NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.910 |
2.978 |
0.068 |
2.3% |
2.878 |
| High |
3.013 |
3.015 |
0.002 |
0.1% |
2.944 |
| Low |
2.910 |
2.966 |
0.056 |
1.9% |
2.802 |
| Close |
2.986 |
2.989 |
0.003 |
0.1% |
2.890 |
| Range |
0.103 |
0.049 |
-0.054 |
-52.4% |
0.142 |
| ATR |
0.087 |
0.084 |
-0.003 |
-3.1% |
0.000 |
| Volume |
124,184 |
89,807 |
-34,377 |
-27.7% |
326,160 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.112 |
3.016 |
|
| R3 |
3.088 |
3.063 |
3.002 |
|
| R2 |
3.039 |
3.039 |
2.998 |
|
| R1 |
3.014 |
3.014 |
2.993 |
3.027 |
| PP |
2.990 |
2.990 |
2.990 |
2.996 |
| S1 |
2.965 |
2.965 |
2.985 |
2.978 |
| S2 |
2.941 |
2.941 |
2.980 |
|
| S3 |
2.892 |
2.916 |
2.976 |
|
| S4 |
2.843 |
2.867 |
2.962 |
|
|
| 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 |
3.015 |
2.802 |
0.213 |
7.1% |
0.081 |
2.7% |
88% |
True |
False |
95,436 |
| 10 |
3.055 |
2.802 |
0.253 |
8.5% |
0.082 |
2.7% |
74% |
False |
False |
73,361 |
| 20 |
3.065 |
2.771 |
0.294 |
9.8% |
0.082 |
2.7% |
74% |
False |
False |
56,523 |
| 40 |
3.091 |
2.767 |
0.324 |
10.8% |
0.082 |
2.8% |
69% |
False |
False |
49,125 |
| 60 |
3.148 |
2.767 |
0.381 |
12.7% |
0.085 |
2.8% |
58% |
False |
False |
39,905 |
| 80 |
3.148 |
2.572 |
0.576 |
19.3% |
0.078 |
2.6% |
72% |
False |
False |
33,368 |
| 100 |
3.148 |
2.460 |
0.688 |
23.0% |
0.074 |
2.5% |
77% |
False |
False |
28,553 |
| 120 |
3.148 |
2.399 |
0.749 |
25.1% |
0.072 |
2.4% |
79% |
False |
False |
24,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.223 |
|
2.618 |
3.143 |
|
1.618 |
3.094 |
|
1.000 |
3.064 |
|
0.618 |
3.045 |
|
HIGH |
3.015 |
|
0.618 |
2.996 |
|
0.500 |
2.991 |
|
0.382 |
2.985 |
|
LOW |
2.966 |
|
0.618 |
2.936 |
|
1.000 |
2.917 |
|
1.618 |
2.887 |
|
2.618 |
2.838 |
|
4.250 |
2.758 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.991 |
2.975 |
| PP |
2.990 |
2.961 |
| S1 |
2.990 |
2.948 |
|