NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.236 |
3.280 |
0.044 |
1.4% |
3.176 |
| High |
3.311 |
3.346 |
0.035 |
1.1% |
3.259 |
| Low |
3.228 |
3.238 |
0.010 |
0.3% |
3.144 |
| Close |
3.287 |
3.326 |
0.039 |
1.2% |
3.154 |
| Range |
0.083 |
0.108 |
0.025 |
30.1% |
0.115 |
| ATR |
0.073 |
0.075 |
0.003 |
3.5% |
0.000 |
| Volume |
24,974 |
28,738 |
3,764 |
15.1% |
119,596 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.585 |
3.385 |
|
| R3 |
3.519 |
3.477 |
3.356 |
|
| R2 |
3.411 |
3.411 |
3.346 |
|
| R1 |
3.369 |
3.369 |
3.336 |
3.390 |
| PP |
3.303 |
3.303 |
3.303 |
3.314 |
| S1 |
3.261 |
3.261 |
3.316 |
3.282 |
| S2 |
3.195 |
3.195 |
3.306 |
|
| S3 |
3.087 |
3.153 |
3.296 |
|
| S4 |
2.979 |
3.045 |
3.267 |
|
|
| 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 |
3.346 |
3.142 |
0.204 |
6.1% |
0.089 |
2.7% |
90% |
True |
False |
35,731 |
| 10 |
3.346 |
3.142 |
0.204 |
6.1% |
0.073 |
2.2% |
90% |
True |
False |
29,000 |
| 20 |
3.447 |
3.142 |
0.305 |
9.2% |
0.073 |
2.2% |
60% |
False |
False |
30,018 |
| 40 |
3.496 |
3.142 |
0.354 |
10.6% |
0.076 |
2.3% |
52% |
False |
False |
25,013 |
| 60 |
3.496 |
3.123 |
0.373 |
11.2% |
0.072 |
2.2% |
54% |
False |
False |
24,713 |
| 80 |
3.496 |
2.895 |
0.601 |
18.1% |
0.067 |
2.0% |
72% |
False |
False |
21,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.805 |
|
2.618 |
3.629 |
|
1.618 |
3.521 |
|
1.000 |
3.454 |
|
0.618 |
3.413 |
|
HIGH |
3.346 |
|
0.618 |
3.305 |
|
0.500 |
3.292 |
|
0.382 |
3.279 |
|
LOW |
3.238 |
|
0.618 |
3.171 |
|
1.000 |
3.130 |
|
1.618 |
3.063 |
|
2.618 |
2.955 |
|
4.250 |
2.779 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.315 |
3.299 |
| PP |
3.303 |
3.271 |
| S1 |
3.292 |
3.244 |
|