NYMEX Natural Gas Future March 2017
Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.387 |
3.428 |
0.041 |
1.2% |
3.550 |
High |
3.471 |
3.428 |
-0.043 |
-1.2% |
3.588 |
Low |
3.360 |
3.281 |
-0.079 |
-2.4% |
3.365 |
Close |
3.423 |
3.284 |
-0.139 |
-4.1% |
3.436 |
Range |
0.111 |
0.147 |
0.036 |
32.4% |
0.223 |
ATR |
0.129 |
0.131 |
0.001 |
1.0% |
0.000 |
Volume |
44,106 |
54,632 |
10,526 |
23.9% |
355,906 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.772 |
3.675 |
3.365 |
|
R3 |
3.625 |
3.528 |
3.324 |
|
R2 |
3.478 |
3.478 |
3.311 |
|
R1 |
3.381 |
3.381 |
3.297 |
3.356 |
PP |
3.331 |
3.331 |
3.331 |
3.319 |
S1 |
3.234 |
3.234 |
3.271 |
3.209 |
S2 |
3.184 |
3.184 |
3.257 |
|
S3 |
3.037 |
3.087 |
3.244 |
|
S4 |
2.890 |
2.940 |
3.203 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.132 |
4.007 |
3.559 |
|
R3 |
3.909 |
3.784 |
3.497 |
|
R2 |
3.686 |
3.686 |
3.477 |
|
R1 |
3.561 |
3.561 |
3.456 |
3.512 |
PP |
3.463 |
3.463 |
3.463 |
3.439 |
S1 |
3.338 |
3.338 |
3.416 |
3.289 |
S2 |
3.240 |
3.240 |
3.395 |
|
S3 |
3.017 |
3.115 |
3.375 |
|
S4 |
2.794 |
2.892 |
3.313 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.588 |
3.281 |
0.307 |
9.3% |
0.128 |
3.9% |
1% |
False |
True |
55,942 |
10 |
3.703 |
3.281 |
0.422 |
12.9% |
0.132 |
4.0% |
1% |
False |
True |
76,235 |
20 |
3.703 |
3.065 |
0.638 |
19.4% |
0.126 |
3.8% |
34% |
False |
False |
66,804 |
40 |
3.703 |
2.764 |
0.939 |
28.6% |
0.120 |
3.7% |
55% |
False |
False |
55,185 |
60 |
3.703 |
2.764 |
0.939 |
28.6% |
0.105 |
3.2% |
55% |
False |
False |
46,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.053 |
2.618 |
3.813 |
1.618 |
3.666 |
1.000 |
3.575 |
0.618 |
3.519 |
HIGH |
3.428 |
0.618 |
3.372 |
0.500 |
3.355 |
0.382 |
3.337 |
LOW |
3.281 |
0.618 |
3.190 |
1.000 |
3.134 |
1.618 |
3.043 |
2.618 |
2.896 |
4.250 |
2.656 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.355 |
3.376 |
PP |
3.331 |
3.345 |
S1 |
3.308 |
3.315 |
|