NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.878 |
2.855 |
-0.023 |
-0.8% |
3.005 |
| High |
2.883 |
2.869 |
-0.014 |
-0.5% |
3.055 |
| Low |
2.827 |
2.802 |
-0.025 |
-0.9% |
2.885 |
| Close |
2.842 |
2.811 |
-0.031 |
-1.1% |
2.898 |
| Range |
0.056 |
0.067 |
0.011 |
19.6% |
0.170 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.5% |
0.000 |
| Volume |
62,971 |
65,132 |
2,161 |
3.4% |
235,568 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
2.987 |
2.848 |
|
| R3 |
2.961 |
2.920 |
2.829 |
|
| R2 |
2.894 |
2.894 |
2.823 |
|
| R1 |
2.853 |
2.853 |
2.817 |
2.840 |
| PP |
2.827 |
2.827 |
2.827 |
2.821 |
| S1 |
2.786 |
2.786 |
2.805 |
2.773 |
| S2 |
2.760 |
2.760 |
2.799 |
|
| S3 |
2.693 |
2.719 |
2.793 |
|
| S4 |
2.626 |
2.652 |
2.774 |
|
|
| 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 |
3.014 |
2.802 |
0.212 |
7.5% |
0.072 |
2.6% |
4% |
False |
True |
53,627 |
| 10 |
3.065 |
2.802 |
0.263 |
9.4% |
0.085 |
3.0% |
3% |
False |
True |
48,340 |
| 20 |
3.065 |
2.767 |
0.298 |
10.6% |
0.080 |
2.8% |
15% |
False |
False |
46,802 |
| 40 |
3.091 |
2.767 |
0.324 |
11.5% |
0.082 |
2.9% |
14% |
False |
False |
40,896 |
| 60 |
3.148 |
2.767 |
0.381 |
13.6% |
0.083 |
2.9% |
12% |
False |
False |
33,975 |
| 80 |
3.148 |
2.460 |
0.688 |
24.5% |
0.078 |
2.8% |
51% |
False |
False |
28,694 |
| 100 |
3.148 |
2.460 |
0.688 |
24.5% |
0.074 |
2.6% |
51% |
False |
False |
24,821 |
| 120 |
3.148 |
2.398 |
0.750 |
26.7% |
0.071 |
2.5% |
55% |
False |
False |
21,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.154 |
|
2.618 |
3.044 |
|
1.618 |
2.977 |
|
1.000 |
2.936 |
|
0.618 |
2.910 |
|
HIGH |
2.869 |
|
0.618 |
2.843 |
|
0.500 |
2.836 |
|
0.382 |
2.828 |
|
LOW |
2.802 |
|
0.618 |
2.761 |
|
1.000 |
2.735 |
|
1.618 |
2.694 |
|
2.618 |
2.627 |
|
4.250 |
2.517 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.836 |
2.868 |
| PP |
2.827 |
2.849 |
| S1 |
2.819 |
2.830 |
|