NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.198 |
3.234 |
0.036 |
1.1% |
3.315 |
| High |
3.235 |
3.242 |
0.007 |
0.2% |
3.327 |
| Low |
3.198 |
3.193 |
-0.005 |
-0.2% |
3.161 |
| Close |
3.229 |
3.220 |
-0.009 |
-0.3% |
3.202 |
| Range |
0.037 |
0.049 |
0.012 |
32.4% |
0.166 |
| ATR |
0.070 |
0.069 |
-0.002 |
-2.2% |
0.000 |
| Volume |
15,662 |
22,103 |
6,441 |
41.1% |
169,970 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.365 |
3.342 |
3.247 |
|
| R3 |
3.316 |
3.293 |
3.233 |
|
| R2 |
3.267 |
3.267 |
3.229 |
|
| R1 |
3.244 |
3.244 |
3.224 |
3.231 |
| PP |
3.218 |
3.218 |
3.218 |
3.212 |
| S1 |
3.195 |
3.195 |
3.216 |
3.182 |
| S2 |
3.169 |
3.169 |
3.211 |
|
| S3 |
3.120 |
3.146 |
3.207 |
|
| S4 |
3.071 |
3.097 |
3.193 |
|
|
| 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 |
3.242 |
3.161 |
0.081 |
2.5% |
0.057 |
1.8% |
73% |
True |
False |
24,577 |
| 10 |
3.411 |
3.161 |
0.250 |
7.8% |
0.061 |
1.9% |
24% |
False |
False |
27,816 |
| 20 |
3.447 |
3.161 |
0.286 |
8.9% |
0.071 |
2.2% |
21% |
False |
False |
26,343 |
| 40 |
3.496 |
3.161 |
0.335 |
10.4% |
0.075 |
2.3% |
18% |
False |
False |
23,053 |
| 60 |
3.496 |
3.000 |
0.496 |
15.4% |
0.069 |
2.2% |
44% |
False |
False |
22,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.450 |
|
2.618 |
3.370 |
|
1.618 |
3.321 |
|
1.000 |
3.291 |
|
0.618 |
3.272 |
|
HIGH |
3.242 |
|
0.618 |
3.223 |
|
0.500 |
3.218 |
|
0.382 |
3.212 |
|
LOW |
3.193 |
|
0.618 |
3.163 |
|
1.000 |
3.144 |
|
1.618 |
3.114 |
|
2.618 |
3.065 |
|
4.250 |
2.985 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.219 |
3.216 |
| PP |
3.218 |
3.213 |
| S1 |
3.218 |
3.209 |
|