NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.445 |
3.391 |
-0.054 |
-1.6% |
3.328 |
| High |
3.470 |
3.414 |
-0.056 |
-1.6% |
3.470 |
| Low |
3.384 |
3.325 |
-0.059 |
-1.7% |
3.293 |
| Close |
3.392 |
3.341 |
-0.051 |
-1.5% |
3.341 |
| Range |
0.086 |
0.089 |
0.003 |
3.5% |
0.177 |
| ATR |
0.075 |
0.076 |
0.001 |
1.4% |
0.000 |
| Volume |
37,685 |
25,476 |
-12,209 |
-32.4% |
182,348 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.573 |
3.390 |
|
| R3 |
3.538 |
3.484 |
3.365 |
|
| R2 |
3.449 |
3.449 |
3.357 |
|
| R1 |
3.395 |
3.395 |
3.349 |
3.378 |
| PP |
3.360 |
3.360 |
3.360 |
3.351 |
| S1 |
3.306 |
3.306 |
3.333 |
3.289 |
| S2 |
3.271 |
3.271 |
3.325 |
|
| S3 |
3.182 |
3.217 |
3.317 |
|
| S4 |
3.093 |
3.128 |
3.292 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.899 |
3.797 |
3.438 |
|
| R3 |
3.722 |
3.620 |
3.390 |
|
| R2 |
3.545 |
3.545 |
3.373 |
|
| R1 |
3.443 |
3.443 |
3.357 |
3.494 |
| PP |
3.368 |
3.368 |
3.368 |
3.394 |
| S1 |
3.266 |
3.266 |
3.325 |
3.317 |
| S2 |
3.191 |
3.191 |
3.309 |
|
| S3 |
3.014 |
3.089 |
3.292 |
|
| S4 |
2.837 |
2.912 |
3.244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.470 |
3.293 |
0.177 |
5.3% |
0.074 |
2.2% |
27% |
False |
False |
36,469 |
| 10 |
3.470 |
3.260 |
0.210 |
6.3% |
0.076 |
2.3% |
39% |
False |
False |
37,778 |
| 20 |
3.470 |
3.168 |
0.302 |
9.0% |
0.073 |
2.2% |
57% |
False |
False |
35,378 |
| 40 |
3.470 |
3.142 |
0.328 |
9.8% |
0.073 |
2.2% |
61% |
False |
False |
32,698 |
| 60 |
3.496 |
3.142 |
0.354 |
10.6% |
0.075 |
2.2% |
56% |
False |
False |
28,468 |
| 80 |
3.496 |
3.123 |
0.373 |
11.2% |
0.073 |
2.2% |
58% |
False |
False |
27,379 |
| 100 |
3.496 |
2.895 |
0.601 |
18.0% |
0.068 |
2.0% |
74% |
False |
False |
24,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.792 |
|
2.618 |
3.647 |
|
1.618 |
3.558 |
|
1.000 |
3.503 |
|
0.618 |
3.469 |
|
HIGH |
3.414 |
|
0.618 |
3.380 |
|
0.500 |
3.370 |
|
0.382 |
3.359 |
|
LOW |
3.325 |
|
0.618 |
3.270 |
|
1.000 |
3.236 |
|
1.618 |
3.181 |
|
2.618 |
3.092 |
|
4.250 |
2.947 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.370 |
3.398 |
| PP |
3.360 |
3.379 |
| S1 |
3.351 |
3.360 |
|