NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.328 |
3.330 |
0.002 |
0.1% |
3.268 |
| High |
3.334 |
3.431 |
0.097 |
2.9% |
3.363 |
| Low |
3.293 |
3.327 |
0.034 |
1.0% |
3.260 |
| Close |
3.322 |
3.410 |
0.088 |
2.6% |
3.333 |
| Range |
0.041 |
0.104 |
0.063 |
153.7% |
0.103 |
| ATR |
0.073 |
0.076 |
0.003 |
3.5% |
0.000 |
| Volume |
29,829 |
52,845 |
23,016 |
77.2% |
195,440 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.701 |
3.660 |
3.467 |
|
| R3 |
3.597 |
3.556 |
3.439 |
|
| R2 |
3.493 |
3.493 |
3.429 |
|
| R1 |
3.452 |
3.452 |
3.420 |
3.473 |
| PP |
3.389 |
3.389 |
3.389 |
3.400 |
| S1 |
3.348 |
3.348 |
3.400 |
3.369 |
| S2 |
3.285 |
3.285 |
3.391 |
|
| S3 |
3.181 |
3.244 |
3.381 |
|
| S4 |
3.077 |
3.140 |
3.353 |
|
|
| 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 |
3.431 |
3.260 |
0.171 |
5.0% |
0.079 |
2.3% |
88% |
True |
False |
35,342 |
| 10 |
3.431 |
3.169 |
0.262 |
7.7% |
0.073 |
2.1% |
92% |
True |
False |
39,650 |
| 20 |
3.431 |
3.142 |
0.289 |
8.5% |
0.076 |
2.2% |
93% |
True |
False |
34,862 |
| 40 |
3.447 |
3.142 |
0.305 |
8.9% |
0.074 |
2.2% |
88% |
False |
False |
32,043 |
| 60 |
3.496 |
3.142 |
0.354 |
10.4% |
0.075 |
2.2% |
76% |
False |
False |
28,036 |
| 80 |
3.496 |
3.063 |
0.433 |
12.7% |
0.072 |
2.1% |
80% |
False |
False |
26,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.873 |
|
2.618 |
3.703 |
|
1.618 |
3.599 |
|
1.000 |
3.535 |
|
0.618 |
3.495 |
|
HIGH |
3.431 |
|
0.618 |
3.391 |
|
0.500 |
3.379 |
|
0.382 |
3.367 |
|
LOW |
3.327 |
|
0.618 |
3.263 |
|
1.000 |
3.223 |
|
1.618 |
3.159 |
|
2.618 |
3.055 |
|
4.250 |
2.885 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.400 |
3.390 |
| PP |
3.389 |
3.371 |
| S1 |
3.379 |
3.351 |
|