NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.172 |
3.179 |
0.007 |
0.2% |
3.133 |
| High |
3.205 |
3.222 |
0.017 |
0.5% |
3.242 |
| Low |
3.131 |
3.147 |
0.016 |
0.5% |
3.131 |
| Close |
3.191 |
3.211 |
0.020 |
0.6% |
3.211 |
| Range |
0.074 |
0.075 |
0.001 |
1.4% |
0.111 |
| ATR |
0.077 |
0.077 |
0.000 |
-0.2% |
0.000 |
| Volume |
36,228 |
28,045 |
-8,183 |
-22.6% |
181,728 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.418 |
3.390 |
3.252 |
|
| R3 |
3.343 |
3.315 |
3.232 |
|
| R2 |
3.268 |
3.268 |
3.225 |
|
| R1 |
3.240 |
3.240 |
3.218 |
3.254 |
| PP |
3.193 |
3.193 |
3.193 |
3.201 |
| S1 |
3.165 |
3.165 |
3.204 |
3.179 |
| S2 |
3.118 |
3.118 |
3.197 |
|
| S3 |
3.043 |
3.090 |
3.190 |
|
| S4 |
2.968 |
3.015 |
3.170 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.528 |
3.480 |
3.272 |
|
| R3 |
3.417 |
3.369 |
3.242 |
|
| R2 |
3.306 |
3.306 |
3.231 |
|
| R1 |
3.258 |
3.258 |
3.221 |
3.282 |
| PP |
3.195 |
3.195 |
3.195 |
3.207 |
| S1 |
3.147 |
3.147 |
3.201 |
3.171 |
| S2 |
3.084 |
3.084 |
3.191 |
|
| S3 |
2.973 |
3.036 |
3.180 |
|
| S4 |
2.862 |
2.925 |
3.150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.242 |
3.131 |
0.111 |
3.5% |
0.079 |
2.4% |
72% |
False |
False |
36,345 |
| 10 |
3.242 |
3.037 |
0.205 |
6.4% |
0.071 |
2.2% |
85% |
False |
False |
33,701 |
| 20 |
3.258 |
3.010 |
0.248 |
7.7% |
0.080 |
2.5% |
81% |
False |
False |
29,773 |
| 40 |
3.330 |
3.010 |
0.320 |
10.0% |
0.076 |
2.4% |
63% |
False |
False |
25,007 |
| 60 |
3.368 |
3.010 |
0.358 |
11.1% |
0.077 |
2.4% |
56% |
False |
False |
20,993 |
| 80 |
3.368 |
2.878 |
0.490 |
15.3% |
0.072 |
2.2% |
68% |
False |
False |
18,517 |
| 100 |
3.368 |
2.760 |
0.608 |
18.9% |
0.067 |
2.1% |
74% |
False |
False |
16,055 |
| 120 |
3.368 |
2.700 |
0.668 |
20.8% |
0.065 |
2.0% |
76% |
False |
False |
14,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.541 |
|
2.618 |
3.418 |
|
1.618 |
3.343 |
|
1.000 |
3.297 |
|
0.618 |
3.268 |
|
HIGH |
3.222 |
|
0.618 |
3.193 |
|
0.500 |
3.185 |
|
0.382 |
3.176 |
|
LOW |
3.147 |
|
0.618 |
3.101 |
|
1.000 |
3.072 |
|
1.618 |
3.026 |
|
2.618 |
2.951 |
|
4.250 |
2.828 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.202 |
3.203 |
| PP |
3.193 |
3.195 |
| S1 |
3.185 |
3.187 |
|