NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.268 |
3.292 |
0.024 |
0.7% |
3.202 |
| High |
3.349 |
3.330 |
-0.019 |
-0.6% |
3.289 |
| Low |
3.260 |
3.282 |
0.022 |
0.7% |
3.168 |
| Close |
3.298 |
3.296 |
-0.002 |
-0.1% |
3.243 |
| Range |
0.089 |
0.048 |
-0.041 |
-46.1% |
0.121 |
| ATR |
0.076 |
0.074 |
-0.002 |
-2.6% |
0.000 |
| Volume |
60,319 |
41,083 |
-19,236 |
-31.9% |
149,642 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.447 |
3.419 |
3.322 |
|
| R3 |
3.399 |
3.371 |
3.309 |
|
| R2 |
3.351 |
3.351 |
3.305 |
|
| R1 |
3.323 |
3.323 |
3.300 |
3.337 |
| PP |
3.303 |
3.303 |
3.303 |
3.310 |
| S1 |
3.275 |
3.275 |
3.292 |
3.289 |
| S2 |
3.255 |
3.255 |
3.287 |
|
| S3 |
3.207 |
3.227 |
3.283 |
|
| S4 |
3.159 |
3.179 |
3.270 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.596 |
3.541 |
3.310 |
|
| R3 |
3.475 |
3.420 |
3.276 |
|
| R2 |
3.354 |
3.354 |
3.265 |
|
| R1 |
3.299 |
3.299 |
3.254 |
3.327 |
| PP |
3.233 |
3.233 |
3.233 |
3.247 |
| S1 |
3.178 |
3.178 |
3.232 |
3.206 |
| S2 |
3.112 |
3.112 |
3.221 |
|
| S3 |
2.991 |
3.057 |
3.210 |
|
| S4 |
2.870 |
2.936 |
3.176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.349 |
3.169 |
0.180 |
5.5% |
0.067 |
2.0% |
71% |
False |
False |
43,958 |
| 10 |
3.364 |
3.168 |
0.196 |
5.9% |
0.070 |
2.1% |
65% |
False |
False |
37,932 |
| 20 |
3.368 |
3.142 |
0.226 |
6.9% |
0.072 |
2.2% |
68% |
False |
False |
34,002 |
| 40 |
3.447 |
3.142 |
0.305 |
9.3% |
0.072 |
2.2% |
50% |
False |
False |
30,067 |
| 60 |
3.496 |
3.142 |
0.354 |
10.7% |
0.075 |
2.3% |
44% |
False |
False |
26,898 |
| 80 |
3.496 |
3.000 |
0.496 |
15.0% |
0.070 |
2.1% |
60% |
False |
False |
25,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.534 |
|
2.618 |
3.456 |
|
1.618 |
3.408 |
|
1.000 |
3.378 |
|
0.618 |
3.360 |
|
HIGH |
3.330 |
|
0.618 |
3.312 |
|
0.500 |
3.306 |
|
0.382 |
3.300 |
|
LOW |
3.282 |
|
0.618 |
3.252 |
|
1.000 |
3.234 |
|
1.618 |
3.204 |
|
2.618 |
3.156 |
|
4.250 |
3.078 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.306 |
3.294 |
| PP |
3.303 |
3.291 |
| S1 |
3.299 |
3.289 |
|