NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.304 |
3.253 |
-0.051 |
-1.5% |
3.568 |
| High |
3.358 |
3.275 |
-0.083 |
-2.5% |
3.568 |
| Low |
3.214 |
3.098 |
-0.116 |
-3.6% |
3.172 |
| Close |
3.285 |
3.103 |
-0.182 |
-5.5% |
3.285 |
| Range |
0.144 |
0.177 |
0.033 |
22.9% |
0.396 |
| ATR |
0.171 |
0.172 |
0.001 |
0.7% |
0.000 |
| Volume |
140,075 |
163,393 |
23,318 |
16.6% |
774,169 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.690 |
3.573 |
3.200 |
|
| R3 |
3.513 |
3.396 |
3.152 |
|
| R2 |
3.336 |
3.336 |
3.135 |
|
| R1 |
3.219 |
3.219 |
3.119 |
3.189 |
| PP |
3.159 |
3.159 |
3.159 |
3.144 |
| S1 |
3.042 |
3.042 |
3.087 |
3.012 |
| S2 |
2.982 |
2.982 |
3.071 |
|
| S3 |
2.805 |
2.865 |
3.054 |
|
| S4 |
2.628 |
2.688 |
3.006 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.530 |
4.303 |
3.503 |
|
| R3 |
4.134 |
3.907 |
3.394 |
|
| R2 |
3.738 |
3.738 |
3.358 |
|
| R1 |
3.511 |
3.511 |
3.321 |
3.427 |
| PP |
3.342 |
3.342 |
3.342 |
3.299 |
| S1 |
3.115 |
3.115 |
3.249 |
3.031 |
| S2 |
2.946 |
2.946 |
3.212 |
|
| S3 |
2.550 |
2.719 |
3.176 |
|
| S4 |
2.154 |
2.323 |
3.067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.568 |
3.098 |
0.470 |
15.1% |
0.184 |
5.9% |
1% |
False |
True |
187,512 |
| 10 |
3.902 |
3.098 |
0.804 |
25.9% |
0.171 |
5.5% |
1% |
False |
True |
151,959 |
| 20 |
3.902 |
3.098 |
0.804 |
25.9% |
0.157 |
5.1% |
1% |
False |
True |
121,348 |
| 40 |
3.902 |
2.793 |
1.109 |
35.7% |
0.141 |
4.6% |
28% |
False |
False |
81,711 |
| 60 |
3.902 |
2.766 |
1.136 |
36.6% |
0.132 |
4.3% |
30% |
False |
False |
63,415 |
| 80 |
3.902 |
2.766 |
1.136 |
36.6% |
0.117 |
3.8% |
30% |
False |
False |
51,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.027 |
|
2.618 |
3.738 |
|
1.618 |
3.561 |
|
1.000 |
3.452 |
|
0.618 |
3.384 |
|
HIGH |
3.275 |
|
0.618 |
3.207 |
|
0.500 |
3.187 |
|
0.382 |
3.166 |
|
LOW |
3.098 |
|
0.618 |
2.989 |
|
1.000 |
2.921 |
|
1.618 |
2.812 |
|
2.618 |
2.635 |
|
4.250 |
2.346 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.187 |
3.228 |
| PP |
3.159 |
3.186 |
| S1 |
3.131 |
3.145 |
|