NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.176 |
3.198 |
0.022 |
0.7% |
3.315 |
| High |
3.236 |
3.235 |
-0.001 |
0.0% |
3.327 |
| Low |
3.176 |
3.198 |
0.022 |
0.7% |
3.161 |
| Close |
3.211 |
3.229 |
0.018 |
0.6% |
3.202 |
| Range |
0.060 |
0.037 |
-0.023 |
-38.3% |
0.166 |
| ATR |
0.073 |
0.070 |
-0.003 |
-3.5% |
0.000 |
| Volume |
15,400 |
15,662 |
262 |
1.7% |
169,970 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.332 |
3.317 |
3.249 |
|
| R3 |
3.295 |
3.280 |
3.239 |
|
| R2 |
3.258 |
3.258 |
3.236 |
|
| R1 |
3.243 |
3.243 |
3.232 |
3.251 |
| PP |
3.221 |
3.221 |
3.221 |
3.224 |
| S1 |
3.206 |
3.206 |
3.226 |
3.214 |
| S2 |
3.184 |
3.184 |
3.222 |
|
| S3 |
3.147 |
3.169 |
3.219 |
|
| S4 |
3.110 |
3.132 |
3.209 |
|
|
| 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 |
3.252 |
3.161 |
0.091 |
2.8% |
0.059 |
1.8% |
75% |
False |
False |
27,339 |
| 10 |
3.411 |
3.161 |
0.250 |
7.7% |
0.066 |
2.0% |
27% |
False |
False |
28,882 |
| 20 |
3.447 |
3.161 |
0.286 |
8.9% |
0.071 |
2.2% |
24% |
False |
False |
26,287 |
| 40 |
3.496 |
3.161 |
0.335 |
10.4% |
0.075 |
2.3% |
20% |
False |
False |
23,076 |
| 60 |
3.496 |
3.000 |
0.496 |
15.4% |
0.070 |
2.2% |
46% |
False |
False |
22,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.392 |
|
2.618 |
3.332 |
|
1.618 |
3.295 |
|
1.000 |
3.272 |
|
0.618 |
3.258 |
|
HIGH |
3.235 |
|
0.618 |
3.221 |
|
0.500 |
3.217 |
|
0.382 |
3.212 |
|
LOW |
3.198 |
|
0.618 |
3.175 |
|
1.000 |
3.161 |
|
1.618 |
3.138 |
|
2.618 |
3.101 |
|
4.250 |
3.041 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.225 |
3.219 |
| PP |
3.221 |
3.209 |
| S1 |
3.217 |
3.199 |
|