NYMEX Natural Gas Future February 2017
Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.491 |
3.582 |
0.091 |
2.6% |
3.464 |
High |
3.588 |
3.611 |
0.023 |
0.6% |
3.758 |
Low |
3.453 |
3.427 |
-0.026 |
-0.8% |
3.452 |
Close |
3.558 |
3.470 |
-0.088 |
-2.5% |
3.741 |
Range |
0.135 |
0.184 |
0.049 |
36.3% |
0.306 |
ATR |
0.142 |
0.145 |
0.003 |
2.1% |
0.000 |
Volume |
82,847 |
99,800 |
16,953 |
20.5% |
384,696 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.055 |
3.946 |
3.571 |
|
R3 |
3.871 |
3.762 |
3.521 |
|
R2 |
3.687 |
3.687 |
3.504 |
|
R1 |
3.578 |
3.578 |
3.487 |
3.541 |
PP |
3.503 |
3.503 |
3.503 |
3.484 |
S1 |
3.394 |
3.394 |
3.453 |
3.357 |
S2 |
3.319 |
3.319 |
3.436 |
|
S3 |
3.135 |
3.210 |
3.419 |
|
S4 |
2.951 |
3.026 |
3.369 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.568 |
4.461 |
3.909 |
|
R3 |
4.262 |
4.155 |
3.825 |
|
R2 |
3.956 |
3.956 |
3.797 |
|
R1 |
3.849 |
3.849 |
3.769 |
3.903 |
PP |
3.650 |
3.650 |
3.650 |
3.677 |
S1 |
3.543 |
3.543 |
3.713 |
3.597 |
S2 |
3.344 |
3.344 |
3.685 |
|
S3 |
3.038 |
3.237 |
3.657 |
|
S4 |
2.732 |
2.931 |
3.573 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.758 |
3.427 |
0.331 |
9.5% |
0.134 |
3.9% |
13% |
False |
True |
93,107 |
10 |
3.758 |
3.387 |
0.371 |
10.7% |
0.159 |
4.6% |
22% |
False |
False |
80,221 |
20 |
3.758 |
2.900 |
0.858 |
24.7% |
0.133 |
3.8% |
66% |
False |
False |
57,974 |
40 |
3.758 |
2.766 |
0.992 |
28.6% |
0.126 |
3.6% |
71% |
False |
False |
43,638 |
60 |
3.758 |
2.766 |
0.992 |
28.6% |
0.110 |
3.2% |
71% |
False |
False |
35,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.393 |
2.618 |
4.093 |
1.618 |
3.909 |
1.000 |
3.795 |
0.618 |
3.725 |
HIGH |
3.611 |
0.618 |
3.541 |
0.500 |
3.519 |
0.382 |
3.497 |
LOW |
3.427 |
0.618 |
3.313 |
1.000 |
3.243 |
1.618 |
3.129 |
2.618 |
2.945 |
4.250 |
2.645 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.519 |
3.519 |
PP |
3.503 |
3.503 |
S1 |
3.486 |
3.486 |
|