NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
2.992 |
3.032 |
0.040 |
1.3% |
2.910 |
High |
3.035 |
3.033 |
-0.002 |
-0.1% |
3.060 |
Low |
2.946 |
2.968 |
0.022 |
0.7% |
2.910 |
Close |
3.021 |
3.005 |
-0.016 |
-0.5% |
3.021 |
Range |
0.089 |
0.065 |
-0.024 |
-27.0% |
0.150 |
ATR |
0.088 |
0.086 |
-0.002 |
-1.9% |
0.000 |
Volume |
71,538 |
65,024 |
-6,514 |
-9.1% |
479,296 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.197 |
3.166 |
3.041 |
|
R3 |
3.132 |
3.101 |
3.023 |
|
R2 |
3.067 |
3.067 |
3.017 |
|
R1 |
3.036 |
3.036 |
3.011 |
3.019 |
PP |
3.002 |
3.002 |
3.002 |
2.994 |
S1 |
2.971 |
2.971 |
2.999 |
2.954 |
S2 |
2.937 |
2.937 |
2.993 |
|
S3 |
2.872 |
2.906 |
2.987 |
|
S4 |
2.807 |
2.841 |
2.969 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.447 |
3.384 |
3.104 |
|
R3 |
3.297 |
3.234 |
3.062 |
|
R2 |
3.147 |
3.147 |
3.049 |
|
R1 |
3.084 |
3.084 |
3.035 |
3.116 |
PP |
2.997 |
2.997 |
2.997 |
3.013 |
S1 |
2.934 |
2.934 |
3.007 |
2.966 |
S2 |
2.847 |
2.847 |
2.994 |
|
S3 |
2.697 |
2.784 |
2.980 |
|
S4 |
2.547 |
2.634 |
2.939 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.060 |
2.918 |
0.142 |
4.7% |
0.084 |
2.8% |
61% |
False |
False |
84,027 |
10 |
3.060 |
2.802 |
0.258 |
8.6% |
0.083 |
2.8% |
79% |
False |
False |
87,048 |
20 |
3.065 |
2.789 |
0.276 |
9.2% |
0.087 |
2.9% |
78% |
False |
False |
66,256 |
40 |
3.091 |
2.767 |
0.324 |
10.8% |
0.084 |
2.8% |
73% |
False |
False |
55,357 |
60 |
3.148 |
2.767 |
0.381 |
12.7% |
0.086 |
2.8% |
62% |
False |
False |
44,132 |
80 |
3.148 |
2.622 |
0.526 |
17.5% |
0.080 |
2.7% |
73% |
False |
False |
37,129 |
100 |
3.148 |
2.460 |
0.688 |
22.9% |
0.075 |
2.5% |
79% |
False |
False |
31,471 |
120 |
3.148 |
2.424 |
0.724 |
24.1% |
0.073 |
2.4% |
80% |
False |
False |
27,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.309 |
2.618 |
3.203 |
1.618 |
3.138 |
1.000 |
3.098 |
0.618 |
3.073 |
HIGH |
3.033 |
0.618 |
3.008 |
0.500 |
3.001 |
0.382 |
2.993 |
LOW |
2.968 |
0.618 |
2.928 |
1.000 |
2.903 |
1.618 |
2.863 |
2.618 |
2.798 |
4.250 |
2.692 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
3.004 |
2.996 |
PP |
3.002 |
2.986 |
S1 |
3.001 |
2.977 |
|