NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.261 |
3.268 |
0.007 |
0.2% |
3.202 |
| High |
3.289 |
3.349 |
0.060 |
1.8% |
3.289 |
| Low |
3.228 |
3.260 |
0.032 |
1.0% |
3.168 |
| Close |
3.243 |
3.298 |
0.055 |
1.7% |
3.243 |
| Range |
0.061 |
0.089 |
0.028 |
45.9% |
0.121 |
| ATR |
0.073 |
0.076 |
0.002 |
3.2% |
0.000 |
| Volume |
34,278 |
60,319 |
26,041 |
76.0% |
149,642 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.569 |
3.523 |
3.347 |
|
| R3 |
3.480 |
3.434 |
3.322 |
|
| R2 |
3.391 |
3.391 |
3.314 |
|
| R1 |
3.345 |
3.345 |
3.306 |
3.368 |
| PP |
3.302 |
3.302 |
3.302 |
3.314 |
| S1 |
3.256 |
3.256 |
3.290 |
3.279 |
| S2 |
3.213 |
3.213 |
3.282 |
|
| S3 |
3.124 |
3.167 |
3.274 |
|
| S4 |
3.035 |
3.078 |
3.249 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.596 |
3.541 |
3.310 |
|
| R3 |
3.475 |
3.420 |
3.276 |
|
| R2 |
3.354 |
3.354 |
3.265 |
|
| R1 |
3.299 |
3.299 |
3.254 |
3.327 |
| PP |
3.233 |
3.233 |
3.233 |
3.247 |
| S1 |
3.178 |
3.178 |
3.232 |
3.206 |
| S2 |
3.112 |
3.112 |
3.221 |
|
| S3 |
2.991 |
3.057 |
3.210 |
|
| S4 |
2.870 |
2.936 |
3.176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.349 |
3.168 |
0.181 |
5.5% |
0.068 |
2.1% |
72% |
True |
False |
41,992 |
| 10 |
3.367 |
3.168 |
0.199 |
6.0% |
0.072 |
2.2% |
65% |
False |
False |
36,235 |
| 20 |
3.368 |
3.142 |
0.226 |
6.9% |
0.073 |
2.2% |
69% |
False |
False |
32,718 |
| 40 |
3.447 |
3.142 |
0.305 |
9.2% |
0.073 |
2.2% |
51% |
False |
False |
29,285 |
| 60 |
3.496 |
3.142 |
0.354 |
10.7% |
0.075 |
2.3% |
44% |
False |
False |
26,457 |
| 80 |
3.496 |
2.895 |
0.601 |
18.2% |
0.071 |
2.2% |
67% |
False |
False |
25,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.727 |
|
2.618 |
3.582 |
|
1.618 |
3.493 |
|
1.000 |
3.438 |
|
0.618 |
3.404 |
|
HIGH |
3.349 |
|
0.618 |
3.315 |
|
0.500 |
3.305 |
|
0.382 |
3.294 |
|
LOW |
3.260 |
|
0.618 |
3.205 |
|
1.000 |
3.171 |
|
1.618 |
3.116 |
|
2.618 |
3.027 |
|
4.250 |
2.882 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.305 |
3.287 |
| PP |
3.302 |
3.276 |
| S1 |
3.300 |
3.265 |
|