NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.911 |
2.910 |
-0.001 |
0.0% |
2.878 |
| High |
2.944 |
3.013 |
0.069 |
2.3% |
2.944 |
| Low |
2.880 |
2.910 |
0.030 |
1.0% |
2.802 |
| Close |
2.890 |
2.986 |
0.096 |
3.3% |
2.890 |
| Range |
0.064 |
0.103 |
0.039 |
60.9% |
0.142 |
| ATR |
0.084 |
0.087 |
0.003 |
3.3% |
0.000 |
| Volume |
89,869 |
124,184 |
34,315 |
38.2% |
326,160 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.279 |
3.235 |
3.043 |
|
| R3 |
3.176 |
3.132 |
3.014 |
|
| R2 |
3.073 |
3.073 |
3.005 |
|
| R1 |
3.029 |
3.029 |
2.995 |
3.051 |
| PP |
2.970 |
2.970 |
2.970 |
2.981 |
| S1 |
2.926 |
2.926 |
2.977 |
2.948 |
| S2 |
2.867 |
2.867 |
2.967 |
|
| S3 |
2.764 |
2.823 |
2.958 |
|
| S4 |
2.661 |
2.720 |
2.929 |
|
|
| 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 |
3.013 |
2.802 |
0.211 |
7.1% |
0.082 |
2.7% |
87% |
True |
False |
90,068 |
| 10 |
3.055 |
2.802 |
0.253 |
8.5% |
0.084 |
2.8% |
73% |
False |
False |
68,591 |
| 20 |
3.065 |
2.771 |
0.294 |
9.8% |
0.083 |
2.8% |
73% |
False |
False |
53,673 |
| 40 |
3.091 |
2.767 |
0.324 |
10.9% |
0.083 |
2.8% |
68% |
False |
False |
47,172 |
| 60 |
3.148 |
2.767 |
0.381 |
12.8% |
0.085 |
2.8% |
57% |
False |
False |
38,592 |
| 80 |
3.148 |
2.460 |
0.688 |
23.0% |
0.080 |
2.7% |
76% |
False |
False |
32,374 |
| 100 |
3.148 |
2.460 |
0.688 |
23.0% |
0.074 |
2.5% |
76% |
False |
False |
27,734 |
| 120 |
3.148 |
2.399 |
0.749 |
25.1% |
0.072 |
2.4% |
78% |
False |
False |
24,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.451 |
|
2.618 |
3.283 |
|
1.618 |
3.180 |
|
1.000 |
3.116 |
|
0.618 |
3.077 |
|
HIGH |
3.013 |
|
0.618 |
2.974 |
|
0.500 |
2.962 |
|
0.382 |
2.949 |
|
LOW |
2.910 |
|
0.618 |
2.846 |
|
1.000 |
2.807 |
|
1.618 |
2.743 |
|
2.618 |
2.640 |
|
4.250 |
2.472 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.978 |
2.962 |
| PP |
2.970 |
2.937 |
| S1 |
2.962 |
2.913 |
|