NYMEX Natural Gas Future February 2017
Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.458 |
3.392 |
-0.066 |
-1.9% |
3.589 |
High |
3.468 |
3.482 |
0.014 |
0.4% |
3.611 |
Low |
3.378 |
3.370 |
-0.008 |
-0.2% |
3.378 |
Close |
3.449 |
3.431 |
-0.018 |
-0.5% |
3.449 |
Range |
0.090 |
0.112 |
0.022 |
24.4% |
0.233 |
ATR |
0.142 |
0.139 |
-0.002 |
-1.5% |
0.000 |
Volume |
63,310 |
56,890 |
-6,420 |
-10.1% |
434,763 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.764 |
3.709 |
3.493 |
|
R3 |
3.652 |
3.597 |
3.462 |
|
R2 |
3.540 |
3.540 |
3.452 |
|
R1 |
3.485 |
3.485 |
3.441 |
3.513 |
PP |
3.428 |
3.428 |
3.428 |
3.441 |
S1 |
3.373 |
3.373 |
3.421 |
3.401 |
S2 |
3.316 |
3.316 |
3.410 |
|
S3 |
3.204 |
3.261 |
3.400 |
|
S4 |
3.092 |
3.149 |
3.369 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.178 |
4.047 |
3.577 |
|
R3 |
3.945 |
3.814 |
3.513 |
|
R2 |
3.712 |
3.712 |
3.492 |
|
R1 |
3.581 |
3.581 |
3.470 |
3.530 |
PP |
3.479 |
3.479 |
3.479 |
3.454 |
S1 |
3.348 |
3.348 |
3.428 |
3.297 |
S2 |
3.246 |
3.246 |
3.406 |
|
S3 |
3.013 |
3.115 |
3.385 |
|
S4 |
2.780 |
2.882 |
3.321 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.611 |
3.370 |
0.241 |
7.0% |
0.129 |
3.7% |
25% |
False |
True |
77,626 |
10 |
3.758 |
3.370 |
0.388 |
11.3% |
0.142 |
4.1% |
16% |
False |
True |
82,014 |
20 |
3.758 |
3.066 |
0.692 |
20.2% |
0.132 |
3.9% |
53% |
False |
False |
61,716 |
40 |
3.758 |
2.766 |
0.992 |
28.9% |
0.128 |
3.7% |
67% |
False |
False |
45,892 |
60 |
3.758 |
2.766 |
0.992 |
28.9% |
0.110 |
3.2% |
67% |
False |
False |
36,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.958 |
2.618 |
3.775 |
1.618 |
3.663 |
1.000 |
3.594 |
0.618 |
3.551 |
HIGH |
3.482 |
0.618 |
3.439 |
0.500 |
3.426 |
0.382 |
3.413 |
LOW |
3.370 |
0.618 |
3.301 |
1.000 |
3.258 |
1.618 |
3.189 |
2.618 |
3.077 |
4.250 |
2.894 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.429 |
3.491 |
PP |
3.428 |
3.471 |
S1 |
3.426 |
3.451 |
|