NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.995 |
2.916 |
-0.079 |
-2.6% |
3.005 |
| High |
3.002 |
2.934 |
-0.068 |
-2.3% |
3.055 |
| Low |
2.901 |
2.885 |
-0.016 |
-0.6% |
2.885 |
| Close |
2.908 |
2.898 |
-0.010 |
-0.3% |
2.898 |
| Range |
0.101 |
0.049 |
-0.052 |
-51.5% |
0.170 |
| ATR |
0.088 |
0.085 |
-0.003 |
-3.2% |
0.000 |
| Volume |
55,082 |
32,514 |
-22,568 |
-41.0% |
235,568 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.053 |
3.024 |
2.925 |
|
| R3 |
3.004 |
2.975 |
2.911 |
|
| R2 |
2.955 |
2.955 |
2.907 |
|
| R1 |
2.926 |
2.926 |
2.902 |
2.916 |
| PP |
2.906 |
2.906 |
2.906 |
2.901 |
| S1 |
2.877 |
2.877 |
2.894 |
2.867 |
| S2 |
2.857 |
2.857 |
2.889 |
|
| S3 |
2.808 |
2.828 |
2.885 |
|
| S4 |
2.759 |
2.779 |
2.871 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.456 |
3.347 |
2.992 |
|
| R3 |
3.286 |
3.177 |
2.945 |
|
| R2 |
3.116 |
3.116 |
2.929 |
|
| R1 |
3.007 |
3.007 |
2.914 |
2.977 |
| PP |
2.946 |
2.946 |
2.946 |
2.931 |
| S1 |
2.837 |
2.837 |
2.882 |
2.807 |
| S2 |
2.776 |
2.776 |
2.867 |
|
| S3 |
2.606 |
2.667 |
2.851 |
|
| S4 |
2.436 |
2.497 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.055 |
2.885 |
0.170 |
5.9% |
0.086 |
3.0% |
8% |
False |
True |
47,113 |
| 10 |
3.065 |
2.789 |
0.276 |
9.5% |
0.091 |
3.1% |
39% |
False |
False |
45,464 |
| 20 |
3.065 |
2.767 |
0.298 |
10.3% |
0.081 |
2.8% |
44% |
False |
False |
47,767 |
| 40 |
3.091 |
2.767 |
0.324 |
11.2% |
0.083 |
2.9% |
40% |
False |
False |
39,055 |
| 60 |
3.148 |
2.767 |
0.381 |
13.1% |
0.082 |
2.8% |
34% |
False |
False |
32,373 |
| 80 |
3.148 |
2.460 |
0.688 |
23.7% |
0.077 |
2.7% |
64% |
False |
False |
27,310 |
| 100 |
3.148 |
2.460 |
0.688 |
23.7% |
0.073 |
2.5% |
64% |
False |
False |
23,682 |
| 120 |
3.148 |
2.398 |
0.750 |
25.9% |
0.071 |
2.4% |
67% |
False |
False |
20,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.142 |
|
2.618 |
3.062 |
|
1.618 |
3.013 |
|
1.000 |
2.983 |
|
0.618 |
2.964 |
|
HIGH |
2.934 |
|
0.618 |
2.915 |
|
0.500 |
2.910 |
|
0.382 |
2.904 |
|
LOW |
2.885 |
|
0.618 |
2.855 |
|
1.000 |
2.836 |
|
1.618 |
2.806 |
|
2.618 |
2.757 |
|
4.250 |
2.677 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.950 |
| PP |
2.906 |
2.932 |
| S1 |
2.902 |
2.915 |
|