NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.382 |
3.359 |
-0.023 |
-0.7% |
3.328 |
| High |
3.387 |
3.361 |
-0.026 |
-0.8% |
3.470 |
| Low |
3.339 |
3.277 |
-0.062 |
-1.9% |
3.293 |
| Close |
3.368 |
3.327 |
-0.041 |
-1.2% |
3.341 |
| Range |
0.048 |
0.084 |
0.036 |
75.0% |
0.177 |
| ATR |
0.072 |
0.074 |
0.001 |
1.9% |
0.000 |
| Volume |
46,776 |
38,938 |
-7,838 |
-16.8% |
182,348 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.574 |
3.534 |
3.373 |
|
| R3 |
3.490 |
3.450 |
3.350 |
|
| R2 |
3.406 |
3.406 |
3.342 |
|
| R1 |
3.366 |
3.366 |
3.335 |
3.344 |
| PP |
3.322 |
3.322 |
3.322 |
3.311 |
| S1 |
3.282 |
3.282 |
3.319 |
3.260 |
| S2 |
3.238 |
3.238 |
3.312 |
|
| S3 |
3.154 |
3.198 |
3.304 |
|
| S4 |
3.070 |
3.114 |
3.281 |
|
|
| 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 |
3.277 |
0.193 |
5.8% |
0.072 |
2.2% |
26% |
False |
True |
35,623 |
| 10 |
3.470 |
3.260 |
0.210 |
6.3% |
0.071 |
2.1% |
32% |
False |
False |
35,397 |
| 20 |
3.470 |
3.168 |
0.302 |
9.1% |
0.070 |
2.1% |
53% |
False |
False |
36,877 |
| 40 |
3.470 |
3.142 |
0.328 |
9.9% |
0.072 |
2.2% |
56% |
False |
False |
33,613 |
| 60 |
3.470 |
3.142 |
0.328 |
9.9% |
0.073 |
2.2% |
56% |
False |
False |
29,213 |
| 80 |
3.496 |
3.142 |
0.354 |
10.6% |
0.073 |
2.2% |
52% |
False |
False |
28,154 |
| 100 |
3.496 |
2.895 |
0.601 |
18.1% |
0.069 |
2.1% |
72% |
False |
False |
25,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.718 |
|
2.618 |
3.581 |
|
1.618 |
3.497 |
|
1.000 |
3.445 |
|
0.618 |
3.413 |
|
HIGH |
3.361 |
|
0.618 |
3.329 |
|
0.500 |
3.319 |
|
0.382 |
3.309 |
|
LOW |
3.277 |
|
0.618 |
3.225 |
|
1.000 |
3.193 |
|
1.618 |
3.141 |
|
2.618 |
3.057 |
|
4.250 |
2.920 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.324 |
3.335 |
| PP |
3.322 |
3.332 |
| S1 |
3.319 |
3.330 |
|