NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 23-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
3.140 |
3.067 |
-0.073 |
-2.3% |
3.032 |
High |
3.166 |
3.090 |
-0.076 |
-2.4% |
3.166 |
Low |
3.052 |
2.996 |
-0.056 |
-1.8% |
2.771 |
Close |
3.061 |
3.013 |
-0.048 |
-1.6% |
3.013 |
Range |
0.114 |
0.094 |
-0.020 |
-17.5% |
0.395 |
ATR |
0.127 |
0.124 |
-0.002 |
-1.8% |
0.000 |
Volume |
108,993 |
99,222 |
-9,771 |
-9.0% |
430,465 |
|
Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.315 |
3.258 |
3.065 |
|
R3 |
3.221 |
3.164 |
3.039 |
|
R2 |
3.127 |
3.127 |
3.030 |
|
R1 |
3.070 |
3.070 |
3.022 |
3.052 |
PP |
3.033 |
3.033 |
3.033 |
3.024 |
S1 |
2.976 |
2.976 |
3.004 |
2.958 |
S2 |
2.939 |
2.939 |
2.996 |
|
S3 |
2.845 |
2.882 |
2.987 |
|
S4 |
2.751 |
2.788 |
2.961 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.168 |
3.986 |
3.230 |
|
R3 |
3.773 |
3.591 |
3.122 |
|
R2 |
3.378 |
3.378 |
3.085 |
|
R1 |
3.196 |
3.196 |
3.049 |
3.090 |
PP |
2.983 |
2.983 |
2.983 |
2.930 |
S1 |
2.801 |
2.801 |
2.977 |
2.695 |
S2 |
2.588 |
2.588 |
2.941 |
|
S3 |
2.193 |
2.406 |
2.904 |
|
S4 |
1.798 |
2.011 |
2.796 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.166 |
2.771 |
0.395 |
13.1% |
0.099 |
3.3% |
61% |
False |
False |
86,093 |
10 |
3.166 |
2.771 |
0.395 |
13.1% |
0.096 |
3.2% |
61% |
False |
False |
90,976 |
20 |
3.166 |
2.771 |
0.395 |
13.1% |
0.090 |
3.0% |
61% |
False |
False |
76,053 |
40 |
3.166 |
2.767 |
0.399 |
13.2% |
0.084 |
2.8% |
62% |
False |
False |
60,861 |
60 |
3.166 |
2.767 |
0.399 |
13.2% |
0.087 |
2.9% |
62% |
False |
False |
48,834 |
80 |
3.166 |
2.740 |
0.426 |
14.1% |
0.082 |
2.7% |
64% |
False |
False |
41,098 |
100 |
3.166 |
2.460 |
0.706 |
23.4% |
0.077 |
2.6% |
78% |
False |
False |
34,770 |
120 |
3.166 |
2.424 |
0.742 |
24.6% |
0.074 |
2.4% |
79% |
False |
False |
30,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.490 |
2.618 |
3.336 |
1.618 |
3.242 |
1.000 |
3.184 |
0.618 |
3.148 |
HIGH |
3.090 |
0.618 |
3.054 |
0.500 |
3.043 |
0.382 |
3.032 |
LOW |
2.996 |
0.618 |
2.938 |
1.000 |
2.902 |
1.618 |
2.844 |
2.618 |
2.750 |
4.250 |
2.597 |
|
|
Fisher Pivots for day following 23-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
3.043 |
2.998 |
PP |
3.033 |
2.983 |
S1 |
3.023 |
2.969 |
|