NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.342 |
3.382 |
0.040 |
1.2% |
3.328 |
| High |
3.393 |
3.387 |
-0.006 |
-0.2% |
3.470 |
| Low |
3.341 |
3.339 |
-0.002 |
-0.1% |
3.293 |
| Close |
3.371 |
3.368 |
-0.003 |
-0.1% |
3.341 |
| Range |
0.052 |
0.048 |
-0.004 |
-7.7% |
0.177 |
| ATR |
0.074 |
0.072 |
-0.002 |
-2.5% |
0.000 |
| Volume |
29,242 |
46,776 |
17,534 |
60.0% |
182,348 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.509 |
3.486 |
3.394 |
|
| R3 |
3.461 |
3.438 |
3.381 |
|
| R2 |
3.413 |
3.413 |
3.377 |
|
| R1 |
3.390 |
3.390 |
3.372 |
3.378 |
| PP |
3.365 |
3.365 |
3.365 |
3.358 |
| S1 |
3.342 |
3.342 |
3.364 |
3.330 |
| S2 |
3.317 |
3.317 |
3.359 |
|
| S3 |
3.269 |
3.294 |
3.355 |
|
| S4 |
3.221 |
3.246 |
3.342 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.899 |
3.797 |
3.438 |
|
| R3 |
3.722 |
3.620 |
3.390 |
|
| R2 |
3.545 |
3.545 |
3.373 |
|
| R1 |
3.443 |
3.443 |
3.357 |
3.494 |
| PP |
3.368 |
3.368 |
3.368 |
3.394 |
| S1 |
3.266 |
3.266 |
3.325 |
3.317 |
| S2 |
3.191 |
3.191 |
3.309 |
|
| S3 |
3.014 |
3.089 |
3.292 |
|
| S4 |
2.837 |
2.912 |
3.244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.470 |
3.325 |
0.145 |
4.3% |
0.065 |
1.9% |
30% |
False |
False |
35,138 |
| 10 |
3.470 |
3.260 |
0.210 |
6.2% |
0.072 |
2.1% |
51% |
False |
False |
35,240 |
| 20 |
3.470 |
3.168 |
0.302 |
9.0% |
0.071 |
2.1% |
66% |
False |
False |
36,586 |
| 40 |
3.470 |
3.142 |
0.328 |
9.7% |
0.071 |
2.1% |
69% |
False |
False |
33,349 |
| 60 |
3.472 |
3.142 |
0.330 |
9.8% |
0.074 |
2.2% |
68% |
False |
False |
29,001 |
| 80 |
3.496 |
3.142 |
0.354 |
10.5% |
0.073 |
2.2% |
64% |
False |
False |
27,926 |
| 100 |
3.496 |
2.895 |
0.601 |
17.8% |
0.068 |
2.0% |
79% |
False |
False |
25,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.591 |
|
2.618 |
3.513 |
|
1.618 |
3.465 |
|
1.000 |
3.435 |
|
0.618 |
3.417 |
|
HIGH |
3.387 |
|
0.618 |
3.369 |
|
0.500 |
3.363 |
|
0.382 |
3.357 |
|
LOW |
3.339 |
|
0.618 |
3.309 |
|
1.000 |
3.291 |
|
1.618 |
3.261 |
|
2.618 |
3.213 |
|
4.250 |
3.135 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.366 |
3.370 |
| PP |
3.365 |
3.369 |
| S1 |
3.363 |
3.369 |
|