NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.359 |
3.350 |
-0.009 |
-0.3% |
3.328 |
| High |
3.361 |
3.350 |
-0.011 |
-0.3% |
3.470 |
| Low |
3.277 |
3.288 |
0.011 |
0.3% |
3.293 |
| Close |
3.327 |
3.292 |
-0.035 |
-1.1% |
3.341 |
| Range |
0.084 |
0.062 |
-0.022 |
-26.2% |
0.177 |
| ATR |
0.074 |
0.073 |
-0.001 |
-1.1% |
0.000 |
| Volume |
38,938 |
32,482 |
-6,456 |
-16.6% |
182,348 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.496 |
3.456 |
3.326 |
|
| R3 |
3.434 |
3.394 |
3.309 |
|
| R2 |
3.372 |
3.372 |
3.303 |
|
| R1 |
3.332 |
3.332 |
3.298 |
3.321 |
| PP |
3.310 |
3.310 |
3.310 |
3.305 |
| S1 |
3.270 |
3.270 |
3.286 |
3.259 |
| S2 |
3.248 |
3.248 |
3.281 |
|
| S3 |
3.186 |
3.208 |
3.275 |
|
| S4 |
3.124 |
3.146 |
3.258 |
|
|
| 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 |
3.414 |
3.277 |
0.137 |
4.2% |
0.067 |
2.0% |
11% |
False |
False |
34,582 |
| 10 |
3.470 |
3.271 |
0.199 |
6.0% |
0.071 |
2.2% |
11% |
False |
False |
35,688 |
| 20 |
3.470 |
3.168 |
0.302 |
9.2% |
0.069 |
2.1% |
41% |
False |
False |
36,937 |
| 40 |
3.470 |
3.142 |
0.328 |
10.0% |
0.071 |
2.2% |
46% |
False |
False |
33,606 |
| 60 |
3.470 |
3.142 |
0.328 |
10.0% |
0.072 |
2.2% |
46% |
False |
False |
29,436 |
| 80 |
3.496 |
3.142 |
0.354 |
10.8% |
0.073 |
2.2% |
42% |
False |
False |
28,227 |
| 100 |
3.496 |
2.895 |
0.601 |
18.3% |
0.069 |
2.1% |
66% |
False |
False |
25,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.614 |
|
2.618 |
3.512 |
|
1.618 |
3.450 |
|
1.000 |
3.412 |
|
0.618 |
3.388 |
|
HIGH |
3.350 |
|
0.618 |
3.326 |
|
0.500 |
3.319 |
|
0.382 |
3.312 |
|
LOW |
3.288 |
|
0.618 |
3.250 |
|
1.000 |
3.226 |
|
1.618 |
3.188 |
|
2.618 |
3.126 |
|
4.250 |
3.025 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.319 |
3.332 |
| PP |
3.310 |
3.319 |
| S1 |
3.301 |
3.305 |
|