NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.202 |
3.196 |
-0.006 |
-0.2% |
3.316 |
| High |
3.219 |
3.213 |
-0.006 |
-0.2% |
3.367 |
| Low |
3.168 |
3.169 |
0.001 |
0.0% |
3.221 |
| Close |
3.187 |
3.175 |
-0.012 |
-0.4% |
3.226 |
| Range |
0.051 |
0.044 |
-0.007 |
-13.7% |
0.146 |
| ATR |
0.074 |
0.072 |
-0.002 |
-2.9% |
0.000 |
| Volume |
31,252 |
34,873 |
3,621 |
11.6% |
152,396 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.318 |
3.290 |
3.199 |
|
| R3 |
3.274 |
3.246 |
3.187 |
|
| R2 |
3.230 |
3.230 |
3.183 |
|
| R1 |
3.202 |
3.202 |
3.179 |
3.194 |
| PP |
3.186 |
3.186 |
3.186 |
3.182 |
| S1 |
3.158 |
3.158 |
3.171 |
3.150 |
| S2 |
3.142 |
3.142 |
3.167 |
|
| S3 |
3.098 |
3.114 |
3.163 |
|
| S4 |
3.054 |
3.070 |
3.151 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.709 |
3.614 |
3.306 |
|
| R3 |
3.563 |
3.468 |
3.266 |
|
| R2 |
3.417 |
3.417 |
3.253 |
|
| R1 |
3.322 |
3.322 |
3.239 |
3.297 |
| PP |
3.271 |
3.271 |
3.271 |
3.259 |
| S1 |
3.176 |
3.176 |
3.213 |
3.151 |
| S2 |
3.125 |
3.125 |
3.199 |
|
| S3 |
2.979 |
3.030 |
3.186 |
|
| S4 |
2.833 |
2.884 |
3.146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.336 |
3.168 |
0.168 |
5.3% |
0.061 |
1.9% |
4% |
False |
False |
32,259 |
| 10 |
3.368 |
3.168 |
0.200 |
6.3% |
0.074 |
2.3% |
4% |
False |
False |
29,997 |
| 20 |
3.368 |
3.142 |
0.226 |
7.1% |
0.070 |
2.2% |
15% |
False |
False |
30,808 |
| 40 |
3.447 |
3.142 |
0.305 |
9.6% |
0.072 |
2.3% |
11% |
False |
False |
27,011 |
| 60 |
3.496 |
3.142 |
0.354 |
11.1% |
0.074 |
2.3% |
9% |
False |
False |
25,164 |
| 80 |
3.496 |
2.895 |
0.601 |
18.9% |
0.070 |
2.2% |
47% |
False |
False |
23,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.400 |
|
2.618 |
3.328 |
|
1.618 |
3.284 |
|
1.000 |
3.257 |
|
0.618 |
3.240 |
|
HIGH |
3.213 |
|
0.618 |
3.196 |
|
0.500 |
3.191 |
|
0.382 |
3.186 |
|
LOW |
3.169 |
|
0.618 |
3.142 |
|
1.000 |
3.125 |
|
1.618 |
3.098 |
|
2.618 |
3.054 |
|
4.250 |
2.982 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.191 |
3.217 |
| PP |
3.186 |
3.203 |
| S1 |
3.180 |
3.189 |
|