NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.045 |
3.138 |
0.093 |
3.1% |
3.085 |
| High |
3.151 |
3.168 |
0.017 |
0.5% |
3.168 |
| Low |
3.045 |
3.107 |
0.062 |
2.0% |
3.037 |
| Close |
3.144 |
3.119 |
-0.025 |
-0.8% |
3.119 |
| Range |
0.106 |
0.061 |
-0.045 |
-42.5% |
0.131 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.5% |
0.000 |
| Volume |
41,569 |
34,303 |
-7,266 |
-17.5% |
138,660 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.314 |
3.278 |
3.153 |
|
| R3 |
3.253 |
3.217 |
3.136 |
|
| R2 |
3.192 |
3.192 |
3.130 |
|
| R1 |
3.156 |
3.156 |
3.125 |
3.144 |
| PP |
3.131 |
3.131 |
3.131 |
3.125 |
| S1 |
3.095 |
3.095 |
3.113 |
3.083 |
| S2 |
3.070 |
3.070 |
3.108 |
|
| S3 |
3.009 |
3.034 |
3.102 |
|
| S4 |
2.948 |
2.973 |
3.085 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.501 |
3.441 |
3.191 |
|
| R3 |
3.370 |
3.310 |
3.155 |
|
| R2 |
3.239 |
3.239 |
3.143 |
|
| R1 |
3.179 |
3.179 |
3.131 |
3.209 |
| PP |
3.108 |
3.108 |
3.108 |
3.123 |
| S1 |
3.048 |
3.048 |
3.107 |
3.078 |
| S2 |
2.977 |
2.977 |
3.095 |
|
| S3 |
2.846 |
2.917 |
3.083 |
|
| S4 |
2.715 |
2.786 |
3.047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.168 |
3.037 |
0.131 |
4.2% |
0.063 |
2.0% |
63% |
True |
False |
31,057 |
| 10 |
3.258 |
3.037 |
0.221 |
7.1% |
0.075 |
2.4% |
37% |
False |
False |
29,469 |
| 20 |
3.258 |
3.010 |
0.248 |
8.0% |
0.075 |
2.4% |
44% |
False |
False |
24,873 |
| 40 |
3.330 |
3.010 |
0.320 |
10.3% |
0.074 |
2.4% |
34% |
False |
False |
21,703 |
| 60 |
3.368 |
3.010 |
0.358 |
11.5% |
0.076 |
2.4% |
30% |
False |
False |
18,954 |
| 80 |
3.368 |
2.760 |
0.608 |
19.5% |
0.071 |
2.3% |
59% |
False |
False |
16,595 |
| 100 |
3.368 |
2.760 |
0.608 |
19.5% |
0.067 |
2.1% |
59% |
False |
False |
14,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.427 |
|
2.618 |
3.328 |
|
1.618 |
3.267 |
|
1.000 |
3.229 |
|
0.618 |
3.206 |
|
HIGH |
3.168 |
|
0.618 |
3.145 |
|
0.500 |
3.138 |
|
0.382 |
3.130 |
|
LOW |
3.107 |
|
0.618 |
3.069 |
|
1.000 |
3.046 |
|
1.618 |
3.008 |
|
2.618 |
2.947 |
|
4.250 |
2.848 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.138 |
3.114 |
| PP |
3.131 |
3.109 |
| S1 |
3.125 |
3.104 |
|