NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.272 |
3.228 |
-0.044 |
-1.3% |
3.217 |
| High |
3.291 |
3.272 |
-0.019 |
-0.6% |
3.352 |
| Low |
3.204 |
3.217 |
0.013 |
0.4% |
3.169 |
| Close |
3.220 |
3.250 |
0.030 |
0.9% |
3.220 |
| Range |
0.087 |
0.055 |
-0.032 |
-36.8% |
0.183 |
| ATR |
0.079 |
0.077 |
-0.002 |
-2.2% |
0.000 |
| Volume |
30,200 |
31,762 |
1,562 |
5.2% |
168,129 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.411 |
3.386 |
3.280 |
|
| R3 |
3.356 |
3.331 |
3.265 |
|
| R2 |
3.301 |
3.301 |
3.260 |
|
| R1 |
3.276 |
3.276 |
3.255 |
3.289 |
| PP |
3.246 |
3.246 |
3.246 |
3.253 |
| S1 |
3.221 |
3.221 |
3.245 |
3.234 |
| S2 |
3.191 |
3.191 |
3.240 |
|
| S3 |
3.136 |
3.166 |
3.235 |
|
| S4 |
3.081 |
3.111 |
3.220 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.691 |
3.321 |
|
| R3 |
3.613 |
3.508 |
3.270 |
|
| R2 |
3.430 |
3.430 |
3.254 |
|
| R1 |
3.325 |
3.325 |
3.237 |
3.378 |
| PP |
3.247 |
3.247 |
3.247 |
3.273 |
| S1 |
3.142 |
3.142 |
3.203 |
3.195 |
| S2 |
3.064 |
3.064 |
3.186 |
|
| S3 |
2.881 |
2.959 |
3.170 |
|
| S4 |
2.698 |
2.776 |
3.119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.352 |
3.202 |
0.150 |
4.6% |
0.081 |
2.5% |
32% |
False |
False |
34,565 |
| 10 |
3.352 |
3.131 |
0.221 |
6.8% |
0.076 |
2.3% |
54% |
False |
False |
33,526 |
| 20 |
3.352 |
3.037 |
0.315 |
9.7% |
0.076 |
2.3% |
68% |
False |
False |
32,540 |
| 40 |
3.352 |
3.010 |
0.342 |
10.5% |
0.075 |
2.3% |
70% |
False |
False |
27,540 |
| 60 |
3.368 |
3.010 |
0.358 |
11.0% |
0.077 |
2.4% |
67% |
False |
False |
22,841 |
| 80 |
3.368 |
3.010 |
0.358 |
11.0% |
0.074 |
2.3% |
67% |
False |
False |
20,283 |
| 100 |
3.368 |
2.760 |
0.608 |
18.7% |
0.069 |
2.1% |
81% |
False |
False |
17,629 |
| 120 |
3.368 |
2.700 |
0.668 |
20.6% |
0.066 |
2.0% |
82% |
False |
False |
15,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.506 |
|
2.618 |
3.416 |
|
1.618 |
3.361 |
|
1.000 |
3.327 |
|
0.618 |
3.306 |
|
HIGH |
3.272 |
|
0.618 |
3.251 |
|
0.500 |
3.245 |
|
0.382 |
3.238 |
|
LOW |
3.217 |
|
0.618 |
3.183 |
|
1.000 |
3.162 |
|
1.618 |
3.128 |
|
2.618 |
3.073 |
|
4.250 |
2.983 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.248 |
3.278 |
| PP |
3.246 |
3.269 |
| S1 |
3.245 |
3.259 |
|