NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.073 |
3.035 |
-0.038 |
-1.2% |
3.032 |
| High |
3.079 |
3.043 |
-0.036 |
-1.2% |
3.166 |
| Low |
3.032 |
2.944 |
-0.088 |
-2.9% |
2.771 |
| Close |
3.050 |
3.002 |
-0.048 |
-1.6% |
3.013 |
| Range |
0.047 |
0.099 |
0.052 |
110.6% |
0.395 |
| ATR |
0.116 |
0.115 |
-0.001 |
-0.6% |
0.000 |
| Volume |
116,638 |
137,838 |
21,200 |
18.2% |
430,465 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.293 |
3.247 |
3.056 |
|
| R3 |
3.194 |
3.148 |
3.029 |
|
| R2 |
3.095 |
3.095 |
3.020 |
|
| R1 |
3.049 |
3.049 |
3.011 |
3.023 |
| PP |
2.996 |
2.996 |
2.996 |
2.983 |
| S1 |
2.950 |
2.950 |
2.993 |
2.924 |
| S2 |
2.897 |
2.897 |
2.984 |
|
| S3 |
2.798 |
2.851 |
2.975 |
|
| S4 |
2.699 |
2.752 |
2.948 |
|
|
| 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 |
2.944 |
0.222 |
7.4% |
0.086 |
2.9% |
26% |
False |
True |
111,014 |
| 10 |
3.166 |
2.771 |
0.395 |
13.2% |
0.090 |
3.0% |
58% |
False |
False |
93,687 |
| 20 |
3.166 |
2.771 |
0.395 |
13.2% |
0.086 |
2.9% |
58% |
False |
False |
86,140 |
| 40 |
3.166 |
2.767 |
0.399 |
13.3% |
0.084 |
2.8% |
59% |
False |
False |
66,946 |
| 60 |
3.166 |
2.767 |
0.399 |
13.3% |
0.085 |
2.8% |
59% |
False |
False |
53,546 |
| 80 |
3.166 |
2.767 |
0.399 |
13.3% |
0.084 |
2.8% |
59% |
False |
False |
44,953 |
| 100 |
3.166 |
2.460 |
0.706 |
23.5% |
0.078 |
2.6% |
77% |
False |
False |
38,000 |
| 120 |
3.166 |
2.448 |
0.718 |
23.9% |
0.074 |
2.5% |
77% |
False |
False |
33,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.464 |
|
2.618 |
3.302 |
|
1.618 |
3.203 |
|
1.000 |
3.142 |
|
0.618 |
3.104 |
|
HIGH |
3.043 |
|
0.618 |
3.005 |
|
0.500 |
2.994 |
|
0.382 |
2.982 |
|
LOW |
2.944 |
|
0.618 |
2.883 |
|
1.000 |
2.845 |
|
1.618 |
2.784 |
|
2.618 |
2.685 |
|
4.250 |
2.523 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.999 |
3.012 |
| PP |
2.996 |
3.008 |
| S1 |
2.994 |
3.005 |
|