NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.293 |
3.298 |
0.005 |
0.2% |
3.202 |
| High |
3.361 |
3.324 |
-0.037 |
-1.1% |
3.289 |
| Low |
3.267 |
3.260 |
-0.007 |
-0.2% |
3.168 |
| Close |
3.299 |
3.311 |
0.012 |
0.4% |
3.243 |
| Range |
0.094 |
0.064 |
-0.030 |
-31.9% |
0.121 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.0% |
0.000 |
| Volume |
37,370 |
29,573 |
-7,797 |
-20.9% |
149,642 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.490 |
3.465 |
3.346 |
|
| R3 |
3.426 |
3.401 |
3.329 |
|
| R2 |
3.362 |
3.362 |
3.323 |
|
| R1 |
3.337 |
3.337 |
3.317 |
3.350 |
| PP |
3.298 |
3.298 |
3.298 |
3.305 |
| S1 |
3.273 |
3.273 |
3.305 |
3.286 |
| S2 |
3.234 |
3.234 |
3.299 |
|
| S3 |
3.170 |
3.209 |
3.293 |
|
| S4 |
3.106 |
3.145 |
3.276 |
|
|
| 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 |
3.228 |
0.133 |
4.0% |
0.071 |
2.2% |
62% |
False |
False |
40,524 |
| 10 |
3.361 |
3.168 |
0.193 |
5.8% |
0.068 |
2.1% |
74% |
False |
False |
38,186 |
| 20 |
3.368 |
3.142 |
0.226 |
6.8% |
0.076 |
2.3% |
75% |
False |
False |
35,461 |
| 40 |
3.447 |
3.142 |
0.305 |
9.2% |
0.073 |
2.2% |
55% |
False |
False |
30,902 |
| 60 |
3.496 |
3.142 |
0.354 |
10.7% |
0.075 |
2.3% |
48% |
False |
False |
27,189 |
| 80 |
3.496 |
3.000 |
0.496 |
15.0% |
0.071 |
2.1% |
63% |
False |
False |
26,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.596 |
|
2.618 |
3.492 |
|
1.618 |
3.428 |
|
1.000 |
3.388 |
|
0.618 |
3.364 |
|
HIGH |
3.324 |
|
0.618 |
3.300 |
|
0.500 |
3.292 |
|
0.382 |
3.284 |
|
LOW |
3.260 |
|
0.618 |
3.220 |
|
1.000 |
3.196 |
|
1.618 |
3.156 |
|
2.618 |
3.092 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.305 |
3.311 |
| PP |
3.298 |
3.311 |
| S1 |
3.292 |
3.311 |
|