NYMEX Natural Gas Future February 2017
Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.565 |
3.756 |
0.191 |
5.4% |
3.392 |
High |
3.728 |
3.783 |
0.055 |
1.5% |
3.728 |
Low |
3.555 |
3.694 |
0.139 |
3.9% |
3.290 |
Close |
3.678 |
3.766 |
0.088 |
2.4% |
3.678 |
Range |
0.173 |
0.089 |
-0.084 |
-48.6% |
0.438 |
ATR |
0.152 |
0.149 |
-0.003 |
-2.2% |
0.000 |
Volume |
89,016 |
113,961 |
24,945 |
28.0% |
467,534 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.015 |
3.979 |
3.815 |
|
R3 |
3.926 |
3.890 |
3.790 |
|
R2 |
3.837 |
3.837 |
3.782 |
|
R1 |
3.801 |
3.801 |
3.774 |
3.819 |
PP |
3.748 |
3.748 |
3.748 |
3.757 |
S1 |
3.712 |
3.712 |
3.758 |
3.730 |
S2 |
3.659 |
3.659 |
3.750 |
|
S3 |
3.570 |
3.623 |
3.742 |
|
S4 |
3.481 |
3.534 |
3.717 |
|
|
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 |
3.783 |
3.290 |
0.493 |
13.1% |
0.165 |
4.4% |
97% |
True |
False |
104,921 |
10 |
3.783 |
3.290 |
0.493 |
13.1% |
0.147 |
3.9% |
97% |
True |
False |
91,273 |
20 |
3.783 |
3.290 |
0.493 |
13.1% |
0.150 |
4.0% |
97% |
True |
False |
81,313 |
40 |
3.783 |
2.766 |
1.017 |
27.0% |
0.132 |
3.5% |
98% |
True |
False |
55,509 |
60 |
3.783 |
2.766 |
1.017 |
27.0% |
0.119 |
3.2% |
98% |
True |
False |
44,501 |
80 |
3.783 |
2.766 |
1.017 |
27.0% |
0.105 |
2.8% |
98% |
True |
False |
36,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.161 |
2.618 |
4.016 |
1.618 |
3.927 |
1.000 |
3.872 |
0.618 |
3.838 |
HIGH |
3.783 |
0.618 |
3.749 |
0.500 |
3.739 |
0.382 |
3.728 |
LOW |
3.694 |
0.618 |
3.639 |
1.000 |
3.605 |
1.618 |
3.550 |
2.618 |
3.461 |
4.250 |
3.316 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.757 |
3.728 |
PP |
3.748 |
3.689 |
S1 |
3.739 |
3.651 |
|