NYMEX Natural Gas Future January 2017
Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
3.230 |
3.200 |
-0.030 |
-0.9% |
3.420 |
High |
3.252 |
3.234 |
-0.018 |
-0.6% |
3.443 |
Low |
3.193 |
3.166 |
-0.027 |
-0.8% |
3.308 |
Close |
3.197 |
3.190 |
-0.007 |
-0.2% |
3.338 |
Range |
0.059 |
0.068 |
0.009 |
15.3% |
0.135 |
ATR |
0.075 |
0.074 |
0.000 |
-0.7% |
0.000 |
Volume |
35,911 |
43,990 |
8,079 |
22.5% |
140,803 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.401 |
3.363 |
3.227 |
|
R3 |
3.333 |
3.295 |
3.209 |
|
R2 |
3.265 |
3.265 |
3.202 |
|
R1 |
3.227 |
3.227 |
3.196 |
3.212 |
PP |
3.197 |
3.197 |
3.197 |
3.189 |
S1 |
3.159 |
3.159 |
3.184 |
3.144 |
S2 |
3.129 |
3.129 |
3.178 |
|
S3 |
3.061 |
3.091 |
3.171 |
|
S4 |
2.993 |
3.023 |
3.153 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.768 |
3.688 |
3.412 |
|
R3 |
3.633 |
3.553 |
3.375 |
|
R2 |
3.498 |
3.498 |
3.363 |
|
R1 |
3.418 |
3.418 |
3.350 |
3.391 |
PP |
3.363 |
3.363 |
3.363 |
3.349 |
S1 |
3.283 |
3.283 |
3.326 |
3.256 |
S2 |
3.228 |
3.228 |
3.313 |
|
S3 |
3.093 |
3.148 |
3.301 |
|
S4 |
2.958 |
3.013 |
3.264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.387 |
3.166 |
0.221 |
6.9% |
0.066 |
2.1% |
11% |
False |
True |
34,291 |
10 |
3.447 |
3.166 |
0.281 |
8.8% |
0.074 |
2.3% |
9% |
False |
True |
31,037 |
20 |
3.447 |
3.166 |
0.281 |
8.8% |
0.073 |
2.3% |
9% |
False |
True |
25,352 |
40 |
3.496 |
3.166 |
0.330 |
10.3% |
0.076 |
2.4% |
7% |
False |
True |
23,313 |
60 |
3.496 |
2.895 |
0.601 |
18.8% |
0.070 |
2.2% |
49% |
False |
False |
22,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.523 |
2.618 |
3.412 |
1.618 |
3.344 |
1.000 |
3.302 |
0.618 |
3.276 |
HIGH |
3.234 |
0.618 |
3.208 |
0.500 |
3.200 |
0.382 |
3.192 |
LOW |
3.166 |
0.618 |
3.124 |
1.000 |
3.098 |
1.618 |
3.056 |
2.618 |
2.988 |
4.250 |
2.877 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
3.200 |
3.240 |
PP |
3.197 |
3.223 |
S1 |
3.193 |
3.207 |
|