NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.329 |
3.284 |
-0.045 |
-1.4% |
3.159 |
| High |
3.364 |
3.336 |
-0.028 |
-0.8% |
3.368 |
| Low |
3.259 |
3.261 |
0.002 |
0.1% |
3.142 |
| Close |
3.278 |
3.326 |
0.048 |
1.5% |
3.344 |
| Range |
0.105 |
0.075 |
-0.030 |
-28.6% |
0.226 |
| ATR |
0.077 |
0.077 |
0.000 |
-0.2% |
0.000 |
| Volume |
33,111 |
31,297 |
-1,814 |
-5.5% |
172,412 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.533 |
3.504 |
3.367 |
|
| R3 |
3.458 |
3.429 |
3.347 |
|
| R2 |
3.383 |
3.383 |
3.340 |
|
| R1 |
3.354 |
3.354 |
3.333 |
3.369 |
| PP |
3.308 |
3.308 |
3.308 |
3.315 |
| S1 |
3.279 |
3.279 |
3.319 |
3.294 |
| S2 |
3.233 |
3.233 |
3.312 |
|
| S3 |
3.158 |
3.204 |
3.305 |
|
| S4 |
3.083 |
3.129 |
3.285 |
|
|
| 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 |
3.238 |
0.130 |
3.9% |
0.086 |
2.6% |
68% |
False |
False |
29,000 |
| 10 |
3.368 |
3.142 |
0.226 |
6.8% |
0.083 |
2.5% |
81% |
False |
False |
32,736 |
| 20 |
3.411 |
3.142 |
0.269 |
8.1% |
0.072 |
2.2% |
68% |
False |
False |
30,276 |
| 40 |
3.447 |
3.142 |
0.305 |
9.2% |
0.074 |
2.2% |
60% |
False |
False |
25,686 |
| 60 |
3.496 |
3.142 |
0.354 |
10.6% |
0.074 |
2.2% |
52% |
False |
False |
25,323 |
| 80 |
3.496 |
2.895 |
0.601 |
18.1% |
0.069 |
2.1% |
72% |
False |
False |
22,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.655 |
|
2.618 |
3.532 |
|
1.618 |
3.457 |
|
1.000 |
3.411 |
|
0.618 |
3.382 |
|
HIGH |
3.336 |
|
0.618 |
3.307 |
|
0.500 |
3.299 |
|
0.382 |
3.290 |
|
LOW |
3.261 |
|
0.618 |
3.215 |
|
1.000 |
3.186 |
|
1.618 |
3.140 |
|
2.618 |
3.065 |
|
4.250 |
2.942 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.317 |
3.322 |
| PP |
3.308 |
3.317 |
| S1 |
3.299 |
3.313 |
|