NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.274 |
3.295 |
0.021 |
0.6% |
3.568 |
| High |
3.352 |
3.450 |
0.098 |
2.9% |
3.568 |
| Low |
3.213 |
3.294 |
0.081 |
2.5% |
3.172 |
| Close |
3.224 |
3.386 |
0.162 |
5.0% |
3.285 |
| Range |
0.139 |
0.156 |
0.017 |
12.2% |
0.396 |
| ATR |
0.173 |
0.177 |
0.004 |
2.2% |
0.000 |
| Volume |
145,250 |
202,396 |
57,146 |
39.3% |
774,169 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.845 |
3.771 |
3.472 |
|
| R3 |
3.689 |
3.615 |
3.429 |
|
| R2 |
3.533 |
3.533 |
3.415 |
|
| R1 |
3.459 |
3.459 |
3.400 |
3.496 |
| PP |
3.377 |
3.377 |
3.377 |
3.395 |
| S1 |
3.303 |
3.303 |
3.372 |
3.340 |
| S2 |
3.221 |
3.221 |
3.357 |
|
| S3 |
3.065 |
3.147 |
3.343 |
|
| S4 |
2.909 |
2.991 |
3.300 |
|
|
| 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 |
3.450 |
3.098 |
0.352 |
10.4% |
0.167 |
4.9% |
82% |
True |
False |
165,941 |
| 10 |
3.884 |
3.098 |
0.786 |
23.2% |
0.173 |
5.1% |
37% |
False |
False |
169,329 |
| 20 |
3.902 |
3.098 |
0.804 |
23.7% |
0.165 |
4.9% |
36% |
False |
False |
133,515 |
| 40 |
3.902 |
2.891 |
1.011 |
29.9% |
0.146 |
4.3% |
49% |
False |
False |
92,596 |
| 60 |
3.902 |
2.766 |
1.136 |
33.5% |
0.136 |
4.0% |
55% |
False |
False |
71,106 |
| 80 |
3.902 |
2.766 |
1.136 |
33.5% |
0.121 |
3.6% |
55% |
False |
False |
57,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.113 |
|
2.618 |
3.858 |
|
1.618 |
3.702 |
|
1.000 |
3.606 |
|
0.618 |
3.546 |
|
HIGH |
3.450 |
|
0.618 |
3.390 |
|
0.500 |
3.372 |
|
0.382 |
3.354 |
|
LOW |
3.294 |
|
0.618 |
3.198 |
|
1.000 |
3.138 |
|
1.618 |
3.042 |
|
2.618 |
2.886 |
|
4.250 |
2.631 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.381 |
3.351 |
| PP |
3.377 |
3.315 |
| S1 |
3.372 |
3.280 |
|