NYMEX Natural Gas Future March 2017
Trading Metrics calculated at close of trading on 21-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.428 |
3.327 |
-0.101 |
-2.9% |
3.550 |
High |
3.428 |
3.566 |
0.138 |
4.0% |
3.588 |
Low |
3.281 |
3.321 |
0.040 |
1.2% |
3.365 |
Close |
3.284 |
3.527 |
0.243 |
7.4% |
3.436 |
Range |
0.147 |
0.245 |
0.098 |
66.7% |
0.223 |
ATR |
0.131 |
0.141 |
0.011 |
8.3% |
0.000 |
Volume |
54,632 |
67,120 |
12,488 |
22.9% |
355,906 |
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.206 |
4.112 |
3.662 |
|
R3 |
3.961 |
3.867 |
3.594 |
|
R2 |
3.716 |
3.716 |
3.572 |
|
R1 |
3.622 |
3.622 |
3.549 |
3.669 |
PP |
3.471 |
3.471 |
3.471 |
3.495 |
S1 |
3.377 |
3.377 |
3.505 |
3.424 |
S2 |
3.226 |
3.226 |
3.482 |
|
S3 |
2.981 |
3.132 |
3.460 |
|
S4 |
2.736 |
2.887 |
3.392 |
|
|
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 |
8.7% |
0.153 |
4.3% |
80% |
False |
False |
58,415 |
10 |
3.703 |
3.281 |
0.422 |
12.0% |
0.139 |
4.0% |
58% |
False |
False |
71,843 |
20 |
3.703 |
3.065 |
0.638 |
18.1% |
0.134 |
3.8% |
72% |
False |
False |
68,230 |
40 |
3.703 |
2.764 |
0.939 |
26.6% |
0.122 |
3.4% |
81% |
False |
False |
55,508 |
60 |
3.703 |
2.764 |
0.939 |
26.6% |
0.108 |
3.1% |
81% |
False |
False |
47,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.607 |
2.618 |
4.207 |
1.618 |
3.962 |
1.000 |
3.811 |
0.618 |
3.717 |
HIGH |
3.566 |
0.618 |
3.472 |
0.500 |
3.444 |
0.382 |
3.415 |
LOW |
3.321 |
0.618 |
3.170 |
1.000 |
3.076 |
1.618 |
2.925 |
2.618 |
2.680 |
4.250 |
2.280 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.499 |
3.493 |
PP |
3.471 |
3.458 |
S1 |
3.444 |
3.424 |
|