NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.569 |
3.710 |
0.141 |
4.0% |
3.471 |
| High |
3.730 |
3.777 |
0.047 |
1.3% |
3.777 |
| Low |
3.503 |
3.661 |
0.158 |
4.5% |
3.450 |
| Close |
3.695 |
3.746 |
0.051 |
1.4% |
3.746 |
| Range |
0.227 |
0.116 |
-0.111 |
-48.9% |
0.327 |
| ATR |
0.147 |
0.144 |
-0.002 |
-1.5% |
0.000 |
| Volume |
233,852 |
206,662 |
-27,190 |
-11.6% |
1,110,155 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.076 |
4.027 |
3.810 |
|
| R3 |
3.960 |
3.911 |
3.778 |
|
| R2 |
3.844 |
3.844 |
3.767 |
|
| R1 |
3.795 |
3.795 |
3.757 |
3.820 |
| PP |
3.728 |
3.728 |
3.728 |
3.740 |
| S1 |
3.679 |
3.679 |
3.735 |
3.704 |
| S2 |
3.612 |
3.612 |
3.725 |
|
| S3 |
3.496 |
3.563 |
3.714 |
|
| S4 |
3.380 |
3.447 |
3.682 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.639 |
4.519 |
3.926 |
|
| R3 |
4.312 |
4.192 |
3.836 |
|
| R2 |
3.985 |
3.985 |
3.806 |
|
| R1 |
3.865 |
3.865 |
3.776 |
3.925 |
| PP |
3.658 |
3.658 |
3.658 |
3.688 |
| S1 |
3.538 |
3.538 |
3.716 |
3.598 |
| S2 |
3.331 |
3.331 |
3.686 |
|
| S3 |
3.004 |
3.211 |
3.656 |
|
| S4 |
2.677 |
2.884 |
3.566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.777 |
3.450 |
0.327 |
8.7% |
0.180 |
4.8% |
91% |
True |
False |
222,031 |
| 10 |
3.777 |
3.251 |
0.526 |
14.0% |
0.159 |
4.2% |
94% |
True |
False |
199,490 |
| 20 |
3.777 |
2.765 |
1.012 |
27.0% |
0.134 |
3.6% |
97% |
True |
False |
149,134 |
| 40 |
3.777 |
2.722 |
1.055 |
28.2% |
0.126 |
3.4% |
97% |
True |
False |
115,137 |
| 60 |
3.777 |
2.722 |
1.055 |
28.2% |
0.111 |
3.0% |
97% |
True |
False |
93,372 |
| 80 |
3.777 |
2.722 |
1.055 |
28.2% |
0.103 |
2.7% |
97% |
True |
False |
78,894 |
| 100 |
3.777 |
2.722 |
1.055 |
28.2% |
0.096 |
2.6% |
97% |
True |
False |
68,384 |
| 120 |
3.777 |
2.722 |
1.055 |
28.2% |
0.093 |
2.5% |
97% |
True |
False |
60,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.270 |
|
2.618 |
4.081 |
|
1.618 |
3.965 |
|
1.000 |
3.893 |
|
0.618 |
3.849 |
|
HIGH |
3.777 |
|
0.618 |
3.733 |
|
0.500 |
3.719 |
|
0.382 |
3.705 |
|
LOW |
3.661 |
|
0.618 |
3.589 |
|
1.000 |
3.545 |
|
1.618 |
3.473 |
|
2.618 |
3.357 |
|
4.250 |
3.168 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.737 |
3.711 |
| PP |
3.728 |
3.675 |
| S1 |
3.719 |
3.640 |
|