NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.217 |
3.205 |
-0.012 |
-0.4% |
3.133 |
| High |
3.224 |
3.312 |
0.088 |
2.7% |
3.242 |
| Low |
3.169 |
3.202 |
0.033 |
1.0% |
3.131 |
| Close |
3.197 |
3.291 |
0.094 |
2.9% |
3.211 |
| Range |
0.055 |
0.110 |
0.055 |
100.0% |
0.111 |
| ATR |
0.076 |
0.078 |
0.003 |
3.7% |
0.000 |
| Volume |
27,065 |
41,770 |
14,705 |
54.3% |
181,728 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.598 |
3.555 |
3.352 |
|
| R3 |
3.488 |
3.445 |
3.321 |
|
| R2 |
3.378 |
3.378 |
3.311 |
|
| R1 |
3.335 |
3.335 |
3.301 |
3.357 |
| PP |
3.268 |
3.268 |
3.268 |
3.279 |
| S1 |
3.225 |
3.225 |
3.281 |
3.247 |
| S2 |
3.158 |
3.158 |
3.271 |
|
| S3 |
3.048 |
3.115 |
3.261 |
|
| S4 |
2.938 |
3.005 |
3.231 |
|
|
| 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 |
3.312 |
3.131 |
0.181 |
5.5% |
0.083 |
2.5% |
88% |
True |
False |
34,502 |
| 10 |
3.312 |
3.039 |
0.273 |
8.3% |
0.077 |
2.3% |
92% |
True |
False |
36,013 |
| 20 |
3.312 |
3.026 |
0.286 |
8.7% |
0.080 |
2.4% |
93% |
True |
False |
30,344 |
| 40 |
3.330 |
3.010 |
0.320 |
9.7% |
0.076 |
2.3% |
88% |
False |
False |
26,051 |
| 60 |
3.368 |
3.010 |
0.358 |
10.9% |
0.077 |
2.3% |
78% |
False |
False |
21,738 |
| 80 |
3.368 |
2.927 |
0.441 |
13.4% |
0.073 |
2.2% |
83% |
False |
False |
19,185 |
| 100 |
3.368 |
2.760 |
0.608 |
18.5% |
0.068 |
2.1% |
87% |
False |
False |
16,580 |
| 120 |
3.368 |
2.700 |
0.668 |
20.3% |
0.066 |
2.0% |
88% |
False |
False |
14,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.780 |
|
2.618 |
3.600 |
|
1.618 |
3.490 |
|
1.000 |
3.422 |
|
0.618 |
3.380 |
|
HIGH |
3.312 |
|
0.618 |
3.270 |
|
0.500 |
3.257 |
|
0.382 |
3.244 |
|
LOW |
3.202 |
|
0.618 |
3.134 |
|
1.000 |
3.092 |
|
1.618 |
3.024 |
|
2.618 |
2.914 |
|
4.250 |
2.735 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.280 |
3.271 |
| PP |
3.268 |
3.250 |
| S1 |
3.257 |
3.230 |
|