NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.067 |
3.000 |
-0.067 |
-2.2% |
3.032 |
| High |
3.090 |
3.076 |
-0.014 |
-0.5% |
3.166 |
| Low |
2.996 |
2.999 |
0.003 |
0.1% |
2.771 |
| Close |
3.013 |
3.055 |
0.042 |
1.4% |
3.013 |
| Range |
0.094 |
0.077 |
-0.017 |
-18.1% |
0.395 |
| ATR |
0.124 |
0.121 |
-0.003 |
-2.7% |
0.000 |
| Volume |
99,222 |
92,383 |
-6,839 |
-6.9% |
430,465 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.274 |
3.242 |
3.097 |
|
| R3 |
3.197 |
3.165 |
3.076 |
|
| R2 |
3.120 |
3.120 |
3.069 |
|
| R1 |
3.088 |
3.088 |
3.062 |
3.104 |
| PP |
3.043 |
3.043 |
3.043 |
3.052 |
| S1 |
3.011 |
3.011 |
3.048 |
3.027 |
| S2 |
2.966 |
2.966 |
3.041 |
|
| S3 |
2.889 |
2.934 |
3.034 |
|
| S4 |
2.812 |
2.857 |
3.013 |
|
|
| 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 |
12.9% |
0.101 |
3.3% |
72% |
False |
False |
91,564 |
| 10 |
3.166 |
2.771 |
0.395 |
12.9% |
0.093 |
3.0% |
72% |
False |
False |
87,796 |
| 20 |
3.166 |
2.771 |
0.395 |
12.9% |
0.088 |
2.9% |
72% |
False |
False |
78,193 |
| 40 |
3.166 |
2.767 |
0.399 |
13.1% |
0.085 |
2.8% |
72% |
False |
False |
62,240 |
| 60 |
3.166 |
2.767 |
0.399 |
13.1% |
0.087 |
2.8% |
72% |
False |
False |
50,002 |
| 80 |
3.166 |
2.762 |
0.404 |
13.2% |
0.083 |
2.7% |
73% |
False |
False |
42,057 |
| 100 |
3.166 |
2.460 |
0.706 |
23.1% |
0.077 |
2.5% |
84% |
False |
False |
35,614 |
| 120 |
3.166 |
2.434 |
0.732 |
24.0% |
0.074 |
2.4% |
85% |
False |
False |
31,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.403 |
|
2.618 |
3.278 |
|
1.618 |
3.201 |
|
1.000 |
3.153 |
|
0.618 |
3.124 |
|
HIGH |
3.076 |
|
0.618 |
3.047 |
|
0.500 |
3.038 |
|
0.382 |
3.028 |
|
LOW |
2.999 |
|
0.618 |
2.951 |
|
1.000 |
2.922 |
|
1.618 |
2.874 |
|
2.618 |
2.797 |
|
4.250 |
2.672 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.049 |
3.081 |
| PP |
3.043 |
3.072 |
| S1 |
3.038 |
3.064 |
|