NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
3.173 |
3.170 |
-0.003 |
-0.1% |
3.085 |
High |
3.208 |
3.242 |
0.034 |
1.1% |
3.168 |
Low |
3.159 |
3.143 |
-0.016 |
-0.5% |
3.037 |
Close |
3.176 |
3.173 |
-0.003 |
-0.1% |
3.119 |
Range |
0.049 |
0.099 |
0.050 |
102.0% |
0.131 |
ATR |
0.076 |
0.078 |
0.002 |
2.2% |
0.000 |
Volume |
31,700 |
39,405 |
7,705 |
24.3% |
138,660 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.483 |
3.427 |
3.227 |
|
R3 |
3.384 |
3.328 |
3.200 |
|
R2 |
3.285 |
3.285 |
3.191 |
|
R1 |
3.229 |
3.229 |
3.182 |
3.257 |
PP |
3.186 |
3.186 |
3.186 |
3.200 |
S1 |
3.130 |
3.130 |
3.164 |
3.158 |
S2 |
3.087 |
3.087 |
3.155 |
|
S3 |
2.988 |
3.031 |
3.146 |
|
S4 |
2.889 |
2.932 |
3.119 |
|
|
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 |
3.242 |
3.045 |
0.197 |
6.2% |
0.082 |
2.6% |
65% |
True |
False |
38,665 |
10 |
3.242 |
3.037 |
0.205 |
6.5% |
0.073 |
2.3% |
66% |
True |
False |
33,760 |
20 |
3.258 |
3.010 |
0.248 |
7.8% |
0.078 |
2.5% |
66% |
False |
False |
28,513 |
40 |
3.330 |
3.010 |
0.320 |
10.1% |
0.075 |
2.4% |
51% |
False |
False |
24,021 |
60 |
3.368 |
3.010 |
0.358 |
11.3% |
0.077 |
2.4% |
46% |
False |
False |
20,325 |
80 |
3.368 |
2.867 |
0.501 |
15.8% |
0.071 |
2.3% |
61% |
False |
False |
17,842 |
100 |
3.368 |
2.760 |
0.608 |
19.2% |
0.067 |
2.1% |
68% |
False |
False |
15,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.663 |
2.618 |
3.501 |
1.618 |
3.402 |
1.000 |
3.341 |
0.618 |
3.303 |
HIGH |
3.242 |
0.618 |
3.204 |
0.500 |
3.193 |
0.382 |
3.181 |
LOW |
3.143 |
0.618 |
3.082 |
1.000 |
3.044 |
1.618 |
2.983 |
2.618 |
2.884 |
4.250 |
2.722 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
3.193 |
3.188 |
PP |
3.186 |
3.183 |
S1 |
3.180 |
3.178 |
|