NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.242 |
3.199 |
-0.043 |
-1.3% |
3.217 |
| High |
3.242 |
3.218 |
-0.024 |
-0.7% |
3.352 |
| Low |
3.148 |
3.156 |
0.008 |
0.3% |
3.169 |
| Close |
3.199 |
3.161 |
-0.038 |
-1.2% |
3.220 |
| Range |
0.094 |
0.062 |
-0.032 |
-34.0% |
0.183 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.4% |
0.000 |
| Volume |
47,428 |
40,937 |
-6,491 |
-13.7% |
168,129 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.364 |
3.325 |
3.195 |
|
| R3 |
3.302 |
3.263 |
3.178 |
|
| R2 |
3.240 |
3.240 |
3.172 |
|
| R1 |
3.201 |
3.201 |
3.167 |
3.190 |
| PP |
3.178 |
3.178 |
3.178 |
3.173 |
| S1 |
3.139 |
3.139 |
3.155 |
3.128 |
| S2 |
3.116 |
3.116 |
3.150 |
|
| S3 |
3.054 |
3.077 |
3.144 |
|
| S4 |
2.992 |
3.015 |
3.127 |
|
|
| 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 |
3.291 |
3.148 |
0.143 |
4.5% |
0.070 |
2.2% |
9% |
False |
False |
38,121 |
| 10 |
3.352 |
3.147 |
0.205 |
6.5% |
0.074 |
2.4% |
7% |
False |
False |
35,657 |
| 20 |
3.352 |
3.037 |
0.315 |
10.0% |
0.073 |
2.3% |
39% |
False |
False |
35,000 |
| 40 |
3.352 |
3.010 |
0.342 |
10.8% |
0.074 |
2.3% |
44% |
False |
False |
29,242 |
| 60 |
3.352 |
3.010 |
0.342 |
10.8% |
0.074 |
2.4% |
44% |
False |
False |
24,282 |
| 80 |
3.368 |
3.010 |
0.358 |
11.3% |
0.074 |
2.4% |
42% |
False |
False |
21,552 |
| 100 |
3.368 |
2.760 |
0.608 |
19.2% |
0.070 |
2.2% |
66% |
False |
False |
18,754 |
| 120 |
3.368 |
2.747 |
0.621 |
19.6% |
0.067 |
2.1% |
67% |
False |
False |
16,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.482 |
|
2.618 |
3.380 |
|
1.618 |
3.318 |
|
1.000 |
3.280 |
|
0.618 |
3.256 |
|
HIGH |
3.218 |
|
0.618 |
3.194 |
|
0.500 |
3.187 |
|
0.382 |
3.180 |
|
LOW |
3.156 |
|
0.618 |
3.118 |
|
1.000 |
3.094 |
|
1.618 |
3.056 |
|
2.618 |
2.994 |
|
4.250 |
2.893 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.187 |
3.209 |
| PP |
3.178 |
3.193 |
| S1 |
3.170 |
3.177 |
|