NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.916 |
2.878 |
-0.038 |
-1.3% |
3.005 |
| High |
2.934 |
2.883 |
-0.051 |
-1.7% |
3.055 |
| Low |
2.885 |
2.827 |
-0.058 |
-2.0% |
2.885 |
| Close |
2.898 |
2.842 |
-0.056 |
-1.9% |
2.898 |
| Range |
0.049 |
0.056 |
0.007 |
14.3% |
0.170 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.2% |
0.000 |
| Volume |
32,514 |
62,971 |
30,457 |
93.7% |
235,568 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.019 |
2.986 |
2.873 |
|
| R3 |
2.963 |
2.930 |
2.857 |
|
| R2 |
2.907 |
2.907 |
2.852 |
|
| R1 |
2.874 |
2.874 |
2.847 |
2.863 |
| PP |
2.851 |
2.851 |
2.851 |
2.845 |
| S1 |
2.818 |
2.818 |
2.837 |
2.807 |
| S2 |
2.795 |
2.795 |
2.832 |
|
| S3 |
2.739 |
2.762 |
2.827 |
|
| S4 |
2.683 |
2.706 |
2.811 |
|
|
| 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 |
2.827 |
0.228 |
8.0% |
0.083 |
2.9% |
7% |
False |
True |
51,286 |
| 10 |
3.065 |
2.817 |
0.248 |
8.7% |
0.089 |
3.1% |
10% |
False |
False |
46,137 |
| 20 |
3.065 |
2.767 |
0.298 |
10.5% |
0.082 |
2.9% |
25% |
False |
False |
47,421 |
| 40 |
3.091 |
2.767 |
0.324 |
11.4% |
0.081 |
2.9% |
23% |
False |
False |
40,046 |
| 60 |
3.148 |
2.767 |
0.381 |
13.4% |
0.082 |
2.9% |
20% |
False |
False |
33,164 |
| 80 |
3.148 |
2.460 |
0.688 |
24.2% |
0.077 |
2.7% |
56% |
False |
False |
27,961 |
| 100 |
3.148 |
2.460 |
0.688 |
24.2% |
0.073 |
2.6% |
56% |
False |
False |
24,233 |
| 120 |
3.148 |
2.398 |
0.750 |
26.4% |
0.071 |
2.5% |
59% |
False |
False |
21,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.121 |
|
2.618 |
3.030 |
|
1.618 |
2.974 |
|
1.000 |
2.939 |
|
0.618 |
2.918 |
|
HIGH |
2.883 |
|
0.618 |
2.862 |
|
0.500 |
2.855 |
|
0.382 |
2.848 |
|
LOW |
2.827 |
|
0.618 |
2.792 |
|
1.000 |
2.771 |
|
1.618 |
2.736 |
|
2.618 |
2.680 |
|
4.250 |
2.589 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.855 |
2.915 |
| PP |
2.851 |
2.890 |
| S1 |
2.846 |
2.866 |
|