NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.736 |
3.735 |
-0.001 |
0.0% |
3.353 |
| High |
3.778 |
3.994 |
0.216 |
5.7% |
3.715 |
| Low |
3.686 |
3.664 |
-0.022 |
-0.6% |
3.242 |
| Close |
3.761 |
3.930 |
0.169 |
4.5% |
3.662 |
| Range |
0.092 |
0.330 |
0.238 |
258.7% |
0.473 |
| ATR |
0.157 |
0.170 |
0.012 |
7.8% |
0.000 |
| Volume |
59,667 |
15,151 |
-44,516 |
-74.6% |
631,533 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.853 |
4.721 |
4.112 |
|
| R3 |
4.523 |
4.391 |
4.021 |
|
| R2 |
4.193 |
4.193 |
3.991 |
|
| R1 |
4.061 |
4.061 |
3.960 |
4.127 |
| PP |
3.863 |
3.863 |
3.863 |
3.896 |
| S1 |
3.731 |
3.731 |
3.900 |
3.797 |
| S2 |
3.533 |
3.533 |
3.870 |
|
| S3 |
3.203 |
3.401 |
3.839 |
|
| S4 |
2.873 |
3.071 |
3.749 |
|
|
| 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 |
3.994 |
3.307 |
0.687 |
17.5% |
0.204 |
5.2% |
91% |
True |
False |
84,346 |
| 10 |
3.994 |
3.242 |
0.752 |
19.1% |
0.172 |
4.4% |
91% |
True |
False |
115,773 |
| 20 |
3.994 |
3.242 |
0.752 |
19.1% |
0.169 |
4.3% |
91% |
True |
False |
161,235 |
| 40 |
3.994 |
2.722 |
1.272 |
32.4% |
0.144 |
3.7% |
95% |
True |
False |
134,411 |
| 60 |
3.994 |
2.722 |
1.272 |
32.4% |
0.131 |
3.3% |
95% |
True |
False |
112,265 |
| 80 |
3.994 |
2.722 |
1.272 |
32.4% |
0.115 |
2.9% |
95% |
True |
False |
93,587 |
| 100 |
3.994 |
2.722 |
1.272 |
32.4% |
0.107 |
2.7% |
95% |
True |
False |
81,013 |
| 120 |
3.994 |
2.722 |
1.272 |
32.4% |
0.101 |
2.6% |
95% |
True |
False |
71,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.397 |
|
2.618 |
4.858 |
|
1.618 |
4.528 |
|
1.000 |
4.324 |
|
0.618 |
4.198 |
|
HIGH |
3.994 |
|
0.618 |
3.868 |
|
0.500 |
3.829 |
|
0.382 |
3.790 |
|
LOW |
3.664 |
|
0.618 |
3.460 |
|
1.000 |
3.334 |
|
1.618 |
3.130 |
|
2.618 |
2.800 |
|
4.250 |
2.262 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.896 |
3.875 |
| PP |
3.863 |
3.819 |
| S1 |
3.829 |
3.764 |
|