NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.316 |
3.329 |
0.013 |
0.4% |
3.159 |
| High |
3.367 |
3.364 |
-0.003 |
-0.1% |
3.368 |
| Low |
3.306 |
3.259 |
-0.047 |
-1.4% |
3.142 |
| Close |
3.327 |
3.278 |
-0.049 |
-1.5% |
3.344 |
| Range |
0.061 |
0.105 |
0.044 |
72.1% |
0.226 |
| ATR |
0.075 |
0.077 |
0.002 |
2.9% |
0.000 |
| Volume |
24,114 |
33,111 |
8,997 |
37.3% |
172,412 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.615 |
3.552 |
3.336 |
|
| R3 |
3.510 |
3.447 |
3.307 |
|
| R2 |
3.405 |
3.405 |
3.297 |
|
| R1 |
3.342 |
3.342 |
3.288 |
3.321 |
| PP |
3.300 |
3.300 |
3.300 |
3.290 |
| S1 |
3.237 |
3.237 |
3.268 |
3.216 |
| S2 |
3.195 |
3.195 |
3.259 |
|
| S3 |
3.090 |
3.132 |
3.249 |
|
| S4 |
2.985 |
3.027 |
3.220 |
|
|
| 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 |
3.228 |
0.140 |
4.3% |
0.088 |
2.7% |
36% |
False |
False |
27,735 |
| 10 |
3.368 |
3.142 |
0.226 |
6.9% |
0.081 |
2.5% |
60% |
False |
False |
31,817 |
| 20 |
3.411 |
3.142 |
0.269 |
8.2% |
0.073 |
2.2% |
51% |
False |
False |
30,349 |
| 40 |
3.447 |
3.142 |
0.305 |
9.3% |
0.075 |
2.3% |
45% |
False |
False |
25,381 |
| 60 |
3.496 |
3.142 |
0.354 |
10.8% |
0.074 |
2.3% |
38% |
False |
False |
25,246 |
| 80 |
3.496 |
2.895 |
0.601 |
18.3% |
0.068 |
2.1% |
64% |
False |
False |
22,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.810 |
|
2.618 |
3.639 |
|
1.618 |
3.534 |
|
1.000 |
3.469 |
|
0.618 |
3.429 |
|
HIGH |
3.364 |
|
0.618 |
3.324 |
|
0.500 |
3.312 |
|
0.382 |
3.299 |
|
LOW |
3.259 |
|
0.618 |
3.194 |
|
1.000 |
3.154 |
|
1.618 |
3.089 |
|
2.618 |
2.984 |
|
4.250 |
2.813 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.312 |
3.314 |
| PP |
3.300 |
3.302 |
| S1 |
3.289 |
3.290 |
|