NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
2.981 |
2.972 |
-0.009 |
-0.3% |
2.878 |
High |
3.060 |
3.015 |
-0.045 |
-1.5% |
2.944 |
Low |
2.938 |
2.918 |
-0.020 |
-0.7% |
2.802 |
Close |
2.969 |
3.002 |
0.033 |
1.1% |
2.890 |
Range |
0.122 |
0.097 |
-0.025 |
-20.5% |
0.142 |
ATR |
0.087 |
0.088 |
0.001 |
0.8% |
0.000 |
Volume |
105,758 |
88,009 |
-17,749 |
-16.8% |
326,160 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.269 |
3.233 |
3.055 |
|
R3 |
3.172 |
3.136 |
3.029 |
|
R2 |
3.075 |
3.075 |
3.020 |
|
R1 |
3.039 |
3.039 |
3.011 |
3.057 |
PP |
2.978 |
2.978 |
2.978 |
2.988 |
S1 |
2.942 |
2.942 |
2.993 |
2.960 |
S2 |
2.881 |
2.881 |
2.984 |
|
S3 |
2.784 |
2.845 |
2.975 |
|
S4 |
2.687 |
2.748 |
2.949 |
|
|
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 |
2.880 |
0.180 |
6.0% |
0.087 |
2.9% |
68% |
False |
False |
99,525 |
10 |
3.060 |
2.802 |
0.258 |
8.6% |
0.083 |
2.8% |
78% |
False |
False |
82,151 |
20 |
3.065 |
2.771 |
0.294 |
9.8% |
0.088 |
2.9% |
79% |
False |
False |
63,308 |
40 |
3.091 |
2.767 |
0.324 |
10.8% |
0.084 |
2.8% |
73% |
False |
False |
53,029 |
60 |
3.148 |
2.767 |
0.381 |
12.7% |
0.086 |
2.9% |
62% |
False |
False |
42,489 |
80 |
3.148 |
2.572 |
0.576 |
19.2% |
0.080 |
2.7% |
75% |
False |
False |
35,645 |
100 |
3.148 |
2.460 |
0.688 |
22.9% |
0.075 |
2.5% |
79% |
False |
False |
30,345 |
120 |
3.148 |
2.424 |
0.724 |
24.1% |
0.072 |
2.4% |
80% |
False |
False |
26,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.427 |
2.618 |
3.269 |
1.618 |
3.172 |
1.000 |
3.112 |
0.618 |
3.075 |
HIGH |
3.015 |
0.618 |
2.978 |
0.500 |
2.967 |
0.382 |
2.955 |
LOW |
2.918 |
0.618 |
2.858 |
1.000 |
2.821 |
1.618 |
2.761 |
2.618 |
2.664 |
4.250 |
2.506 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
2.990 |
2.998 |
PP |
2.978 |
2.993 |
S1 |
2.967 |
2.989 |
|