NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.333 |
3.316 |
-0.017 |
-0.5% |
3.159 |
| High |
3.368 |
3.367 |
-0.001 |
0.0% |
3.368 |
| Low |
3.287 |
3.306 |
0.019 |
0.6% |
3.142 |
| Close |
3.344 |
3.327 |
-0.017 |
-0.5% |
3.344 |
| Range |
0.081 |
0.061 |
-0.020 |
-24.7% |
0.226 |
| ATR |
0.076 |
0.075 |
-0.001 |
-1.4% |
0.000 |
| Volume |
27,741 |
24,114 |
-3,627 |
-13.1% |
172,412 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.516 |
3.483 |
3.361 |
|
| R3 |
3.455 |
3.422 |
3.344 |
|
| R2 |
3.394 |
3.394 |
3.338 |
|
| R1 |
3.361 |
3.361 |
3.333 |
3.378 |
| PP |
3.333 |
3.333 |
3.333 |
3.342 |
| S1 |
3.300 |
3.300 |
3.321 |
3.317 |
| S2 |
3.272 |
3.272 |
3.316 |
|
| S3 |
3.211 |
3.239 |
3.310 |
|
| S4 |
3.150 |
3.178 |
3.293 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.963 |
3.879 |
3.468 |
|
| R3 |
3.737 |
3.653 |
3.406 |
|
| R2 |
3.511 |
3.511 |
3.385 |
|
| R1 |
3.427 |
3.427 |
3.365 |
3.469 |
| PP |
3.285 |
3.285 |
3.285 |
3.306 |
| S1 |
3.201 |
3.201 |
3.323 |
3.243 |
| S2 |
3.059 |
3.059 |
3.303 |
|
| S3 |
2.833 |
2.975 |
3.282 |
|
| S4 |
2.607 |
2.749 |
3.220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.368 |
3.142 |
0.226 |
6.8% |
0.086 |
2.6% |
82% |
False |
False |
28,244 |
| 10 |
3.368 |
3.142 |
0.226 |
6.8% |
0.074 |
2.2% |
82% |
False |
False |
30,072 |
| 20 |
3.411 |
3.142 |
0.269 |
8.1% |
0.071 |
2.1% |
69% |
False |
False |
30,112 |
| 40 |
3.472 |
3.142 |
0.330 |
9.9% |
0.076 |
2.3% |
56% |
False |
False |
25,208 |
| 60 |
3.496 |
3.142 |
0.354 |
10.6% |
0.073 |
2.2% |
52% |
False |
False |
25,039 |
| 80 |
3.496 |
2.895 |
0.601 |
18.1% |
0.068 |
2.0% |
72% |
False |
False |
22,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.626 |
|
2.618 |
3.527 |
|
1.618 |
3.466 |
|
1.000 |
3.428 |
|
0.618 |
3.405 |
|
HIGH |
3.367 |
|
0.618 |
3.344 |
|
0.500 |
3.337 |
|
0.382 |
3.329 |
|
LOW |
3.306 |
|
0.618 |
3.268 |
|
1.000 |
3.245 |
|
1.618 |
3.207 |
|
2.618 |
3.146 |
|
4.250 |
3.047 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.337 |
3.319 |
| PP |
3.333 |
3.311 |
| S1 |
3.330 |
3.303 |
|