NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.234 |
3.203 |
-0.031 |
-1.0% |
3.315 |
| High |
3.242 |
3.259 |
0.017 |
0.5% |
3.327 |
| Low |
3.193 |
3.194 |
0.001 |
0.0% |
3.161 |
| Close |
3.220 |
3.241 |
0.021 |
0.7% |
3.202 |
| Range |
0.049 |
0.065 |
0.016 |
32.7% |
0.166 |
| ATR |
0.069 |
0.069 |
0.000 |
-0.4% |
0.000 |
| Volume |
22,103 |
32,447 |
10,344 |
46.8% |
169,970 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.426 |
3.399 |
3.277 |
|
| R3 |
3.361 |
3.334 |
3.259 |
|
| R2 |
3.296 |
3.296 |
3.253 |
|
| R1 |
3.269 |
3.269 |
3.247 |
3.283 |
| PP |
3.231 |
3.231 |
3.231 |
3.238 |
| S1 |
3.204 |
3.204 |
3.235 |
3.218 |
| S2 |
3.166 |
3.166 |
3.229 |
|
| S3 |
3.101 |
3.139 |
3.223 |
|
| S4 |
3.036 |
3.074 |
3.205 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.728 |
3.631 |
3.293 |
|
| R3 |
3.562 |
3.465 |
3.248 |
|
| R2 |
3.396 |
3.396 |
3.232 |
|
| R1 |
3.299 |
3.299 |
3.217 |
3.265 |
| PP |
3.230 |
3.230 |
3.230 |
3.213 |
| S1 |
3.133 |
3.133 |
3.187 |
3.099 |
| S2 |
3.064 |
3.064 |
3.172 |
|
| S3 |
2.898 |
2.967 |
3.156 |
|
| S4 |
2.732 |
2.801 |
3.111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.259 |
3.161 |
0.098 |
3.0% |
0.056 |
1.7% |
82% |
True |
False |
22,269 |
| 10 |
3.387 |
3.161 |
0.226 |
7.0% |
0.061 |
1.9% |
35% |
False |
False |
28,280 |
| 20 |
3.447 |
3.161 |
0.286 |
8.8% |
0.071 |
2.2% |
28% |
False |
False |
26,929 |
| 40 |
3.496 |
3.161 |
0.335 |
10.3% |
0.075 |
2.3% |
24% |
False |
False |
23,236 |
| 60 |
3.496 |
3.000 |
0.496 |
15.3% |
0.070 |
2.2% |
49% |
False |
False |
23,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.535 |
|
2.618 |
3.429 |
|
1.618 |
3.364 |
|
1.000 |
3.324 |
|
0.618 |
3.299 |
|
HIGH |
3.259 |
|
0.618 |
3.234 |
|
0.500 |
3.227 |
|
0.382 |
3.219 |
|
LOW |
3.194 |
|
0.618 |
3.154 |
|
1.000 |
3.129 |
|
1.618 |
3.089 |
|
2.618 |
3.024 |
|
4.250 |
2.918 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.236 |
3.236 |
| PP |
3.231 |
3.231 |
| S1 |
3.227 |
3.226 |
|