NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.583 |
3.525 |
-0.058 |
-1.6% |
3.471 |
| High |
3.601 |
3.577 |
-0.024 |
-0.7% |
3.777 |
| Low |
3.472 |
3.448 |
-0.024 |
-0.7% |
3.450 |
| Close |
3.507 |
3.474 |
-0.033 |
-0.9% |
3.746 |
| Range |
0.129 |
0.129 |
0.000 |
0.0% |
0.327 |
| ATR |
0.154 |
0.152 |
-0.002 |
-1.1% |
0.000 |
| Volume |
245,756 |
163,184 |
-82,572 |
-33.6% |
1,110,155 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.887 |
3.809 |
3.545 |
|
| R3 |
3.758 |
3.680 |
3.509 |
|
| R2 |
3.629 |
3.629 |
3.498 |
|
| R1 |
3.551 |
3.551 |
3.486 |
3.526 |
| PP |
3.500 |
3.500 |
3.500 |
3.487 |
| S1 |
3.422 |
3.422 |
3.462 |
3.397 |
| S2 |
3.371 |
3.371 |
3.450 |
|
| S3 |
3.242 |
3.293 |
3.439 |
|
| S4 |
3.113 |
3.164 |
3.403 |
|
|
| 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 |
3.448 |
0.329 |
9.5% |
0.159 |
4.6% |
8% |
False |
True |
220,331 |
| 10 |
3.777 |
3.285 |
0.492 |
14.2% |
0.166 |
4.8% |
38% |
False |
False |
206,697 |
| 20 |
3.777 |
2.844 |
0.933 |
26.9% |
0.136 |
3.9% |
68% |
False |
False |
158,561 |
| 40 |
3.777 |
2.722 |
1.055 |
30.4% |
0.129 |
3.7% |
71% |
False |
False |
122,950 |
| 60 |
3.777 |
2.722 |
1.055 |
30.4% |
0.114 |
3.3% |
71% |
False |
False |
99,239 |
| 80 |
3.777 |
2.722 |
1.055 |
30.4% |
0.104 |
3.0% |
71% |
False |
False |
83,176 |
| 100 |
3.777 |
2.722 |
1.055 |
30.4% |
0.097 |
2.8% |
71% |
False |
False |
72,000 |
| 120 |
3.777 |
2.722 |
1.055 |
30.4% |
0.094 |
2.7% |
71% |
False |
False |
63,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.125 |
|
2.618 |
3.915 |
|
1.618 |
3.786 |
|
1.000 |
3.706 |
|
0.618 |
3.657 |
|
HIGH |
3.577 |
|
0.618 |
3.528 |
|
0.500 |
3.513 |
|
0.382 |
3.497 |
|
LOW |
3.448 |
|
0.618 |
3.368 |
|
1.000 |
3.319 |
|
1.618 |
3.239 |
|
2.618 |
3.110 |
|
4.250 |
2.900 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.513 |
3.613 |
| PP |
3.500 |
3.566 |
| S1 |
3.487 |
3.520 |
|