 |
3.0% |
80% |
False |
False |
78,131 |
| 100 |
3.098 |
2.277 |
0.821 |
27.4% |
0.085 |
2.8% |
88% |
False |
False |
68,108 |
| 120 |
3.098 |
2.249 |
0.849 |
28.3% |
0.082 |
2.7% |
88% |
False |
False |
61,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.219 |
|
2.618 |
3.143 |
|
1.618 |
3.097 |
|
1.000 |
3.069 |
|
0.618 |
3.051 |
|
HIGH |
3.023 |
|
0.618 |
3.005 |
|
0.500 |
3.000 |
|
0.382 |
2.995 |
|
LOW |
2.977 |
|
0.618 |
2.949 |
|
1.000 |
2.931 |
|
1.618 |
2.903 |
|
2.618 |
2.857 |
|
4.250 |
2.782 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.000 |
2.990 |
| PP |
2.999 |
2.984 |
| S1 |
2.997 |
2.978 |
|