NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2.978 |
2.981 |
0.003 |
0.1% |
2.878 |
| High |
3.015 |
3.060 |
0.045 |
1.5% |
2.944 |
| Low |
2.966 |
2.938 |
-0.028 |
-0.9% |
2.802 |
| Close |
2.989 |
2.969 |
-0.020 |
-0.7% |
2.890 |
| Range |
0.049 |
0.122 |
0.073 |
149.0% |
0.142 |
| ATR |
0.084 |
0.087 |
0.003 |
3.2% |
0.000 |
| Volume |
89,807 |
105,758 |
15,951 |
17.8% |
326,160 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.355 |
3.284 |
3.036 |
|
| R3 |
3.233 |
3.162 |
3.003 |
|
| R2 |
3.111 |
3.111 |
2.991 |
|
| R1 |
3.040 |
3.040 |
2.980 |
3.015 |
| PP |
2.989 |
2.989 |
2.989 |
2.976 |
| S1 |
2.918 |
2.918 |
2.958 |
2.893 |
| S2 |
2.867 |
2.867 |
2.947 |
|
| S3 |
2.745 |
2.796 |
2.935 |
|
| S4 |
2.623 |
2.674 |
2.902 |
|
|
| 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 |
3.060 |
2.812 |
0.248 |
8.4% |
0.092 |
3.1% |
63% |
True |
False |
103,561 |
| 10 |
3.060 |
2.802 |
0.258 |
8.7% |
0.082 |
2.8% |
65% |
True |
False |
78,594 |
| 20 |
3.065 |
2.771 |
0.294 |
9.9% |
0.086 |
2.9% |
67% |
False |
False |
60,564 |
| 40 |
3.091 |
2.767 |
0.324 |
10.9% |
0.084 |
2.8% |
62% |
False |
False |
51,314 |
| 60 |
3.148 |
2.767 |
0.381 |
12.8% |
0.085 |
2.9% |
53% |
False |
False |
41,286 |
| 80 |
3.148 |
2.572 |
0.576 |
19.4% |
0.079 |
2.7% |
69% |
False |
False |
34,614 |
| 100 |
3.148 |
2.460 |
0.688 |
23.2% |
0.075 |
2.5% |
74% |
False |
False |
29,560 |
| 120 |
3.148 |
2.403 |
0.745 |
25.1% |
0.072 |
2.4% |
76% |
False |
False |
25,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.579 |
|
2.618 |
3.379 |
|
1.618 |
3.257 |
|
1.000 |
3.182 |
|
0.618 |
3.135 |
|
HIGH |
3.060 |
|
0.618 |
3.013 |
|
0.500 |
2.999 |
|
0.382 |
2.985 |
|
LOW |
2.938 |
|
0.618 |
2.863 |
|
1.000 |
2.816 |
|
1.618 |
2.741 |
|
2.618 |
2.619 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.999 |
2.985 |
| PP |
2.989 |
2.980 |
| S1 |
2.979 |
2.974 |
|