NYMEX Natural Gas Future February 2017
Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.392 |
3.440 |
0.048 |
1.4% |
3.589 |
High |
3.482 |
3.444 |
-0.038 |
-1.1% |
3.611 |
Low |
3.370 |
3.290 |
-0.080 |
-2.4% |
3.378 |
Close |
3.431 |
3.297 |
-0.134 |
-3.9% |
3.449 |
Range |
0.112 |
0.154 |
0.042 |
37.5% |
0.233 |
ATR |
0.139 |
0.140 |
0.001 |
0.7% |
0.000 |
Volume |
56,890 |
89,210 |
32,320 |
56.8% |
434,763 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.806 |
3.705 |
3.382 |
|
R3 |
3.652 |
3.551 |
3.339 |
|
R2 |
3.498 |
3.498 |
3.325 |
|
R1 |
3.397 |
3.397 |
3.311 |
3.371 |
PP |
3.344 |
3.344 |
3.344 |
3.330 |
S1 |
3.243 |
3.243 |
3.283 |
3.217 |
S2 |
3.190 |
3.190 |
3.269 |
|
S3 |
3.036 |
3.089 |
3.255 |
|
S4 |
2.882 |
2.935 |
3.212 |
|
|
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 |
3.290 |
0.321 |
9.7% |
0.135 |
4.1% |
2% |
False |
True |
78,411 |
10 |
3.758 |
3.290 |
0.468 |
14.2% |
0.143 |
4.3% |
1% |
False |
True |
84,746 |
20 |
3.758 |
3.067 |
0.691 |
21.0% |
0.137 |
4.2% |
33% |
False |
False |
65,005 |
40 |
3.758 |
2.766 |
0.992 |
30.1% |
0.129 |
3.9% |
54% |
False |
False |
47,718 |
60 |
3.758 |
2.766 |
0.992 |
30.1% |
0.112 |
3.4% |
54% |
False |
False |
38,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.099 |
2.618 |
3.847 |
1.618 |
3.693 |
1.000 |
3.598 |
0.618 |
3.539 |
HIGH |
3.444 |
0.618 |
3.385 |
0.500 |
3.367 |
0.382 |
3.349 |
LOW |
3.290 |
0.618 |
3.195 |
1.000 |
3.136 |
1.618 |
3.041 |
2.618 |
2.887 |
4.250 |
2.636 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.367 |
3.386 |
PP |
3.344 |
3.356 |
S1 |
3.320 |
3.327 |
|