NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.350 |
3.292 |
-0.058 |
-1.7% |
3.342 |
| High |
3.350 |
3.312 |
-0.038 |
-1.1% |
3.393 |
| Low |
3.288 |
3.253 |
-0.035 |
-1.1% |
3.253 |
| Close |
3.292 |
3.268 |
-0.024 |
-0.7% |
3.268 |
| Range |
0.062 |
0.059 |
-0.003 |
-4.8% |
0.140 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.3% |
0.000 |
| Volume |
32,482 |
41,377 |
8,895 |
27.4% |
188,815 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.455 |
3.420 |
3.300 |
|
| R3 |
3.396 |
3.361 |
3.284 |
|
| R2 |
3.337 |
3.337 |
3.279 |
|
| R1 |
3.302 |
3.302 |
3.273 |
3.290 |
| PP |
3.278 |
3.278 |
3.278 |
3.272 |
| S1 |
3.243 |
3.243 |
3.263 |
3.231 |
| S2 |
3.219 |
3.219 |
3.257 |
|
| S3 |
3.160 |
3.184 |
3.252 |
|
| S4 |
3.101 |
3.125 |
3.236 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.636 |
3.345 |
|
| R3 |
3.585 |
3.496 |
3.307 |
|
| R2 |
3.445 |
3.445 |
3.294 |
|
| R1 |
3.356 |
3.356 |
3.281 |
3.331 |
| PP |
3.305 |
3.305 |
3.305 |
3.292 |
| S1 |
3.216 |
3.216 |
3.255 |
3.191 |
| S2 |
3.165 |
3.165 |
3.242 |
|
| S3 |
3.025 |
3.076 |
3.230 |
|
| S4 |
2.885 |
2.936 |
3.191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.393 |
3.253 |
0.140 |
4.3% |
0.061 |
1.9% |
11% |
False |
True |
37,763 |
| 10 |
3.470 |
3.253 |
0.217 |
6.6% |
0.068 |
2.1% |
7% |
False |
True |
37,116 |
| 20 |
3.470 |
3.168 |
0.302 |
9.2% |
0.068 |
2.1% |
33% |
False |
False |
36,958 |
| 40 |
3.470 |
3.142 |
0.328 |
10.0% |
0.071 |
2.2% |
38% |
False |
False |
33,946 |
| 60 |
3.470 |
3.142 |
0.328 |
10.0% |
0.072 |
2.2% |
38% |
False |
False |
29,788 |
| 80 |
3.496 |
3.142 |
0.354 |
10.8% |
0.073 |
2.2% |
36% |
False |
False |
28,476 |
| 100 |
3.496 |
2.895 |
0.601 |
18.4% |
0.069 |
2.1% |
62% |
False |
False |
26,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.563 |
|
2.618 |
3.466 |
|
1.618 |
3.407 |
|
1.000 |
3.371 |
|
0.618 |
3.348 |
|
HIGH |
3.312 |
|
0.618 |
3.289 |
|
0.500 |
3.283 |
|
0.382 |
3.276 |
|
LOW |
3.253 |
|
0.618 |
3.217 |
|
1.000 |
3.194 |
|
1.618 |
3.158 |
|
2.618 |
3.099 |
|
4.250 |
3.002 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.283 |
3.307 |
| PP |
3.278 |
3.294 |
| S1 |
3.273 |
3.281 |
|