NYMEX Natural Gas Future January 2017
Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
3.200 |
3.168 |
-0.032 |
-1.0% |
3.315 |
High |
3.234 |
3.231 |
-0.003 |
-0.1% |
3.327 |
Low |
3.166 |
3.161 |
-0.005 |
-0.2% |
3.161 |
Close |
3.190 |
3.202 |
0.012 |
0.4% |
3.202 |
Range |
0.068 |
0.070 |
0.002 |
2.9% |
0.166 |
ATR |
0.074 |
0.074 |
0.000 |
-0.4% |
0.000 |
Volume |
43,990 |
25,734 |
-18,256 |
-41.5% |
169,970 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.408 |
3.375 |
3.241 |
|
R3 |
3.338 |
3.305 |
3.221 |
|
R2 |
3.268 |
3.268 |
3.215 |
|
R1 |
3.235 |
3.235 |
3.208 |
3.252 |
PP |
3.198 |
3.198 |
3.198 |
3.206 |
S1 |
3.165 |
3.165 |
3.196 |
3.182 |
S2 |
3.128 |
3.128 |
3.189 |
|
S3 |
3.058 |
3.095 |
3.183 |
|
S4 |
2.988 |
3.025 |
3.164 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.728 |
3.631 |
3.293 |
|
R3 |
3.562 |
3.465 |
3.248 |
|
R2 |
3.396 |
3.396 |
3.232 |
|
R1 |
3.299 |
3.299 |
3.217 |
3.265 |
PP |
3.230 |
3.230 |
3.230 |
3.213 |
S1 |
3.133 |
3.133 |
3.187 |
3.099 |
S2 |
3.064 |
3.064 |
3.172 |
|
S3 |
2.898 |
2.967 |
3.156 |
|
S4 |
2.732 |
2.801 |
3.111 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.327 |
3.161 |
0.166 |
5.2% |
0.066 |
2.1% |
25% |
False |
True |
33,994 |
10 |
3.443 |
3.161 |
0.282 |
8.8% |
0.072 |
2.2% |
15% |
False |
True |
31,077 |
20 |
3.447 |
3.161 |
0.286 |
8.9% |
0.073 |
2.3% |
14% |
False |
True |
25,852 |
40 |
3.496 |
3.161 |
0.335 |
10.5% |
0.076 |
2.4% |
12% |
False |
True |
23,327 |
60 |
3.496 |
2.895 |
0.601 |
18.8% |
0.071 |
2.2% |
51% |
False |
False |
22,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.529 |
2.618 |
3.414 |
1.618 |
3.344 |
1.000 |
3.301 |
0.618 |
3.274 |
HIGH |
3.231 |
0.618 |
3.204 |
0.500 |
3.196 |
0.382 |
3.188 |
LOW |
3.161 |
0.618 |
3.118 |
1.000 |
3.091 |
1.618 |
3.048 |
2.618 |
2.978 |
4.250 |
2.864 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
3.200 |
3.207 |
PP |
3.198 |
3.205 |
S1 |
3.196 |
3.204 |
|