NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.138 |
3.133 |
-0.005 |
-0.2% |
3.085 |
| High |
3.168 |
3.229 |
0.061 |
1.9% |
3.168 |
| Low |
3.107 |
3.133 |
0.026 |
0.8% |
3.037 |
| Close |
3.119 |
3.179 |
0.060 |
1.9% |
3.119 |
| Range |
0.061 |
0.096 |
0.035 |
57.4% |
0.131 |
| ATR |
0.076 |
0.078 |
0.002 |
3.2% |
0.000 |
| Volume |
34,303 |
46,350 |
12,047 |
35.1% |
138,660 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.468 |
3.420 |
3.232 |
|
| R3 |
3.372 |
3.324 |
3.205 |
|
| R2 |
3.276 |
3.276 |
3.197 |
|
| R1 |
3.228 |
3.228 |
3.188 |
3.252 |
| PP |
3.180 |
3.180 |
3.180 |
3.193 |
| S1 |
3.132 |
3.132 |
3.170 |
3.156 |
| S2 |
3.084 |
3.084 |
3.161 |
|
| S3 |
2.988 |
3.036 |
3.153 |
|
| S4 |
2.892 |
2.940 |
3.126 |
|
|
| 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 |
3.229 |
3.037 |
0.192 |
6.0% |
0.073 |
2.3% |
74% |
True |
False |
37,002 |
| 10 |
3.255 |
3.037 |
0.218 |
6.9% |
0.076 |
2.4% |
65% |
False |
False |
31,554 |
| 20 |
3.258 |
3.010 |
0.248 |
7.8% |
0.076 |
2.4% |
68% |
False |
False |
26,192 |
| 40 |
3.330 |
3.010 |
0.320 |
10.1% |
0.075 |
2.3% |
53% |
False |
False |
22,643 |
| 60 |
3.368 |
3.010 |
0.358 |
11.3% |
0.076 |
2.4% |
47% |
False |
False |
19,544 |
| 80 |
3.368 |
2.760 |
0.608 |
19.1% |
0.072 |
2.3% |
69% |
False |
False |
17,104 |
| 100 |
3.368 |
2.760 |
0.608 |
19.1% |
0.067 |
2.1% |
69% |
False |
False |
14,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.637 |
|
2.618 |
3.480 |
|
1.618 |
3.384 |
|
1.000 |
3.325 |
|
0.618 |
3.288 |
|
HIGH |
3.229 |
|
0.618 |
3.192 |
|
0.500 |
3.181 |
|
0.382 |
3.170 |
|
LOW |
3.133 |
|
0.618 |
3.074 |
|
1.000 |
3.037 |
|
1.618 |
2.978 |
|
2.618 |
2.882 |
|
4.250 |
2.725 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.181 |
3.165 |
| PP |
3.180 |
3.151 |
| S1 |
3.180 |
3.137 |
|