NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.196 |
3.181 |
-0.015 |
-0.5% |
3.316 |
| High |
3.213 |
3.275 |
0.062 |
1.9% |
3.367 |
| Low |
3.169 |
3.181 |
0.012 |
0.4% |
3.221 |
| Close |
3.175 |
3.266 |
0.091 |
2.9% |
3.226 |
| Range |
0.044 |
0.094 |
0.050 |
113.6% |
0.146 |
| ATR |
0.072 |
0.074 |
0.002 |
2.8% |
0.000 |
| Volume |
34,873 |
49,239 |
14,366 |
41.2% |
152,396 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.488 |
3.318 |
|
| R3 |
3.429 |
3.394 |
3.292 |
|
| R2 |
3.335 |
3.335 |
3.283 |
|
| R1 |
3.300 |
3.300 |
3.275 |
3.318 |
| PP |
3.241 |
3.241 |
3.241 |
3.249 |
| S1 |
3.206 |
3.206 |
3.257 |
3.224 |
| S2 |
3.147 |
3.147 |
3.249 |
|
| S3 |
3.053 |
3.112 |
3.240 |
|
| S4 |
2.959 |
3.018 |
3.214 |
|
|
| 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 |
3.322 |
3.168 |
0.154 |
4.7% |
0.065 |
2.0% |
64% |
False |
False |
35,847 |
| 10 |
3.368 |
3.168 |
0.200 |
6.1% |
0.075 |
2.3% |
49% |
False |
False |
32,423 |
| 20 |
3.368 |
3.142 |
0.226 |
6.9% |
0.072 |
2.2% |
55% |
False |
False |
31,474 |
| 40 |
3.447 |
3.142 |
0.305 |
9.3% |
0.072 |
2.2% |
41% |
False |
False |
27,785 |
| 60 |
3.496 |
3.142 |
0.354 |
10.8% |
0.074 |
2.3% |
35% |
False |
False |
25,594 |
| 80 |
3.496 |
2.895 |
0.601 |
18.4% |
0.070 |
2.2% |
62% |
False |
False |
24,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.675 |
|
2.618 |
3.521 |
|
1.618 |
3.427 |
|
1.000 |
3.369 |
|
0.618 |
3.333 |
|
HIGH |
3.275 |
|
0.618 |
3.239 |
|
0.500 |
3.228 |
|
0.382 |
3.217 |
|
LOW |
3.181 |
|
0.618 |
3.123 |
|
1.000 |
3.087 |
|
1.618 |
3.029 |
|
2.618 |
2.935 |
|
4.250 |
2.782 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.253 |
3.251 |
| PP |
3.241 |
3.236 |
| S1 |
3.228 |
3.222 |
|