NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.391 |
3.342 |
-0.049 |
-1.4% |
3.328 |
| High |
3.414 |
3.393 |
-0.021 |
-0.6% |
3.470 |
| Low |
3.325 |
3.341 |
0.016 |
0.5% |
3.293 |
| Close |
3.341 |
3.371 |
0.030 |
0.9% |
3.341 |
| Range |
0.089 |
0.052 |
-0.037 |
-41.6% |
0.177 |
| ATR |
0.076 |
0.074 |
-0.002 |
-2.2% |
0.000 |
| Volume |
25,476 |
29,242 |
3,766 |
14.8% |
182,348 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.524 |
3.500 |
3.400 |
|
| R3 |
3.472 |
3.448 |
3.385 |
|
| R2 |
3.420 |
3.420 |
3.381 |
|
| R1 |
3.396 |
3.396 |
3.376 |
3.408 |
| PP |
3.368 |
3.368 |
3.368 |
3.375 |
| S1 |
3.344 |
3.344 |
3.366 |
3.356 |
| S2 |
3.316 |
3.316 |
3.361 |
|
| S3 |
3.264 |
3.292 |
3.357 |
|
| S4 |
3.212 |
3.240 |
3.342 |
|
|
| 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 |
3.325 |
0.145 |
4.3% |
0.076 |
2.3% |
32% |
False |
False |
36,352 |
| 10 |
3.470 |
3.260 |
0.210 |
6.2% |
0.072 |
2.1% |
53% |
False |
False |
34,671 |
| 20 |
3.470 |
3.168 |
0.302 |
9.0% |
0.072 |
2.1% |
67% |
False |
False |
35,453 |
| 40 |
3.470 |
3.142 |
0.328 |
9.7% |
0.072 |
2.1% |
70% |
False |
False |
32,796 |
| 60 |
3.496 |
3.142 |
0.354 |
10.5% |
0.075 |
2.2% |
65% |
False |
False |
28,570 |
| 80 |
3.496 |
3.142 |
0.354 |
10.5% |
0.073 |
2.2% |
65% |
False |
False |
27,492 |
| 100 |
3.496 |
2.895 |
0.601 |
17.8% |
0.068 |
2.0% |
79% |
False |
False |
24,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.614 |
|
2.618 |
3.529 |
|
1.618 |
3.477 |
|
1.000 |
3.445 |
|
0.618 |
3.425 |
|
HIGH |
3.393 |
|
0.618 |
3.373 |
|
0.500 |
3.367 |
|
0.382 |
3.361 |
|
LOW |
3.341 |
|
0.618 |
3.309 |
|
1.000 |
3.289 |
|
1.618 |
3.257 |
|
2.618 |
3.205 |
|
4.250 |
3.120 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.370 |
3.398 |
| PP |
3.368 |
3.389 |
| S1 |
3.367 |
3.380 |
|