NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.253 |
3.202 |
-0.051 |
-1.6% |
3.316 |
| High |
3.265 |
3.219 |
-0.046 |
-1.4% |
3.367 |
| Low |
3.221 |
3.168 |
-0.053 |
-1.6% |
3.221 |
| Close |
3.226 |
3.187 |
-0.039 |
-1.2% |
3.226 |
| Range |
0.044 |
0.051 |
0.007 |
15.9% |
0.146 |
| ATR |
0.076 |
0.074 |
-0.001 |
-1.7% |
0.000 |
| Volume |
22,916 |
31,252 |
8,336 |
36.4% |
152,396 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.317 |
3.215 |
|
| R3 |
3.293 |
3.266 |
3.201 |
|
| R2 |
3.242 |
3.242 |
3.196 |
|
| R1 |
3.215 |
3.215 |
3.192 |
3.203 |
| PP |
3.191 |
3.191 |
3.191 |
3.186 |
| S1 |
3.164 |
3.164 |
3.182 |
3.152 |
| S2 |
3.140 |
3.140 |
3.178 |
|
| S3 |
3.089 |
3.113 |
3.173 |
|
| S4 |
3.038 |
3.062 |
3.159 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.709 |
3.614 |
3.306 |
|
| R3 |
3.563 |
3.468 |
3.266 |
|
| R2 |
3.417 |
3.417 |
3.253 |
|
| R1 |
3.322 |
3.322 |
3.239 |
3.297 |
| PP |
3.271 |
3.271 |
3.271 |
3.259 |
| S1 |
3.176 |
3.176 |
3.213 |
3.151 |
| S2 |
3.125 |
3.125 |
3.199 |
|
| S3 |
2.979 |
3.030 |
3.186 |
|
| S4 |
2.833 |
2.884 |
3.146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.364 |
3.168 |
0.196 |
6.1% |
0.073 |
2.3% |
10% |
False |
True |
31,906 |
| 10 |
3.368 |
3.142 |
0.226 |
7.1% |
0.080 |
2.5% |
20% |
False |
False |
30,075 |
| 20 |
3.368 |
3.142 |
0.226 |
7.1% |
0.073 |
2.3% |
20% |
False |
False |
30,908 |
| 40 |
3.447 |
3.142 |
0.305 |
9.6% |
0.072 |
2.3% |
15% |
False |
False |
26,655 |
| 60 |
3.496 |
3.142 |
0.354 |
11.1% |
0.074 |
2.3% |
13% |
False |
False |
24,996 |
| 80 |
3.496 |
2.895 |
0.601 |
18.9% |
0.070 |
2.2% |
49% |
False |
False |
23,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.353 |
|
1.618 |
3.302 |
|
1.000 |
3.270 |
|
0.618 |
3.251 |
|
HIGH |
3.219 |
|
0.618 |
3.200 |
|
0.500 |
3.194 |
|
0.382 |
3.187 |
|
LOW |
3.168 |
|
0.618 |
3.136 |
|
1.000 |
3.117 |
|
1.618 |
3.085 |
|
2.618 |
3.034 |
|
4.250 |
2.951 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.194 |
3.245 |
| PP |
3.191 |
3.226 |
| S1 |
3.189 |
3.206 |
|