NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.525 |
3.477 |
-0.048 |
-1.4% |
3.471 |
| High |
3.577 |
3.572 |
-0.005 |
-0.1% |
3.777 |
| Low |
3.448 |
3.444 |
-0.004 |
-0.1% |
3.450 |
| Close |
3.474 |
3.540 |
0.066 |
1.9% |
3.746 |
| Range |
0.129 |
0.128 |
-0.001 |
-0.8% |
0.327 |
| ATR |
0.152 |
0.150 |
-0.002 |
-1.1% |
0.000 |
| Volume |
163,184 |
140,162 |
-23,022 |
-14.1% |
1,110,155 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.849 |
3.610 |
|
| R3 |
3.775 |
3.721 |
3.575 |
|
| R2 |
3.647 |
3.647 |
3.563 |
|
| R1 |
3.593 |
3.593 |
3.552 |
3.620 |
| PP |
3.519 |
3.519 |
3.519 |
3.532 |
| S1 |
3.465 |
3.465 |
3.528 |
3.492 |
| S2 |
3.391 |
3.391 |
3.517 |
|
| S3 |
3.263 |
3.337 |
3.505 |
|
| S4 |
3.135 |
3.209 |
3.470 |
|
|
| 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 |
3.444 |
0.333 |
9.4% |
0.146 |
4.1% |
29% |
False |
True |
197,923 |
| 10 |
3.777 |
3.316 |
0.461 |
13.0% |
0.171 |
4.8% |
49% |
False |
False |
203,858 |
| 20 |
3.777 |
2.844 |
0.933 |
26.4% |
0.136 |
3.8% |
75% |
False |
False |
160,416 |
| 40 |
3.777 |
2.722 |
1.055 |
29.8% |
0.131 |
3.7% |
78% |
False |
False |
125,545 |
| 60 |
3.777 |
2.722 |
1.055 |
29.8% |
0.114 |
3.2% |
78% |
False |
False |
100,694 |
| 80 |
3.777 |
2.722 |
1.055 |
29.8% |
0.105 |
3.0% |
78% |
False |
False |
84,236 |
| 100 |
3.777 |
2.722 |
1.055 |
29.8% |
0.098 |
2.8% |
78% |
False |
False |
73,234 |
| 120 |
3.777 |
2.722 |
1.055 |
29.8% |
0.095 |
2.7% |
78% |
False |
False |
64,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.116 |
|
2.618 |
3.907 |
|
1.618 |
3.779 |
|
1.000 |
3.700 |
|
0.618 |
3.651 |
|
HIGH |
3.572 |
|
0.618 |
3.523 |
|
0.500 |
3.508 |
|
0.382 |
3.493 |
|
LOW |
3.444 |
|
0.618 |
3.365 |
|
1.000 |
3.316 |
|
1.618 |
3.237 |
|
2.618 |
3.109 |
|
4.250 |
2.900 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.529 |
3.534 |
| PP |
3.519 |
3.528 |
| S1 |
3.508 |
3.523 |
|