NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.740 |
3.872 |
0.132 |
3.5% |
3.392 |
| High |
3.902 |
3.884 |
-0.018 |
-0.5% |
3.728 |
| Low |
3.670 |
3.754 |
0.084 |
2.3% |
3.290 |
| Close |
3.898 |
3.802 |
-0.096 |
-2.5% |
3.678 |
| Range |
0.232 |
0.130 |
-0.102 |
-44.0% |
0.438 |
| ATR |
0.155 |
0.154 |
-0.001 |
-0.5% |
0.000 |
| Volume |
149,568 |
132,571 |
-16,997 |
-11.4% |
467,534 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.203 |
4.133 |
3.874 |
|
| R3 |
4.073 |
4.003 |
3.838 |
|
| R2 |
3.943 |
3.943 |
3.826 |
|
| R1 |
3.873 |
3.873 |
3.814 |
3.843 |
| PP |
3.813 |
3.813 |
3.813 |
3.799 |
| S1 |
3.743 |
3.743 |
3.790 |
3.713 |
| S2 |
3.683 |
3.683 |
3.778 |
|
| S3 |
3.553 |
3.613 |
3.766 |
|
| S4 |
3.423 |
3.483 |
3.731 |
|
|
| 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 |
3.902 |
3.518 |
0.384 |
10.1% |
0.150 |
4.0% |
74% |
False |
False |
118,257 |
| 10 |
3.902 |
3.290 |
0.612 |
16.1% |
0.157 |
4.1% |
84% |
False |
False |
102,674 |
| 20 |
3.902 |
3.290 |
0.612 |
16.1% |
0.160 |
4.2% |
84% |
False |
False |
90,010 |
| 40 |
3.902 |
2.766 |
1.136 |
29.9% |
0.133 |
3.5% |
91% |
False |
False |
61,025 |
| 60 |
3.902 |
2.766 |
1.136 |
29.9% |
0.123 |
3.2% |
91% |
False |
False |
48,737 |
| 80 |
3.902 |
2.766 |
1.136 |
29.9% |
0.109 |
2.9% |
91% |
False |
False |
39,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.437 |
|
2.618 |
4.224 |
|
1.618 |
4.094 |
|
1.000 |
4.014 |
|
0.618 |
3.964 |
|
HIGH |
3.884 |
|
0.618 |
3.834 |
|
0.500 |
3.819 |
|
0.382 |
3.804 |
|
LOW |
3.754 |
|
0.618 |
3.674 |
|
1.000 |
3.624 |
|
1.618 |
3.544 |
|
2.618 |
3.414 |
|
4.250 |
3.202 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.819 |
3.797 |
| PP |
3.813 |
3.791 |
| S1 |
3.808 |
3.786 |
|