NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.066 |
3.045 |
-0.021 |
-0.7% |
3.204 |
| High |
3.086 |
3.151 |
0.065 |
2.1% |
3.255 |
| Low |
3.039 |
3.045 |
0.006 |
0.2% |
3.093 |
| Close |
3.046 |
3.144 |
0.098 |
3.2% |
3.101 |
| Range |
0.047 |
0.106 |
0.059 |
125.5% |
0.162 |
| ATR |
0.075 |
0.077 |
0.002 |
3.0% |
0.000 |
| Volume |
33,697 |
41,569 |
7,872 |
23.4% |
130,532 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.431 |
3.394 |
3.202 |
|
| R3 |
3.325 |
3.288 |
3.173 |
|
| R2 |
3.219 |
3.219 |
3.163 |
|
| R1 |
3.182 |
3.182 |
3.154 |
3.201 |
| PP |
3.113 |
3.113 |
3.113 |
3.123 |
| S1 |
3.076 |
3.076 |
3.134 |
3.095 |
| S2 |
3.007 |
3.007 |
3.125 |
|
| S3 |
2.901 |
2.970 |
3.115 |
|
| S4 |
2.795 |
2.864 |
3.086 |
|
|
| 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 |
3.199 |
3.037 |
0.162 |
5.2% |
0.069 |
2.2% |
66% |
False |
False |
31,087 |
| 10 |
3.258 |
3.037 |
0.221 |
7.0% |
0.080 |
2.5% |
48% |
False |
False |
28,092 |
| 20 |
3.258 |
3.010 |
0.248 |
7.9% |
0.075 |
2.4% |
54% |
False |
False |
24,774 |
| 40 |
3.330 |
3.010 |
0.320 |
10.2% |
0.074 |
2.3% |
42% |
False |
False |
21,167 |
| 60 |
3.368 |
3.010 |
0.358 |
11.4% |
0.075 |
2.4% |
37% |
False |
False |
18,529 |
| 80 |
3.368 |
2.760 |
0.608 |
19.3% |
0.071 |
2.3% |
63% |
False |
False |
16,261 |
| 100 |
3.368 |
2.760 |
0.608 |
19.3% |
0.067 |
2.1% |
63% |
False |
False |
14,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.602 |
|
2.618 |
3.429 |
|
1.618 |
3.323 |
|
1.000 |
3.257 |
|
0.618 |
3.217 |
|
HIGH |
3.151 |
|
0.618 |
3.111 |
|
0.500 |
3.098 |
|
0.382 |
3.085 |
|
LOW |
3.045 |
|
0.618 |
2.979 |
|
1.000 |
2.939 |
|
1.618 |
2.873 |
|
2.618 |
2.767 |
|
4.250 |
2.595 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.129 |
3.127 |
| PP |
3.113 |
3.111 |
| S1 |
3.098 |
3.094 |
|