NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.180 |
3.280 |
0.100 |
3.1% |
3.473 |
| High |
3.278 |
3.350 |
0.072 |
2.2% |
3.513 |
| Low |
3.145 |
3.259 |
0.114 |
3.6% |
3.189 |
| Close |
3.243 |
3.279 |
0.036 |
1.1% |
3.204 |
| Range |
0.133 |
0.091 |
-0.042 |
-31.6% |
0.324 |
| ATR |
0.166 |
0.162 |
-0.004 |
-2.5% |
0.000 |
| Volume |
108,564 |
99,030 |
-9,534 |
-8.8% |
550,909 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.569 |
3.515 |
3.329 |
|
| R3 |
3.478 |
3.424 |
3.304 |
|
| R2 |
3.387 |
3.387 |
3.296 |
|
| R1 |
3.333 |
3.333 |
3.287 |
3.315 |
| PP |
3.296 |
3.296 |
3.296 |
3.287 |
| S1 |
3.242 |
3.242 |
3.271 |
3.224 |
| S2 |
3.205 |
3.205 |
3.262 |
|
| S3 |
3.114 |
3.151 |
3.254 |
|
| S4 |
3.023 |
3.060 |
3.229 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.063 |
3.382 |
|
| R3 |
3.950 |
3.739 |
3.293 |
|
| R2 |
3.626 |
3.626 |
3.263 |
|
| R1 |
3.415 |
3.415 |
3.234 |
3.359 |
| PP |
3.302 |
3.302 |
3.302 |
3.274 |
| S1 |
3.091 |
3.091 |
3.174 |
3.035 |
| S2 |
2.978 |
2.978 |
3.145 |
|
| S3 |
2.654 |
2.767 |
3.115 |
|
| S4 |
2.330 |
2.443 |
3.026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.437 |
3.145 |
0.292 |
8.9% |
0.137 |
4.2% |
46% |
False |
False |
124,161 |
| 10 |
3.513 |
3.110 |
0.403 |
12.3% |
0.146 |
4.4% |
42% |
False |
False |
143,994 |
| 20 |
3.902 |
3.098 |
0.804 |
24.5% |
0.158 |
4.8% |
23% |
False |
False |
147,977 |
| 40 |
3.902 |
3.098 |
0.804 |
24.5% |
0.153 |
4.7% |
23% |
False |
False |
111,121 |
| 60 |
3.902 |
2.766 |
1.136 |
34.6% |
0.139 |
4.2% |
45% |
False |
False |
83,830 |
| 80 |
3.902 |
2.766 |
1.136 |
34.6% |
0.127 |
3.9% |
45% |
False |
False |
68,132 |
| 100 |
3.902 |
2.766 |
1.136 |
34.6% |
0.115 |
3.5% |
45% |
False |
False |
56,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.737 |
|
2.618 |
3.588 |
|
1.618 |
3.497 |
|
1.000 |
3.441 |
|
0.618 |
3.406 |
|
HIGH |
3.350 |
|
0.618 |
3.315 |
|
0.500 |
3.305 |
|
0.382 |
3.294 |
|
LOW |
3.259 |
|
0.618 |
3.203 |
|
1.000 |
3.168 |
|
1.618 |
3.112 |
|
2.618 |
3.021 |
|
4.250 |
2.872 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.305 |
3.269 |
| PP |
3.296 |
3.258 |
| S1 |
3.288 |
3.248 |
|