NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.298 |
3.305 |
0.007 |
0.2% |
3.268 |
| High |
3.324 |
3.363 |
0.039 |
1.2% |
3.363 |
| Low |
3.260 |
3.271 |
0.011 |
0.3% |
3.260 |
| Close |
3.311 |
3.333 |
0.022 |
0.7% |
3.333 |
| Range |
0.064 |
0.092 |
0.028 |
43.8% |
0.103 |
| ATR |
0.074 |
0.075 |
0.001 |
1.7% |
0.000 |
| Volume |
29,573 |
27,095 |
-2,478 |
-8.4% |
195,440 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.598 |
3.558 |
3.384 |
|
| R3 |
3.506 |
3.466 |
3.358 |
|
| R2 |
3.414 |
3.414 |
3.350 |
|
| R1 |
3.374 |
3.374 |
3.341 |
3.394 |
| PP |
3.322 |
3.322 |
3.322 |
3.333 |
| S1 |
3.282 |
3.282 |
3.325 |
3.302 |
| S2 |
3.230 |
3.230 |
3.316 |
|
| S3 |
3.138 |
3.190 |
3.308 |
|
| S4 |
3.046 |
3.098 |
3.282 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.628 |
3.583 |
3.390 |
|
| R3 |
3.525 |
3.480 |
3.361 |
|
| R2 |
3.422 |
3.422 |
3.352 |
|
| R1 |
3.377 |
3.377 |
3.342 |
3.400 |
| PP |
3.319 |
3.319 |
3.319 |
3.330 |
| S1 |
3.274 |
3.274 |
3.324 |
3.297 |
| S2 |
3.216 |
3.216 |
3.314 |
|
| S3 |
3.113 |
3.171 |
3.305 |
|
| S4 |
3.010 |
3.068 |
3.276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.363 |
3.260 |
0.103 |
3.1% |
0.077 |
2.3% |
71% |
True |
False |
39,088 |
| 10 |
3.363 |
3.168 |
0.195 |
5.9% |
0.068 |
2.0% |
85% |
True |
False |
36,799 |
| 20 |
3.368 |
3.142 |
0.226 |
6.8% |
0.077 |
2.3% |
85% |
False |
False |
35,193 |
| 40 |
3.447 |
3.142 |
0.305 |
9.2% |
0.074 |
2.2% |
63% |
False |
False |
31,061 |
| 60 |
3.496 |
3.142 |
0.354 |
10.6% |
0.075 |
2.3% |
54% |
False |
False |
27,222 |
| 80 |
3.496 |
3.000 |
0.496 |
14.9% |
0.072 |
2.1% |
67% |
False |
False |
26,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.754 |
|
2.618 |
3.604 |
|
1.618 |
3.512 |
|
1.000 |
3.455 |
|
0.618 |
3.420 |
|
HIGH |
3.363 |
|
0.618 |
3.328 |
|
0.500 |
3.317 |
|
0.382 |
3.306 |
|
LOW |
3.271 |
|
0.618 |
3.214 |
|
1.000 |
3.179 |
|
1.618 |
3.122 |
|
2.618 |
3.030 |
|
4.250 |
2.880 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.328 |
3.326 |
| PP |
3.322 |
3.319 |
| S1 |
3.317 |
3.312 |
|