NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.817 |
2.911 |
0.094 |
3.3% |
2.878 |
| High |
2.932 |
2.944 |
0.012 |
0.4% |
2.944 |
| Low |
2.812 |
2.880 |
0.068 |
2.4% |
2.802 |
| Close |
2.917 |
2.890 |
-0.027 |
-0.9% |
2.890 |
| Range |
0.120 |
0.064 |
-0.056 |
-46.7% |
0.142 |
| ATR |
0.086 |
0.084 |
-0.002 |
-1.8% |
0.000 |
| Volume |
108,188 |
89,869 |
-18,319 |
-16.9% |
326,160 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.057 |
2.925 |
|
| R3 |
3.033 |
2.993 |
2.908 |
|
| R2 |
2.969 |
2.969 |
2.902 |
|
| R1 |
2.929 |
2.929 |
2.896 |
2.917 |
| PP |
2.905 |
2.905 |
2.905 |
2.899 |
| S1 |
2.865 |
2.865 |
2.884 |
2.853 |
| S2 |
2.841 |
2.841 |
2.878 |
|
| S3 |
2.777 |
2.801 |
2.872 |
|
| S4 |
2.713 |
2.737 |
2.855 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.305 |
3.239 |
2.968 |
|
| R3 |
3.163 |
3.097 |
2.929 |
|
| R2 |
3.021 |
3.021 |
2.916 |
|
| R1 |
2.955 |
2.955 |
2.903 |
2.988 |
| PP |
2.879 |
2.879 |
2.879 |
2.895 |
| S1 |
2.813 |
2.813 |
2.877 |
2.846 |
| S2 |
2.737 |
2.737 |
2.864 |
|
| S3 |
2.595 |
2.671 |
2.851 |
|
| S4 |
2.453 |
2.529 |
2.812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.944 |
2.802 |
0.142 |
4.9% |
0.071 |
2.5% |
62% |
True |
False |
71,734 |
| 10 |
3.065 |
2.802 |
0.263 |
9.1% |
0.084 |
2.9% |
33% |
False |
False |
61,131 |
| 20 |
3.065 |
2.767 |
0.298 |
10.3% |
0.082 |
2.8% |
41% |
False |
False |
49,266 |
| 40 |
3.091 |
2.767 |
0.324 |
11.2% |
0.083 |
2.9% |
38% |
False |
False |
44,530 |
| 60 |
3.148 |
2.767 |
0.381 |
13.2% |
0.084 |
2.9% |
32% |
False |
False |
36,767 |
| 80 |
3.148 |
2.460 |
0.688 |
23.8% |
0.079 |
2.7% |
63% |
False |
False |
30,896 |
| 100 |
3.148 |
2.460 |
0.688 |
23.8% |
0.074 |
2.6% |
63% |
False |
False |
26,592 |
| 120 |
3.148 |
2.399 |
0.749 |
25.9% |
0.071 |
2.5% |
66% |
False |
False |
23,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.216 |
|
2.618 |
3.112 |
|
1.618 |
3.048 |
|
1.000 |
3.008 |
|
0.618 |
2.984 |
|
HIGH |
2.944 |
|
0.618 |
2.920 |
|
0.500 |
2.912 |
|
0.382 |
2.904 |
|
LOW |
2.880 |
|
0.618 |
2.840 |
|
1.000 |
2.816 |
|
1.618 |
2.776 |
|
2.618 |
2.712 |
|
4.250 |
2.608 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.912 |
2.884 |
| PP |
2.905 |
2.879 |
| S1 |
2.897 |
2.873 |
|