NYMEX Natural Gas Future March 2017
Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.549 |
3.525 |
-0.024 |
-0.7% |
3.387 |
High |
3.600 |
3.678 |
0.078 |
2.2% |
3.678 |
Low |
3.490 |
3.522 |
0.032 |
0.9% |
3.281 |
Close |
3.533 |
3.632 |
0.099 |
2.8% |
3.632 |
Range |
0.110 |
0.156 |
0.046 |
41.8% |
0.397 |
ATR |
0.139 |
0.140 |
0.001 |
0.9% |
0.000 |
Volume |
42,565 |
36,240 |
-6,325 |
-14.9% |
244,663 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.079 |
4.011 |
3.718 |
|
R3 |
3.923 |
3.855 |
3.675 |
|
R2 |
3.767 |
3.767 |
3.661 |
|
R1 |
3.699 |
3.699 |
3.646 |
3.733 |
PP |
3.611 |
3.611 |
3.611 |
3.628 |
S1 |
3.543 |
3.543 |
3.618 |
3.577 |
S2 |
3.455 |
3.455 |
3.603 |
|
S3 |
3.299 |
3.387 |
3.589 |
|
S4 |
3.143 |
3.231 |
3.546 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.721 |
4.574 |
3.850 |
|
R3 |
4.324 |
4.177 |
3.741 |
|
R2 |
3.927 |
3.927 |
3.705 |
|
R1 |
3.780 |
3.780 |
3.668 |
3.854 |
PP |
3.530 |
3.530 |
3.530 |
3.567 |
S1 |
3.383 |
3.383 |
3.596 |
3.457 |
S2 |
3.133 |
3.133 |
3.559 |
|
S3 |
2.736 |
2.986 |
3.523 |
|
S4 |
2.339 |
2.589 |
3.414 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.678 |
3.281 |
0.397 |
10.9% |
0.154 |
4.2% |
88% |
True |
False |
48,932 |
10 |
3.678 |
3.281 |
0.397 |
10.9% |
0.138 |
3.8% |
88% |
True |
False |
60,056 |
20 |
3.703 |
3.269 |
0.434 |
11.9% |
0.137 |
3.8% |
84% |
False |
False |
69,865 |
40 |
3.703 |
2.764 |
0.939 |
25.9% |
0.122 |
3.3% |
92% |
False |
False |
54,912 |
60 |
3.703 |
2.764 |
0.939 |
25.9% |
0.111 |
3.1% |
92% |
False |
False |
47,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.341 |
2.618 |
4.086 |
1.618 |
3.930 |
1.000 |
3.834 |
0.618 |
3.774 |
HIGH |
3.678 |
0.618 |
3.618 |
0.500 |
3.600 |
0.382 |
3.582 |
LOW |
3.522 |
0.618 |
3.426 |
1.000 |
3.366 |
1.618 |
3.270 |
2.618 |
3.114 |
4.250 |
2.859 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.621 |
3.588 |
PP |
3.611 |
3.544 |
S1 |
3.600 |
3.500 |
|