NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.572 |
3.541 |
-0.031 |
-0.9% |
3.353 |
| High |
3.626 |
3.715 |
0.089 |
2.5% |
3.715 |
| Low |
3.497 |
3.534 |
0.037 |
1.1% |
3.242 |
| Close |
3.538 |
3.662 |
0.124 |
3.5% |
3.662 |
| Range |
0.129 |
0.181 |
0.052 |
40.3% |
0.473 |
| ATR |
0.159 |
0.161 |
0.002 |
1.0% |
0.000 |
| Volume |
119,586 |
58,296 |
-61,290 |
-51.3% |
631,533 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.180 |
4.102 |
3.762 |
|
| R3 |
3.999 |
3.921 |
3.712 |
|
| R2 |
3.818 |
3.818 |
3.695 |
|
| R1 |
3.740 |
3.740 |
3.679 |
3.779 |
| PP |
3.637 |
3.637 |
3.637 |
3.657 |
| S1 |
3.559 |
3.559 |
3.645 |
3.598 |
| S2 |
3.456 |
3.456 |
3.629 |
|
| S3 |
3.275 |
3.378 |
3.612 |
|
| S4 |
3.094 |
3.197 |
3.562 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.959 |
4.783 |
3.922 |
|
| R3 |
4.486 |
4.310 |
3.792 |
|
| R2 |
4.013 |
4.013 |
3.749 |
|
| R1 |
3.837 |
3.837 |
3.705 |
3.925 |
| PP |
3.540 |
3.540 |
3.540 |
3.584 |
| S1 |
3.364 |
3.364 |
3.619 |
3.452 |
| S2 |
3.067 |
3.067 |
3.575 |
|
| S3 |
2.594 |
2.891 |
3.532 |
|
| S4 |
2.121 |
2.418 |
3.402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.715 |
3.242 |
0.473 |
12.9% |
0.176 |
4.8% |
89% |
True |
False |
126,306 |
| 10 |
3.715 |
3.242 |
0.473 |
12.9% |
0.155 |
4.2% |
89% |
True |
False |
149,186 |
| 20 |
3.777 |
3.242 |
0.535 |
14.6% |
0.157 |
4.3% |
79% |
False |
False |
174,338 |
| 40 |
3.777 |
2.722 |
1.055 |
28.8% |
0.140 |
3.8% |
89% |
False |
False |
136,438 |
| 60 |
3.777 |
2.722 |
1.055 |
28.8% |
0.126 |
3.4% |
89% |
False |
False |
112,288 |
| 80 |
3.777 |
2.722 |
1.055 |
28.8% |
0.112 |
3.0% |
89% |
False |
False |
93,450 |
| 100 |
3.777 |
2.722 |
1.055 |
28.8% |
0.104 |
2.8% |
89% |
False |
False |
80,815 |
| 120 |
3.777 |
2.722 |
1.055 |
28.8% |
0.099 |
2.7% |
89% |
False |
False |
70,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.484 |
|
2.618 |
4.189 |
|
1.618 |
4.008 |
|
1.000 |
3.896 |
|
0.618 |
3.827 |
|
HIGH |
3.715 |
|
0.618 |
3.646 |
|
0.500 |
3.625 |
|
0.382 |
3.603 |
|
LOW |
3.534 |
|
0.618 |
3.422 |
|
1.000 |
3.353 |
|
1.618 |
3.241 |
|
2.618 |
3.060 |
|
4.250 |
2.765 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.650 |
3.612 |
| PP |
3.637 |
3.561 |
| S1 |
3.625 |
3.511 |
|