NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.305 |
3.328 |
0.023 |
0.7% |
3.268 |
| High |
3.363 |
3.334 |
-0.029 |
-0.9% |
3.363 |
| Low |
3.271 |
3.293 |
0.022 |
0.7% |
3.260 |
| Close |
3.333 |
3.322 |
-0.011 |
-0.3% |
3.333 |
| Range |
0.092 |
0.041 |
-0.051 |
-55.4% |
0.103 |
| ATR |
0.075 |
0.073 |
-0.002 |
-3.3% |
0.000 |
| Volume |
27,095 |
29,829 |
2,734 |
10.1% |
195,440 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.439 |
3.422 |
3.345 |
|
| R3 |
3.398 |
3.381 |
3.333 |
|
| R2 |
3.357 |
3.357 |
3.330 |
|
| R1 |
3.340 |
3.340 |
3.326 |
3.328 |
| PP |
3.316 |
3.316 |
3.316 |
3.311 |
| S1 |
3.299 |
3.299 |
3.318 |
3.287 |
| S2 |
3.275 |
3.275 |
3.314 |
|
| S3 |
3.234 |
3.258 |
3.311 |
|
| S4 |
3.193 |
3.217 |
3.299 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.628 |
3.583 |
3.390 |
|
| R3 |
3.525 |
3.480 |
3.361 |
|
| R2 |
3.422 |
3.422 |
3.352 |
|
| R1 |
3.377 |
3.377 |
3.342 |
3.400 |
| PP |
3.319 |
3.319 |
3.319 |
3.330 |
| S1 |
3.274 |
3.274 |
3.324 |
3.297 |
| S2 |
3.216 |
3.216 |
3.314 |
|
| S3 |
3.113 |
3.171 |
3.305 |
|
| S4 |
3.010 |
3.068 |
3.276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.363 |
3.260 |
0.103 |
3.1% |
0.068 |
2.0% |
60% |
False |
False |
32,990 |
| 10 |
3.363 |
3.168 |
0.195 |
5.9% |
0.068 |
2.0% |
79% |
False |
False |
37,491 |
| 20 |
3.368 |
3.142 |
0.226 |
6.8% |
0.074 |
2.2% |
80% |
False |
False |
34,985 |
| 40 |
3.447 |
3.142 |
0.305 |
9.2% |
0.073 |
2.2% |
59% |
False |
False |
31,141 |
| 60 |
3.496 |
3.142 |
0.354 |
10.7% |
0.075 |
2.3% |
51% |
False |
False |
27,385 |
| 80 |
3.496 |
3.051 |
0.445 |
13.4% |
0.071 |
2.1% |
61% |
False |
False |
26,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.508 |
|
2.618 |
3.441 |
|
1.618 |
3.400 |
|
1.000 |
3.375 |
|
0.618 |
3.359 |
|
HIGH |
3.334 |
|
0.618 |
3.318 |
|
0.500 |
3.314 |
|
0.382 |
3.309 |
|
LOW |
3.293 |
|
0.618 |
3.268 |
|
1.000 |
3.252 |
|
1.618 |
3.227 |
|
2.618 |
3.186 |
|
4.250 |
3.119 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.319 |
3.319 |
| PP |
3.316 |
3.315 |
| S1 |
3.314 |
3.312 |
|