NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.420 |
3.445 |
0.025 |
0.7% |
3.268 |
| High |
3.455 |
3.470 |
0.015 |
0.4% |
3.363 |
| Low |
3.404 |
3.384 |
-0.020 |
-0.6% |
3.260 |
| Close |
3.441 |
3.392 |
-0.049 |
-1.4% |
3.333 |
| Range |
0.051 |
0.086 |
0.035 |
68.6% |
0.103 |
| ATR |
0.074 |
0.075 |
0.001 |
1.2% |
0.000 |
| Volume |
36,513 |
37,685 |
1,172 |
3.2% |
195,440 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.673 |
3.619 |
3.439 |
|
| R3 |
3.587 |
3.533 |
3.416 |
|
| R2 |
3.501 |
3.501 |
3.408 |
|
| R1 |
3.447 |
3.447 |
3.400 |
3.431 |
| PP |
3.415 |
3.415 |
3.415 |
3.408 |
| S1 |
3.361 |
3.361 |
3.384 |
3.345 |
| S2 |
3.329 |
3.329 |
3.376 |
|
| S3 |
3.243 |
3.275 |
3.368 |
|
| S4 |
3.157 |
3.189 |
3.345 |
|
|
| 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 |
3.470 |
3.271 |
0.199 |
5.9% |
0.075 |
2.2% |
61% |
True |
False |
36,793 |
| 10 |
3.470 |
3.228 |
0.242 |
7.1% |
0.073 |
2.2% |
68% |
True |
False |
38,659 |
| 20 |
3.470 |
3.168 |
0.302 |
8.9% |
0.074 |
2.2% |
74% |
True |
False |
35,541 |
| 40 |
3.470 |
3.142 |
0.328 |
9.7% |
0.074 |
2.2% |
76% |
True |
False |
33,122 |
| 60 |
3.496 |
3.142 |
0.354 |
10.4% |
0.075 |
2.2% |
71% |
False |
False |
28,508 |
| 80 |
3.496 |
3.099 |
0.397 |
11.7% |
0.072 |
2.1% |
74% |
False |
False |
27,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.836 |
|
2.618 |
3.695 |
|
1.618 |
3.609 |
|
1.000 |
3.556 |
|
0.618 |
3.523 |
|
HIGH |
3.470 |
|
0.618 |
3.437 |
|
0.500 |
3.427 |
|
0.382 |
3.417 |
|
LOW |
3.384 |
|
0.618 |
3.331 |
|
1.000 |
3.298 |
|
1.618 |
3.245 |
|
2.618 |
3.159 |
|
4.250 |
3.019 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.427 |
3.399 |
| PP |
3.415 |
3.396 |
| S1 |
3.404 |
3.394 |
|