NYMEX Natural Gas Future January 2017
Trading Metrics calculated at close of trading on 21-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
3.330 |
3.420 |
0.090 |
2.7% |
3.268 |
High |
3.431 |
3.455 |
0.024 |
0.7% |
3.363 |
Low |
3.327 |
3.404 |
0.077 |
2.3% |
3.260 |
Close |
3.410 |
3.441 |
0.031 |
0.9% |
3.333 |
Range |
0.104 |
0.051 |
-0.053 |
-51.0% |
0.103 |
ATR |
0.076 |
0.074 |
-0.002 |
-2.3% |
0.000 |
Volume |
52,845 |
36,513 |
-16,332 |
-30.9% |
195,440 |
|
Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.586 |
3.565 |
3.469 |
|
R3 |
3.535 |
3.514 |
3.455 |
|
R2 |
3.484 |
3.484 |
3.450 |
|
R1 |
3.463 |
3.463 |
3.446 |
3.474 |
PP |
3.433 |
3.433 |
3.433 |
3.439 |
S1 |
3.412 |
3.412 |
3.436 |
3.423 |
S2 |
3.382 |
3.382 |
3.432 |
|
S3 |
3.331 |
3.361 |
3.427 |
|
S4 |
3.280 |
3.310 |
3.413 |
|
|
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 |
3.455 |
3.260 |
0.195 |
5.7% |
0.070 |
2.0% |
93% |
True |
False |
35,171 |
10 |
3.455 |
3.181 |
0.274 |
8.0% |
0.074 |
2.1% |
95% |
True |
False |
39,814 |
20 |
3.455 |
3.168 |
0.287 |
8.3% |
0.074 |
2.2% |
95% |
True |
False |
34,905 |
40 |
3.455 |
3.142 |
0.313 |
9.1% |
0.073 |
2.1% |
96% |
True |
False |
32,642 |
60 |
3.496 |
3.142 |
0.354 |
10.3% |
0.075 |
2.2% |
84% |
False |
False |
28,432 |
80 |
3.496 |
3.081 |
0.415 |
12.1% |
0.072 |
2.1% |
87% |
False |
False |
27,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.672 |
2.618 |
3.589 |
1.618 |
3.538 |
1.000 |
3.506 |
0.618 |
3.487 |
HIGH |
3.455 |
0.618 |
3.436 |
0.500 |
3.430 |
0.382 |
3.423 |
LOW |
3.404 |
0.618 |
3.372 |
1.000 |
3.353 |
1.618 |
3.321 |
2.618 |
3.270 |
4.250 |
3.187 |
|
|
Fisher Pivots for day following 21-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
3.437 |
3.419 |
PP |
3.433 |
3.396 |
S1 |
3.430 |
3.374 |
|