NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.583 |
3.565 |
-0.018 |
-0.5% |
3.392 |
| High |
3.645 |
3.728 |
0.083 |
2.3% |
3.728 |
| Low |
3.518 |
3.555 |
0.037 |
1.1% |
3.290 |
| Close |
3.563 |
3.678 |
0.115 |
3.2% |
3.678 |
| Range |
0.127 |
0.173 |
0.046 |
36.2% |
0.438 |
| ATR |
0.151 |
0.152 |
0.002 |
1.0% |
0.000 |
| Volume |
106,172 |
89,016 |
-17,156 |
-16.2% |
467,534 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.173 |
4.098 |
3.773 |
|
| R3 |
4.000 |
3.925 |
3.726 |
|
| R2 |
3.827 |
3.827 |
3.710 |
|
| R1 |
3.752 |
3.752 |
3.694 |
3.790 |
| PP |
3.654 |
3.654 |
3.654 |
3.672 |
| S1 |
3.579 |
3.579 |
3.662 |
3.617 |
| S2 |
3.481 |
3.481 |
3.646 |
|
| S3 |
3.308 |
3.406 |
3.630 |
|
| S4 |
3.135 |
3.233 |
3.583 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.879 |
4.717 |
3.919 |
|
| R3 |
4.441 |
4.279 |
3.798 |
|
| R2 |
4.003 |
4.003 |
3.758 |
|
| R1 |
3.841 |
3.841 |
3.718 |
3.922 |
| PP |
3.565 |
3.565 |
3.565 |
3.606 |
| S1 |
3.403 |
3.403 |
3.638 |
3.484 |
| S2 |
3.127 |
3.127 |
3.598 |
|
| S3 |
2.689 |
2.965 |
3.558 |
|
| S4 |
2.251 |
2.527 |
3.437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.728 |
3.290 |
0.438 |
11.9% |
0.170 |
4.6% |
89% |
True |
False |
93,506 |
| 10 |
3.728 |
3.290 |
0.438 |
11.9% |
0.151 |
4.1% |
89% |
True |
False |
90,229 |
| 20 |
3.758 |
3.282 |
0.476 |
12.9% |
0.150 |
4.1% |
83% |
False |
False |
77,967 |
| 40 |
3.758 |
2.766 |
0.992 |
27.0% |
0.132 |
3.6% |
92% |
False |
False |
53,378 |
| 60 |
3.758 |
2.766 |
0.992 |
27.0% |
0.119 |
3.2% |
92% |
False |
False |
42,831 |
| 80 |
3.758 |
2.766 |
0.992 |
27.0% |
0.105 |
2.9% |
92% |
False |
False |
34,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.463 |
|
2.618 |
4.181 |
|
1.618 |
4.008 |
|
1.000 |
3.901 |
|
0.618 |
3.835 |
|
HIGH |
3.728 |
|
0.618 |
3.662 |
|
0.500 |
3.642 |
|
0.382 |
3.621 |
|
LOW |
3.555 |
|
0.618 |
3.448 |
|
1.000 |
3.382 |
|
1.618 |
3.275 |
|
2.618 |
3.102 |
|
4.250 |
2.820 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.666 |
3.628 |
| PP |
3.654 |
3.578 |
| S1 |
3.642 |
3.528 |
|