NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.600 |
3.633 |
0.033 |
0.9% |
3.255 |
| High |
3.732 |
3.748 |
0.016 |
0.4% |
3.568 |
| Low |
3.574 |
3.556 |
-0.018 |
-0.5% |
3.251 |
| Close |
3.635 |
3.603 |
-0.032 |
-0.9% |
3.436 |
| Range |
0.158 |
0.192 |
0.034 |
21.5% |
0.317 |
| ATR |
0.136 |
0.140 |
0.004 |
2.9% |
0.000 |
| Volume |
225,250 |
252,203 |
26,953 |
12.0% |
884,747 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.212 |
4.099 |
3.709 |
|
| R3 |
4.020 |
3.907 |
3.656 |
|
| R2 |
3.828 |
3.828 |
3.638 |
|
| R1 |
3.715 |
3.715 |
3.621 |
3.676 |
| PP |
3.636 |
3.636 |
3.636 |
3.616 |
| S1 |
3.523 |
3.523 |
3.585 |
3.484 |
| S2 |
3.444 |
3.444 |
3.568 |
|
| S3 |
3.252 |
3.331 |
3.550 |
|
| S4 |
3.060 |
3.139 |
3.497 |
|
|
| 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 |
3.748 |
3.316 |
0.432 |
12.0% |
0.195 |
5.4% |
66% |
True |
False |
209,793 |
| 10 |
3.748 |
3.036 |
0.712 |
19.8% |
0.150 |
4.2% |
80% |
True |
False |
175,540 |
| 20 |
3.748 |
2.722 |
1.026 |
28.5% |
0.133 |
3.7% |
86% |
True |
False |
139,660 |
| 40 |
3.748 |
2.722 |
1.026 |
28.5% |
0.123 |
3.4% |
86% |
True |
False |
107,944 |
| 60 |
3.748 |
2.722 |
1.026 |
28.5% |
0.108 |
3.0% |
86% |
True |
False |
87,146 |
| 80 |
3.748 |
2.722 |
1.026 |
28.5% |
0.099 |
2.8% |
86% |
True |
False |
73,860 |
| 100 |
3.748 |
2.722 |
1.026 |
28.5% |
0.094 |
2.6% |
86% |
True |
False |
64,314 |
| 120 |
3.748 |
2.722 |
1.026 |
28.5% |
0.092 |
2.5% |
86% |
True |
False |
57,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.564 |
|
2.618 |
4.251 |
|
1.618 |
4.059 |
|
1.000 |
3.940 |
|
0.618 |
3.867 |
|
HIGH |
3.748 |
|
0.618 |
3.675 |
|
0.500 |
3.652 |
|
0.382 |
3.629 |
|
LOW |
3.556 |
|
0.618 |
3.437 |
|
1.000 |
3.364 |
|
1.618 |
3.245 |
|
2.618 |
3.053 |
|
4.250 |
2.740 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.652 |
3.602 |
| PP |
3.636 |
3.600 |
| S1 |
3.619 |
3.599 |
|