NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.401 |
3.311 |
-0.090 |
-2.6% |
3.583 |
| High |
3.408 |
3.593 |
0.185 |
5.4% |
3.601 |
| Low |
3.242 |
3.307 |
0.065 |
2.0% |
3.343 |
| Close |
3.263 |
3.542 |
0.279 |
8.6% |
3.415 |
| Range |
0.166 |
0.286 |
0.120 |
72.3% |
0.258 |
| ATR |
0.148 |
0.161 |
0.013 |
8.8% |
0.000 |
| Volume |
165,294 |
169,031 |
3,737 |
2.3% |
860,328 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.339 |
4.226 |
3.699 |
|
| R3 |
4.053 |
3.940 |
3.621 |
|
| R2 |
3.767 |
3.767 |
3.594 |
|
| R1 |
3.654 |
3.654 |
3.568 |
3.711 |
| PP |
3.481 |
3.481 |
3.481 |
3.509 |
| S1 |
3.368 |
3.368 |
3.516 |
3.425 |
| S2 |
3.195 |
3.195 |
3.490 |
|
| S3 |
2.909 |
3.082 |
3.463 |
|
| S4 |
2.623 |
2.796 |
3.385 |
|
|
| 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 |
3.593 |
3.242 |
0.351 |
9.9% |
0.172 |
4.8% |
85% |
True |
False |
152,975 |
| 10 |
3.777 |
3.242 |
0.535 |
15.1% |
0.159 |
4.5% |
56% |
False |
False |
175,449 |
| 20 |
3.777 |
3.036 |
0.741 |
20.9% |
0.154 |
4.4% |
68% |
False |
False |
175,494 |
| 40 |
3.777 |
2.722 |
1.055 |
29.8% |
0.139 |
3.9% |
78% |
False |
False |
136,953 |
| 60 |
3.777 |
2.722 |
1.055 |
29.8% |
0.123 |
3.5% |
78% |
False |
False |
110,514 |
| 80 |
3.777 |
2.722 |
1.055 |
29.8% |
0.110 |
3.1% |
78% |
False |
False |
92,032 |
| 100 |
3.777 |
2.722 |
1.055 |
29.8% |
0.102 |
2.9% |
78% |
False |
False |
79,648 |
| 120 |
3.777 |
2.722 |
1.055 |
29.8% |
0.098 |
2.8% |
78% |
False |
False |
69,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.809 |
|
2.618 |
4.342 |
|
1.618 |
4.056 |
|
1.000 |
3.879 |
|
0.618 |
3.770 |
|
HIGH |
3.593 |
|
0.618 |
3.484 |
|
0.500 |
3.450 |
|
0.382 |
3.416 |
|
LOW |
3.307 |
|
0.618 |
3.130 |
|
1.000 |
3.021 |
|
1.618 |
2.844 |
|
2.618 |
2.558 |
|
4.250 |
2.092 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.511 |
3.501 |
| PP |
3.481 |
3.459 |
| S1 |
3.450 |
3.418 |
|