NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.567 |
3.420 |
-0.147 |
-4.1% |
3.583 |
| High |
3.589 |
3.434 |
-0.155 |
-4.3% |
3.601 |
| Low |
3.394 |
3.343 |
-0.051 |
-1.5% |
3.343 |
| Close |
3.434 |
3.415 |
-0.019 |
-0.6% |
3.415 |
| Range |
0.195 |
0.091 |
-0.104 |
-53.3% |
0.258 |
| ATR |
0.153 |
0.149 |
-0.004 |
-2.9% |
0.000 |
| Volume |
190,798 |
120,428 |
-70,370 |
-36.9% |
860,328 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.670 |
3.634 |
3.465 |
|
| R3 |
3.579 |
3.543 |
3.440 |
|
| R2 |
3.488 |
3.488 |
3.432 |
|
| R1 |
3.452 |
3.452 |
3.423 |
3.425 |
| PP |
3.397 |
3.397 |
3.397 |
3.384 |
| S1 |
3.361 |
3.361 |
3.407 |
3.334 |
| S2 |
3.306 |
3.306 |
3.398 |
|
| S3 |
3.215 |
3.270 |
3.390 |
|
| S4 |
3.124 |
3.179 |
3.365 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.227 |
4.079 |
3.557 |
|
| R3 |
3.969 |
3.821 |
3.486 |
|
| R2 |
3.711 |
3.711 |
3.462 |
|
| R1 |
3.563 |
3.563 |
3.439 |
3.508 |
| PP |
3.453 |
3.453 |
3.453 |
3.426 |
| S1 |
3.305 |
3.305 |
3.391 |
3.250 |
| S2 |
3.195 |
3.195 |
3.368 |
|
| S3 |
2.937 |
3.047 |
3.344 |
|
| S4 |
2.679 |
2.789 |
3.273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.601 |
3.343 |
0.258 |
7.6% |
0.134 |
3.9% |
28% |
False |
True |
172,065 |
| 10 |
3.777 |
3.343 |
0.434 |
12.7% |
0.157 |
4.6% |
17% |
False |
True |
197,048 |
| 20 |
3.777 |
2.865 |
0.912 |
26.7% |
0.140 |
4.1% |
60% |
False |
False |
167,246 |
| 40 |
3.777 |
2.722 |
1.055 |
30.9% |
0.134 |
3.9% |
66% |
False |
False |
130,625 |
| 60 |
3.777 |
2.722 |
1.055 |
30.9% |
0.116 |
3.4% |
66% |
False |
False |
104,645 |
| 80 |
3.777 |
2.722 |
1.055 |
30.9% |
0.106 |
3.1% |
66% |
False |
False |
87,369 |
| 100 |
3.777 |
2.722 |
1.055 |
30.9% |
0.100 |
2.9% |
66% |
False |
False |
76,036 |
| 120 |
3.777 |
2.722 |
1.055 |
30.9% |
0.096 |
2.8% |
66% |
False |
False |
66,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.821 |
|
2.618 |
3.672 |
|
1.618 |
3.581 |
|
1.000 |
3.525 |
|
0.618 |
3.490 |
|
HIGH |
3.434 |
|
0.618 |
3.399 |
|
0.500 |
3.389 |
|
0.382 |
3.378 |
|
LOW |
3.343 |
|
0.618 |
3.287 |
|
1.000 |
3.252 |
|
1.618 |
3.196 |
|
2.618 |
3.105 |
|
4.250 |
2.956 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.406 |
3.466 |
| PP |
3.397 |
3.449 |
| S1 |
3.389 |
3.432 |
|