NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.420 |
3.353 |
-0.067 |
-2.0% |
3.583 |
| High |
3.434 |
3.450 |
0.016 |
0.5% |
3.601 |
| Low |
3.343 |
3.330 |
-0.013 |
-0.4% |
3.343 |
| Close |
3.415 |
3.392 |
-0.023 |
-0.7% |
3.415 |
| Range |
0.091 |
0.120 |
0.029 |
31.9% |
0.258 |
| ATR |
0.149 |
0.147 |
-0.002 |
-1.4% |
0.000 |
| Volume |
120,428 |
119,326 |
-1,102 |
-0.9% |
860,328 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.691 |
3.458 |
|
| R3 |
3.631 |
3.571 |
3.425 |
|
| R2 |
3.511 |
3.511 |
3.414 |
|
| R1 |
3.451 |
3.451 |
3.403 |
3.481 |
| PP |
3.391 |
3.391 |
3.391 |
3.406 |
| S1 |
3.331 |
3.331 |
3.381 |
3.361 |
| S2 |
3.271 |
3.271 |
3.370 |
|
| S3 |
3.151 |
3.211 |
3.359 |
|
| S4 |
3.031 |
3.091 |
3.326 |
|
|
| 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 |
3.589 |
3.330 |
0.259 |
7.6% |
0.133 |
3.9% |
24% |
False |
True |
146,779 |
| 10 |
3.777 |
3.330 |
0.447 |
13.2% |
0.149 |
4.4% |
14% |
False |
True |
189,762 |
| 20 |
3.777 |
3.028 |
0.749 |
22.1% |
0.140 |
4.1% |
49% |
False |
False |
168,884 |
| 40 |
3.777 |
2.722 |
1.055 |
31.1% |
0.135 |
4.0% |
64% |
False |
False |
132,325 |
| 60 |
3.777 |
2.722 |
1.055 |
31.1% |
0.117 |
3.4% |
64% |
False |
False |
106,209 |
| 80 |
3.777 |
2.722 |
1.055 |
31.1% |
0.106 |
3.1% |
64% |
False |
False |
88,501 |
| 100 |
3.777 |
2.722 |
1.055 |
31.1% |
0.100 |
2.9% |
64% |
False |
False |
76,805 |
| 120 |
3.777 |
2.722 |
1.055 |
31.1% |
0.096 |
2.8% |
64% |
False |
False |
67,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.960 |
|
2.618 |
3.764 |
|
1.618 |
3.644 |
|
1.000 |
3.570 |
|
0.618 |
3.524 |
|
HIGH |
3.450 |
|
0.618 |
3.404 |
|
0.500 |
3.390 |
|
0.382 |
3.376 |
|
LOW |
3.330 |
|
0.618 |
3.256 |
|
1.000 |
3.210 |
|
1.618 |
3.136 |
|
2.618 |
3.016 |
|
4.250 |
2.820 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.391 |
3.460 |
| PP |
3.391 |
3.437 |
| S1 |
3.390 |
3.415 |
|