NYMEX Natural Gas Future February 2017
Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.872 |
3.800 |
-0.072 |
-1.9% |
3.756 |
High |
3.884 |
3.857 |
-0.027 |
-0.7% |
3.902 |
Low |
3.754 |
3.690 |
-0.064 |
-1.7% |
3.670 |
Close |
3.802 |
3.724 |
-0.078 |
-2.1% |
3.724 |
Range |
0.130 |
0.167 |
0.037 |
28.5% |
0.232 |
ATR |
0.154 |
0.155 |
0.001 |
0.6% |
0.000 |
Volume |
132,571 |
96,920 |
-35,651 |
-26.9% |
493,020 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.258 |
4.158 |
3.816 |
|
R3 |
4.091 |
3.991 |
3.770 |
|
R2 |
3.924 |
3.924 |
3.755 |
|
R1 |
3.824 |
3.824 |
3.739 |
3.791 |
PP |
3.757 |
3.757 |
3.757 |
3.740 |
S1 |
3.657 |
3.657 |
3.709 |
3.624 |
S2 |
3.590 |
3.590 |
3.693 |
|
S3 |
3.423 |
3.490 |
3.678 |
|
S4 |
3.256 |
3.323 |
3.632 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.461 |
4.325 |
3.852 |
|
R3 |
4.229 |
4.093 |
3.788 |
|
R2 |
3.997 |
3.997 |
3.767 |
|
R1 |
3.861 |
3.861 |
3.745 |
3.813 |
PP |
3.765 |
3.765 |
3.765 |
3.742 |
S1 |
3.629 |
3.629 |
3.703 |
3.581 |
S2 |
3.533 |
3.533 |
3.681 |
|
S3 |
3.301 |
3.397 |
3.660 |
|
S4 |
3.069 |
3.165 |
3.596 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.902 |
3.555 |
0.347 |
9.3% |
0.158 |
4.2% |
49% |
False |
False |
116,407 |
10 |
3.902 |
3.290 |
0.612 |
16.4% |
0.156 |
4.2% |
71% |
False |
False |
102,386 |
20 |
3.902 |
3.290 |
0.612 |
16.4% |
0.157 |
4.2% |
71% |
False |
False |
91,304 |
40 |
3.902 |
2.766 |
1.136 |
30.5% |
0.134 |
3.6% |
84% |
False |
False |
62,269 |
60 |
3.902 |
2.766 |
1.136 |
30.5% |
0.124 |
3.3% |
84% |
False |
False |
50,067 |
80 |
3.902 |
2.766 |
1.136 |
30.5% |
0.110 |
3.0% |
84% |
False |
False |
40,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.567 |
2.618 |
4.294 |
1.618 |
4.127 |
1.000 |
4.024 |
0.618 |
3.960 |
HIGH |
3.857 |
0.618 |
3.793 |
0.500 |
3.774 |
0.382 |
3.754 |
LOW |
3.690 |
0.618 |
3.587 |
1.000 |
3.523 |
1.618 |
3.420 |
2.618 |
3.253 |
4.250 |
2.980 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.774 |
3.786 |
PP |
3.757 |
3.765 |
S1 |
3.741 |
3.745 |
|