NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.292 |
3.362 |
0.070 |
2.1% |
3.473 |
| High |
3.365 |
3.494 |
0.129 |
3.8% |
3.513 |
| Low |
3.255 |
3.350 |
0.095 |
2.9% |
3.189 |
| Close |
3.332 |
3.382 |
0.050 |
1.5% |
3.204 |
| Range |
0.110 |
0.144 |
0.034 |
30.9% |
0.324 |
| ATR |
0.158 |
0.159 |
0.000 |
0.2% |
0.000 |
| Volume |
51,139 |
75,883 |
24,744 |
48.4% |
550,909 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.841 |
3.755 |
3.461 |
|
| R3 |
3.697 |
3.611 |
3.422 |
|
| R2 |
3.553 |
3.553 |
3.408 |
|
| R1 |
3.467 |
3.467 |
3.395 |
3.510 |
| PP |
3.409 |
3.409 |
3.409 |
3.430 |
| S1 |
3.323 |
3.323 |
3.369 |
3.366 |
| S2 |
3.265 |
3.265 |
3.356 |
|
| S3 |
3.121 |
3.179 |
3.342 |
|
| S4 |
2.977 |
3.035 |
3.303 |
|
|
| 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 |
3.494 |
3.145 |
0.349 |
10.3% |
0.127 |
3.8% |
68% |
True |
False |
94,706 |
| 10 |
3.513 |
3.145 |
0.368 |
10.9% |
0.136 |
4.0% |
64% |
False |
False |
124,312 |
| 20 |
3.902 |
3.098 |
0.804 |
23.8% |
0.158 |
4.7% |
35% |
False |
False |
144,179 |
| 40 |
3.902 |
3.098 |
0.804 |
23.8% |
0.154 |
4.6% |
35% |
False |
False |
112,746 |
| 60 |
3.902 |
2.766 |
1.136 |
33.6% |
0.140 |
4.2% |
54% |
False |
False |
85,066 |
| 80 |
3.902 |
2.766 |
1.136 |
33.6% |
0.129 |
3.8% |
54% |
False |
False |
69,421 |
| 100 |
3.902 |
2.766 |
1.136 |
33.6% |
0.116 |
3.4% |
54% |
False |
False |
57,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.106 |
|
2.618 |
3.871 |
|
1.618 |
3.727 |
|
1.000 |
3.638 |
|
0.618 |
3.583 |
|
HIGH |
3.494 |
|
0.618 |
3.439 |
|
0.500 |
3.422 |
|
0.382 |
3.405 |
|
LOW |
3.350 |
|
0.618 |
3.261 |
|
1.000 |
3.206 |
|
1.618 |
3.117 |
|
2.618 |
2.973 |
|
4.250 |
2.738 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.422 |
3.380 |
| PP |
3.409 |
3.377 |
| S1 |
3.395 |
3.375 |
|