NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.539 |
3.471 |
-0.068 |
-1.9% |
3.255 |
| High |
3.568 |
3.656 |
0.088 |
2.5% |
3.568 |
| Low |
3.378 |
3.450 |
0.072 |
2.1% |
3.251 |
| Close |
3.436 |
3.654 |
0.218 |
6.3% |
3.436 |
| Range |
0.190 |
0.206 |
0.016 |
8.4% |
0.317 |
| ATR |
0.128 |
0.135 |
0.007 |
5.1% |
0.000 |
| Volume |
168,563 |
192,188 |
23,625 |
14.0% |
884,747 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.135 |
3.767 |
|
| R3 |
3.999 |
3.929 |
3.711 |
|
| R2 |
3.793 |
3.793 |
3.692 |
|
| R1 |
3.723 |
3.723 |
3.673 |
3.758 |
| PP |
3.587 |
3.587 |
3.587 |
3.604 |
| S1 |
3.517 |
3.517 |
3.635 |
3.552 |
| S2 |
3.381 |
3.381 |
3.616 |
|
| S3 |
3.175 |
3.311 |
3.597 |
|
| S4 |
2.969 |
3.105 |
3.541 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.369 |
4.220 |
3.610 |
|
| R3 |
4.052 |
3.903 |
3.523 |
|
| R2 |
3.735 |
3.735 |
3.494 |
|
| R1 |
3.586 |
3.586 |
3.465 |
3.661 |
| PP |
3.418 |
3.418 |
3.418 |
3.456 |
| S1 |
3.269 |
3.269 |
3.407 |
3.344 |
| S2 |
3.101 |
3.101 |
3.378 |
|
| S3 |
2.784 |
2.952 |
3.349 |
|
| S4 |
2.467 |
2.635 |
3.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.656 |
3.277 |
0.379 |
10.4% |
0.159 |
4.4% |
99% |
True |
False |
180,693 |
| 10 |
3.656 |
3.028 |
0.628 |
17.2% |
0.131 |
3.6% |
100% |
True |
False |
148,007 |
| 20 |
3.656 |
2.722 |
0.934 |
25.6% |
0.131 |
3.6% |
100% |
True |
False |
127,802 |
| 40 |
3.675 |
2.722 |
0.953 |
26.1% |
0.119 |
3.2% |
98% |
False |
False |
100,004 |
| 60 |
3.675 |
2.722 |
0.953 |
26.1% |
0.105 |
2.9% |
98% |
False |
False |
80,878 |
| 80 |
3.675 |
2.722 |
0.953 |
26.1% |
0.097 |
2.6% |
98% |
False |
False |
68,406 |
| 100 |
3.675 |
2.722 |
0.953 |
26.1% |
0.092 |
2.5% |
98% |
False |
False |
59,795 |
| 120 |
3.675 |
2.722 |
0.953 |
26.1% |
0.090 |
2.5% |
98% |
False |
False |
53,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.532 |
|
2.618 |
4.195 |
|
1.618 |
3.989 |
|
1.000 |
3.862 |
|
0.618 |
3.783 |
|
HIGH |
3.656 |
|
0.618 |
3.577 |
|
0.500 |
3.553 |
|
0.382 |
3.529 |
|
LOW |
3.450 |
|
0.618 |
3.323 |
|
1.000 |
3.244 |
|
1.618 |
3.117 |
|
2.618 |
2.911 |
|
4.250 |
2.575 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.620 |
3.598 |
| PP |
3.587 |
3.542 |
| S1 |
3.553 |
3.486 |
|