NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.284 |
3.307 |
0.023 |
0.7% |
3.159 |
| High |
3.336 |
3.322 |
-0.014 |
-0.4% |
3.368 |
| Low |
3.261 |
3.231 |
-0.030 |
-0.9% |
3.142 |
| Close |
3.326 |
3.242 |
-0.084 |
-2.5% |
3.344 |
| Range |
0.075 |
0.091 |
0.016 |
21.3% |
0.226 |
| ATR |
0.077 |
0.078 |
0.001 |
1.7% |
0.000 |
| Volume |
31,297 |
40,958 |
9,661 |
30.9% |
172,412 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.538 |
3.481 |
3.292 |
|
| R3 |
3.447 |
3.390 |
3.267 |
|
| R2 |
3.356 |
3.356 |
3.259 |
|
| R1 |
3.299 |
3.299 |
3.250 |
3.282 |
| PP |
3.265 |
3.265 |
3.265 |
3.257 |
| S1 |
3.208 |
3.208 |
3.234 |
3.191 |
| S2 |
3.174 |
3.174 |
3.225 |
|
| S3 |
3.083 |
3.117 |
3.217 |
|
| S4 |
2.992 |
3.026 |
3.192 |
|
|
| 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 |
3.231 |
0.137 |
4.2% |
0.083 |
2.5% |
8% |
False |
True |
31,444 |
| 10 |
3.368 |
3.142 |
0.226 |
7.0% |
0.086 |
2.6% |
44% |
False |
False |
33,587 |
| 20 |
3.387 |
3.142 |
0.245 |
7.6% |
0.073 |
2.3% |
41% |
False |
False |
30,934 |
| 40 |
3.447 |
3.142 |
0.305 |
9.4% |
0.074 |
2.3% |
33% |
False |
False |
26,203 |
| 60 |
3.496 |
3.142 |
0.354 |
10.9% |
0.075 |
2.3% |
28% |
False |
False |
25,649 |
| 80 |
3.496 |
2.895 |
0.601 |
18.5% |
0.069 |
2.1% |
58% |
False |
False |
23,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.709 |
|
2.618 |
3.560 |
|
1.618 |
3.469 |
|
1.000 |
3.413 |
|
0.618 |
3.378 |
|
HIGH |
3.322 |
|
0.618 |
3.287 |
|
0.500 |
3.277 |
|
0.382 |
3.266 |
|
LOW |
3.231 |
|
0.618 |
3.175 |
|
1.000 |
3.140 |
|
1.618 |
3.084 |
|
2.618 |
2.993 |
|
4.250 |
2.844 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.277 |
3.298 |
| PP |
3.265 |
3.279 |
| S1 |
3.254 |
3.261 |
|