NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.122 |
3.085 |
-0.037 |
-1.2% |
3.204 |
| High |
3.138 |
3.092 |
-0.046 |
-1.5% |
3.255 |
| Low |
3.093 |
3.037 |
-0.056 |
-1.8% |
3.093 |
| Close |
3.101 |
3.059 |
-0.042 |
-1.4% |
3.101 |
| Range |
0.045 |
0.055 |
0.010 |
22.2% |
0.162 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.3% |
0.000 |
| Volume |
16,628 |
29,091 |
12,463 |
75.0% |
130,532 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.228 |
3.198 |
3.089 |
|
| R3 |
3.173 |
3.143 |
3.074 |
|
| R2 |
3.118 |
3.118 |
3.069 |
|
| R1 |
3.088 |
3.088 |
3.064 |
3.076 |
| PP |
3.063 |
3.063 |
3.063 |
3.056 |
| S1 |
3.033 |
3.033 |
3.054 |
3.021 |
| S2 |
3.008 |
3.008 |
3.049 |
|
| S3 |
2.953 |
2.978 |
3.044 |
|
| S4 |
2.898 |
2.923 |
3.029 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.636 |
3.530 |
3.190 |
|
| R3 |
3.474 |
3.368 |
3.146 |
|
| R2 |
3.312 |
3.312 |
3.131 |
|
| R1 |
3.206 |
3.206 |
3.116 |
3.178 |
| PP |
3.150 |
3.150 |
3.150 |
3.136 |
| S1 |
3.044 |
3.044 |
3.086 |
3.016 |
| S2 |
2.988 |
2.988 |
3.071 |
|
| S3 |
2.826 |
2.882 |
3.056 |
|
| S4 |
2.664 |
2.720 |
3.012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.255 |
3.037 |
0.218 |
7.1% |
0.077 |
2.5% |
10% |
False |
True |
28,201 |
| 10 |
3.258 |
3.026 |
0.232 |
7.6% |
0.083 |
2.7% |
14% |
False |
False |
24,675 |
| 20 |
3.258 |
3.010 |
0.248 |
8.1% |
0.075 |
2.5% |
20% |
False |
False |
24,075 |
| 40 |
3.330 |
3.010 |
0.320 |
10.5% |
0.073 |
2.4% |
15% |
False |
False |
19,952 |
| 60 |
3.368 |
3.010 |
0.358 |
11.7% |
0.075 |
2.4% |
14% |
False |
False |
17,682 |
| 80 |
3.368 |
2.760 |
0.608 |
19.9% |
0.070 |
2.3% |
49% |
False |
False |
15,456 |
| 100 |
3.368 |
2.747 |
0.621 |
20.3% |
0.066 |
2.2% |
50% |
False |
False |
13,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.326 |
|
2.618 |
3.236 |
|
1.618 |
3.181 |
|
1.000 |
3.147 |
|
0.618 |
3.126 |
|
HIGH |
3.092 |
|
0.618 |
3.071 |
|
0.500 |
3.065 |
|
0.382 |
3.058 |
|
LOW |
3.037 |
|
0.618 |
3.003 |
|
1.000 |
2.982 |
|
1.618 |
2.948 |
|
2.618 |
2.893 |
|
4.250 |
2.803 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.065 |
3.118 |
| PP |
3.063 |
3.098 |
| S1 |
3.061 |
3.079 |
|