NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.280 |
3.333 |
0.053 |
1.6% |
3.159 |
| High |
3.346 |
3.368 |
0.022 |
0.7% |
3.368 |
| Low |
3.238 |
3.287 |
0.049 |
1.5% |
3.142 |
| Close |
3.326 |
3.344 |
0.018 |
0.5% |
3.344 |
| Range |
0.108 |
0.081 |
-0.027 |
-25.0% |
0.226 |
| ATR |
0.075 |
0.076 |
0.000 |
0.5% |
0.000 |
| Volume |
28,738 |
27,741 |
-997 |
-3.5% |
172,412 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.541 |
3.389 |
|
| R3 |
3.495 |
3.460 |
3.366 |
|
| R2 |
3.414 |
3.414 |
3.359 |
|
| R1 |
3.379 |
3.379 |
3.351 |
3.397 |
| PP |
3.333 |
3.333 |
3.333 |
3.342 |
| S1 |
3.298 |
3.298 |
3.337 |
3.316 |
| S2 |
3.252 |
3.252 |
3.329 |
|
| S3 |
3.171 |
3.217 |
3.322 |
|
| S4 |
3.090 |
3.136 |
3.299 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.963 |
3.879 |
3.468 |
|
| R3 |
3.737 |
3.653 |
3.406 |
|
| R2 |
3.511 |
3.511 |
3.385 |
|
| R1 |
3.427 |
3.427 |
3.365 |
3.469 |
| PP |
3.285 |
3.285 |
3.285 |
3.306 |
| S1 |
3.201 |
3.201 |
3.323 |
3.243 |
| S2 |
3.059 |
3.059 |
3.303 |
|
| S3 |
2.833 |
2.975 |
3.282 |
|
| S4 |
2.607 |
2.749 |
3.220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.368 |
3.142 |
0.226 |
6.8% |
0.085 |
2.6% |
89% |
True |
False |
34,482 |
| 10 |
3.368 |
3.142 |
0.226 |
6.8% |
0.074 |
2.2% |
89% |
True |
False |
29,200 |
| 20 |
3.443 |
3.142 |
0.301 |
9.0% |
0.073 |
2.2% |
67% |
False |
False |
30,139 |
| 40 |
3.496 |
3.142 |
0.354 |
10.6% |
0.076 |
2.3% |
57% |
False |
False |
25,129 |
| 60 |
3.496 |
3.142 |
0.354 |
10.6% |
0.073 |
2.2% |
57% |
False |
False |
24,838 |
| 80 |
3.496 |
2.895 |
0.601 |
18.0% |
0.067 |
2.0% |
75% |
False |
False |
22,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.712 |
|
2.618 |
3.580 |
|
1.618 |
3.499 |
|
1.000 |
3.449 |
|
0.618 |
3.418 |
|
HIGH |
3.368 |
|
0.618 |
3.337 |
|
0.500 |
3.328 |
|
0.382 |
3.318 |
|
LOW |
3.287 |
|
0.618 |
3.237 |
|
1.000 |
3.206 |
|
1.618 |
3.156 |
|
2.618 |
3.075 |
|
4.250 |
2.943 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.339 |
3.329 |
| PP |
3.333 |
3.313 |
| S1 |
3.328 |
3.298 |
|