NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.307 |
3.253 |
-0.054 |
-1.6% |
3.316 |
| High |
3.322 |
3.265 |
-0.057 |
-1.7% |
3.367 |
| Low |
3.231 |
3.221 |
-0.010 |
-0.3% |
3.221 |
| Close |
3.242 |
3.226 |
-0.016 |
-0.5% |
3.226 |
| Range |
0.091 |
0.044 |
-0.047 |
-51.6% |
0.146 |
| ATR |
0.078 |
0.076 |
-0.002 |
-3.1% |
0.000 |
| Volume |
40,958 |
22,916 |
-18,042 |
-44.1% |
152,396 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.369 |
3.342 |
3.250 |
|
| R3 |
3.325 |
3.298 |
3.238 |
|
| R2 |
3.281 |
3.281 |
3.234 |
|
| R1 |
3.254 |
3.254 |
3.230 |
3.246 |
| PP |
3.237 |
3.237 |
3.237 |
3.233 |
| S1 |
3.210 |
3.210 |
3.222 |
3.202 |
| S2 |
3.193 |
3.193 |
3.218 |
|
| S3 |
3.149 |
3.166 |
3.214 |
|
| S4 |
3.105 |
3.122 |
3.202 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.709 |
3.614 |
3.306 |
|
| R3 |
3.563 |
3.468 |
3.266 |
|
| R2 |
3.417 |
3.417 |
3.253 |
|
| R1 |
3.322 |
3.322 |
3.239 |
3.297 |
| PP |
3.271 |
3.271 |
3.271 |
3.259 |
| S1 |
3.176 |
3.176 |
3.213 |
3.151 |
| S2 |
3.125 |
3.125 |
3.199 |
|
| S3 |
2.979 |
3.030 |
3.186 |
|
| S4 |
2.833 |
2.884 |
3.146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.367 |
3.221 |
0.146 |
4.5% |
0.075 |
2.3% |
3% |
False |
True |
30,479 |
| 10 |
3.368 |
3.142 |
0.226 |
7.0% |
0.080 |
2.5% |
37% |
False |
False |
32,480 |
| 20 |
3.368 |
3.142 |
0.226 |
7.0% |
0.072 |
2.2% |
37% |
False |
False |
30,718 |
| 40 |
3.447 |
3.142 |
0.305 |
9.5% |
0.074 |
2.3% |
28% |
False |
False |
26,376 |
| 60 |
3.496 |
3.142 |
0.354 |
11.0% |
0.074 |
2.3% |
24% |
False |
False |
25,118 |
| 80 |
3.496 |
2.895 |
0.601 |
18.6% |
0.070 |
2.2% |
55% |
False |
False |
23,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.452 |
|
2.618 |
3.380 |
|
1.618 |
3.336 |
|
1.000 |
3.309 |
|
0.618 |
3.292 |
|
HIGH |
3.265 |
|
0.618 |
3.248 |
|
0.500 |
3.243 |
|
0.382 |
3.238 |
|
LOW |
3.221 |
|
0.618 |
3.194 |
|
1.000 |
3.177 |
|
1.618 |
3.150 |
|
2.618 |
3.106 |
|
4.250 |
3.034 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.243 |
3.279 |
| PP |
3.237 |
3.261 |
| S1 |
3.232 |
3.244 |
|