NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.292 |
3.293 |
0.001 |
0.0% |
3.202 |
| High |
3.330 |
3.361 |
0.031 |
0.9% |
3.289 |
| Low |
3.282 |
3.267 |
-0.015 |
-0.5% |
3.168 |
| Close |
3.296 |
3.299 |
0.003 |
0.1% |
3.243 |
| Range |
0.048 |
0.094 |
0.046 |
95.8% |
0.121 |
| ATR |
0.074 |
0.075 |
0.001 |
2.0% |
0.000 |
| Volume |
41,083 |
37,370 |
-3,713 |
-9.0% |
149,642 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.591 |
3.539 |
3.351 |
|
| R3 |
3.497 |
3.445 |
3.325 |
|
| R2 |
3.403 |
3.403 |
3.316 |
|
| R1 |
3.351 |
3.351 |
3.308 |
3.377 |
| PP |
3.309 |
3.309 |
3.309 |
3.322 |
| S1 |
3.257 |
3.257 |
3.290 |
3.283 |
| S2 |
3.215 |
3.215 |
3.282 |
|
| S3 |
3.121 |
3.163 |
3.273 |
|
| S4 |
3.027 |
3.069 |
3.247 |
|
|
| 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 |
3.361 |
3.181 |
0.180 |
5.5% |
0.077 |
2.3% |
66% |
True |
False |
44,457 |
| 10 |
3.361 |
3.168 |
0.193 |
5.9% |
0.069 |
2.1% |
68% |
True |
False |
38,358 |
| 20 |
3.368 |
3.142 |
0.226 |
6.9% |
0.075 |
2.3% |
69% |
False |
False |
35,087 |
| 40 |
3.447 |
3.142 |
0.305 |
9.2% |
0.073 |
2.2% |
51% |
False |
False |
30,687 |
| 60 |
3.496 |
3.142 |
0.354 |
10.7% |
0.075 |
2.3% |
44% |
False |
False |
27,080 |
| 80 |
3.496 |
3.000 |
0.496 |
15.0% |
0.071 |
2.1% |
60% |
False |
False |
25,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.761 |
|
2.618 |
3.607 |
|
1.618 |
3.513 |
|
1.000 |
3.455 |
|
0.618 |
3.419 |
|
HIGH |
3.361 |
|
0.618 |
3.325 |
|
0.500 |
3.314 |
|
0.382 |
3.303 |
|
LOW |
3.267 |
|
0.618 |
3.209 |
|
1.000 |
3.173 |
|
1.618 |
3.115 |
|
2.618 |
3.021 |
|
4.250 |
2.868 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.314 |
3.311 |
| PP |
3.309 |
3.307 |
| S1 |
3.304 |
3.303 |
|