NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.471 |
3.600 |
0.129 |
3.7% |
3.255 |
| High |
3.656 |
3.732 |
0.076 |
2.1% |
3.568 |
| Low |
3.450 |
3.574 |
0.124 |
3.6% |
3.251 |
| Close |
3.654 |
3.635 |
-0.019 |
-0.5% |
3.436 |
| Range |
0.206 |
0.158 |
-0.048 |
-23.3% |
0.317 |
| ATR |
0.135 |
0.136 |
0.002 |
1.2% |
0.000 |
| Volume |
192,188 |
225,250 |
33,062 |
17.2% |
884,747 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.121 |
4.036 |
3.722 |
|
| R3 |
3.963 |
3.878 |
3.678 |
|
| R2 |
3.805 |
3.805 |
3.664 |
|
| R1 |
3.720 |
3.720 |
3.649 |
3.763 |
| PP |
3.647 |
3.647 |
3.647 |
3.668 |
| S1 |
3.562 |
3.562 |
3.621 |
3.605 |
| S2 |
3.489 |
3.489 |
3.606 |
|
| S3 |
3.331 |
3.404 |
3.592 |
|
| S4 |
3.173 |
3.246 |
3.548 |
|
|
| 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 |
3.732 |
3.285 |
0.447 |
12.3% |
0.173 |
4.8% |
78% |
True |
False |
193,064 |
| 10 |
3.732 |
3.036 |
0.696 |
19.1% |
0.140 |
3.8% |
86% |
True |
False |
161,573 |
| 20 |
3.732 |
2.722 |
1.010 |
27.8% |
0.135 |
3.7% |
90% |
True |
False |
134,101 |
| 40 |
3.732 |
2.722 |
1.010 |
27.8% |
0.120 |
3.3% |
90% |
True |
False |
103,406 |
| 60 |
3.732 |
2.722 |
1.010 |
27.8% |
0.106 |
2.9% |
90% |
True |
False |
83,627 |
| 80 |
3.732 |
2.722 |
1.010 |
27.8% |
0.098 |
2.7% |
90% |
True |
False |
70,900 |
| 100 |
3.732 |
2.722 |
1.010 |
27.8% |
0.093 |
2.5% |
90% |
True |
False |
61,890 |
| 120 |
3.732 |
2.722 |
1.010 |
27.8% |
0.091 |
2.5% |
90% |
True |
False |
55,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.404 |
|
2.618 |
4.146 |
|
1.618 |
3.988 |
|
1.000 |
3.890 |
|
0.618 |
3.830 |
|
HIGH |
3.732 |
|
0.618 |
3.672 |
|
0.500 |
3.653 |
|
0.382 |
3.634 |
|
LOW |
3.574 |
|
0.618 |
3.476 |
|
1.000 |
3.416 |
|
1.618 |
3.318 |
|
2.618 |
3.160 |
|
4.250 |
2.903 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.653 |
3.608 |
| PP |
3.647 |
3.582 |
| S1 |
3.641 |
3.555 |
|