NYMEX Natural Gas Future February 2017
Trading Metrics calculated at close of trading on 05-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.570 |
3.464 |
-0.106 |
-3.0% |
3.286 |
High |
3.570 |
3.645 |
0.075 |
2.1% |
3.570 |
Low |
3.387 |
3.452 |
0.065 |
1.9% |
3.282 |
Close |
3.440 |
3.641 |
0.201 |
5.8% |
3.440 |
Range |
0.183 |
0.193 |
0.010 |
5.5% |
0.288 |
ATR |
0.121 |
0.127 |
0.006 |
5.0% |
0.000 |
Volume |
46,068 |
56,205 |
10,137 |
22.0% |
272,348 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.158 |
4.093 |
3.747 |
|
R3 |
3.965 |
3.900 |
3.694 |
|
R2 |
3.772 |
3.772 |
3.676 |
|
R1 |
3.707 |
3.707 |
3.659 |
3.740 |
PP |
3.579 |
3.579 |
3.579 |
3.596 |
S1 |
3.514 |
3.514 |
3.623 |
3.547 |
S2 |
3.386 |
3.386 |
3.606 |
|
S3 |
3.193 |
3.321 |
3.588 |
|
S4 |
3.000 |
3.128 |
3.535 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.295 |
4.155 |
3.598 |
|
R3 |
4.007 |
3.867 |
3.519 |
|
R2 |
3.719 |
3.719 |
3.493 |
|
R1 |
3.579 |
3.579 |
3.466 |
3.649 |
PP |
3.431 |
3.431 |
3.431 |
3.466 |
S1 |
3.291 |
3.291 |
3.414 |
3.361 |
S2 |
3.143 |
3.143 |
3.387 |
|
S3 |
2.855 |
3.003 |
3.361 |
|
S4 |
2.567 |
2.715 |
3.282 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.645 |
3.302 |
0.343 |
9.4% |
0.152 |
4.2% |
99% |
True |
False |
56,306 |
10 |
3.645 |
3.066 |
0.579 |
15.9% |
0.123 |
3.4% |
99% |
True |
False |
41,419 |
20 |
3.645 |
2.766 |
0.879 |
24.1% |
0.122 |
3.4% |
100% |
True |
False |
35,854 |
40 |
3.676 |
2.766 |
0.910 |
25.0% |
0.111 |
3.1% |
96% |
False |
False |
30,526 |
60 |
3.676 |
2.766 |
0.910 |
25.0% |
0.098 |
2.7% |
96% |
False |
False |
25,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.465 |
2.618 |
4.150 |
1.618 |
3.957 |
1.000 |
3.838 |
0.618 |
3.764 |
HIGH |
3.645 |
0.618 |
3.571 |
0.500 |
3.549 |
0.382 |
3.526 |
LOW |
3.452 |
0.618 |
3.333 |
1.000 |
3.259 |
1.618 |
3.140 |
2.618 |
2.947 |
4.250 |
2.632 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.610 |
3.589 |
PP |
3.579 |
3.536 |
S1 |
3.549 |
3.484 |
|