NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.032 |
3.010 |
-0.022 |
-0.7% |
2.910 |
| High |
3.033 |
3.133 |
0.100 |
3.3% |
3.060 |
| Low |
2.968 |
3.005 |
0.037 |
1.2% |
2.910 |
| Close |
3.005 |
3.109 |
0.104 |
3.5% |
3.021 |
| Range |
0.065 |
0.128 |
0.063 |
96.9% |
0.150 |
| ATR |
0.086 |
0.089 |
0.003 |
3.5% |
0.000 |
| Volume |
65,024 |
120,516 |
55,492 |
85.3% |
479,296 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.466 |
3.416 |
3.179 |
|
| R3 |
3.338 |
3.288 |
3.144 |
|
| R2 |
3.210 |
3.210 |
3.132 |
|
| R1 |
3.160 |
3.160 |
3.121 |
3.185 |
| PP |
3.082 |
3.082 |
3.082 |
3.095 |
| S1 |
3.032 |
3.032 |
3.097 |
3.057 |
| S2 |
2.954 |
2.954 |
3.086 |
|
| S3 |
2.826 |
2.904 |
3.074 |
|
| S4 |
2.698 |
2.776 |
3.039 |
|
|
| 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 |
3.133 |
2.918 |
0.215 |
6.9% |
0.100 |
3.2% |
89% |
True |
False |
90,169 |
| 10 |
3.133 |
2.802 |
0.331 |
10.6% |
0.090 |
2.9% |
93% |
True |
False |
92,802 |
| 20 |
3.133 |
2.802 |
0.331 |
10.6% |
0.090 |
2.9% |
93% |
True |
False |
69,470 |
| 40 |
3.133 |
2.767 |
0.366 |
11.8% |
0.085 |
2.7% |
93% |
True |
False |
57,683 |
| 60 |
3.148 |
2.767 |
0.381 |
12.3% |
0.087 |
2.8% |
90% |
False |
False |
45,880 |
| 80 |
3.148 |
2.622 |
0.526 |
16.9% |
0.081 |
2.6% |
93% |
False |
False |
38,502 |
| 100 |
3.148 |
2.460 |
0.688 |
22.1% |
0.076 |
2.4% |
94% |
False |
False |
32,563 |
| 120 |
3.148 |
2.424 |
0.724 |
23.3% |
0.073 |
2.3% |
95% |
False |
False |
28,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.677 |
|
2.618 |
3.468 |
|
1.618 |
3.340 |
|
1.000 |
3.261 |
|
0.618 |
3.212 |
|
HIGH |
3.133 |
|
0.618 |
3.084 |
|
0.500 |
3.069 |
|
0.382 |
3.054 |
|
LOW |
3.005 |
|
0.618 |
2.926 |
|
1.000 |
2.877 |
|
1.618 |
2.798 |
|
2.618 |
2.670 |
|
4.250 |
2.461 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.096 |
3.086 |
| PP |
3.082 |
3.063 |
| S1 |
3.069 |
3.040 |
|