NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.440 |
3.327 |
-0.113 |
-3.3% |
3.589 |
| High |
3.444 |
3.609 |
0.165 |
4.8% |
3.611 |
| Low |
3.290 |
3.327 |
0.037 |
1.1% |
3.378 |
| Close |
3.297 |
3.567 |
0.270 |
8.2% |
3.449 |
| Range |
0.154 |
0.282 |
0.128 |
83.1% |
0.233 |
| ATR |
0.140 |
0.153 |
0.012 |
8.7% |
0.000 |
| Volume |
89,210 |
126,246 |
37,036 |
41.5% |
434,763 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.347 |
4.239 |
3.722 |
|
| R3 |
4.065 |
3.957 |
3.645 |
|
| R2 |
3.783 |
3.783 |
3.619 |
|
| R1 |
3.675 |
3.675 |
3.593 |
3.729 |
| PP |
3.501 |
3.501 |
3.501 |
3.528 |
| S1 |
3.393 |
3.393 |
3.541 |
3.447 |
| S2 |
3.219 |
3.219 |
3.515 |
|
| S3 |
2.937 |
3.111 |
3.489 |
|
| S4 |
2.655 |
2.829 |
3.412 |
|
|
| 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 |
9.0% |
0.164 |
4.6% |
86% |
False |
False |
87,091 |
| 10 |
3.758 |
3.290 |
0.468 |
13.1% |
0.152 |
4.3% |
59% |
False |
False |
89,259 |
| 20 |
3.758 |
3.067 |
0.691 |
19.4% |
0.147 |
4.1% |
72% |
False |
False |
70,081 |
| 40 |
3.758 |
2.766 |
0.992 |
27.8% |
0.131 |
3.7% |
81% |
False |
False |
50,036 |
| 60 |
3.758 |
2.766 |
0.992 |
27.8% |
0.116 |
3.2% |
81% |
False |
False |
39,981 |
| 80 |
3.758 |
2.766 |
0.992 |
27.8% |
0.104 |
2.9% |
81% |
False |
False |
32,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.808 |
|
2.618 |
4.347 |
|
1.618 |
4.065 |
|
1.000 |
3.891 |
|
0.618 |
3.783 |
|
HIGH |
3.609 |
|
0.618 |
3.501 |
|
0.500 |
3.468 |
|
0.382 |
3.435 |
|
LOW |
3.327 |
|
0.618 |
3.153 |
|
1.000 |
3.045 |
|
1.618 |
2.871 |
|
2.618 |
2.589 |
|
4.250 |
2.129 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.534 |
3.528 |
| PP |
3.501 |
3.489 |
| S1 |
3.468 |
3.450 |
|