NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.244 |
3.159 |
-0.085 |
-2.6% |
3.176 |
| High |
3.244 |
3.206 |
-0.038 |
-1.2% |
3.259 |
| Low |
3.144 |
3.150 |
0.006 |
0.2% |
3.144 |
| Close |
3.154 |
3.164 |
0.010 |
0.3% |
3.154 |
| Range |
0.100 |
0.056 |
-0.044 |
-44.0% |
0.115 |
| ATR |
0.071 |
0.070 |
-0.001 |
-1.5% |
0.000 |
| Volume |
33,984 |
55,306 |
21,322 |
62.7% |
119,596 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.341 |
3.309 |
3.195 |
|
| R3 |
3.285 |
3.253 |
3.179 |
|
| R2 |
3.229 |
3.229 |
3.174 |
|
| R1 |
3.197 |
3.197 |
3.169 |
3.213 |
| PP |
3.173 |
3.173 |
3.173 |
3.182 |
| S1 |
3.141 |
3.141 |
3.159 |
3.157 |
| S2 |
3.117 |
3.117 |
3.154 |
|
| S3 |
3.061 |
3.085 |
3.149 |
|
| S4 |
3.005 |
3.029 |
3.133 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.531 |
3.457 |
3.217 |
|
| R3 |
3.416 |
3.342 |
3.186 |
|
| R2 |
3.301 |
3.301 |
3.175 |
|
| R1 |
3.227 |
3.227 |
3.165 |
3.207 |
| PP |
3.186 |
3.186 |
3.186 |
3.175 |
| S1 |
3.112 |
3.112 |
3.143 |
3.092 |
| S2 |
3.071 |
3.071 |
3.133 |
|
| S3 |
2.956 |
2.997 |
3.122 |
|
| S4 |
2.841 |
2.882 |
3.091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.259 |
3.144 |
0.115 |
3.6% |
0.061 |
1.9% |
17% |
False |
False |
31,900 |
| 10 |
3.314 |
3.144 |
0.170 |
5.4% |
0.065 |
2.1% |
12% |
False |
False |
31,740 |
| 20 |
3.447 |
3.144 |
0.303 |
9.6% |
0.072 |
2.3% |
7% |
False |
False |
29,223 |
| 40 |
3.496 |
3.144 |
0.352 |
11.1% |
0.075 |
2.4% |
6% |
False |
False |
24,623 |
| 60 |
3.496 |
3.063 |
0.433 |
13.7% |
0.070 |
2.2% |
23% |
False |
False |
24,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.444 |
|
2.618 |
3.353 |
|
1.618 |
3.297 |
|
1.000 |
3.262 |
|
0.618 |
3.241 |
|
HIGH |
3.206 |
|
0.618 |
3.185 |
|
0.500 |
3.178 |
|
0.382 |
3.171 |
|
LOW |
3.150 |
|
0.618 |
3.115 |
|
1.000 |
3.094 |
|
1.618 |
3.059 |
|
2.618 |
3.003 |
|
4.250 |
2.912 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.178 |
3.202 |
| PP |
3.173 |
3.189 |
| S1 |
3.169 |
3.177 |
|