NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.395 |
3.520 |
0.125 |
3.7% |
3.320 |
| High |
3.484 |
3.541 |
0.057 |
1.6% |
3.484 |
| Low |
3.381 |
3.488 |
0.107 |
3.2% |
3.205 |
| Close |
3.457 |
3.520 |
0.063 |
1.8% |
3.457 |
| Range |
0.103 |
0.053 |
-0.050 |
-48.5% |
0.279 |
| ATR |
0.102 |
0.101 |
-0.001 |
-1.2% |
0.000 |
| Volume |
14,816 |
10,880 |
-3,936 |
-26.6% |
103,377 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.675 |
3.651 |
3.549 |
|
| R3 |
3.622 |
3.598 |
3.535 |
|
| R2 |
3.569 |
3.569 |
3.530 |
|
| R1 |
3.545 |
3.545 |
3.525 |
3.547 |
| PP |
3.516 |
3.516 |
3.516 |
3.517 |
| S1 |
3.492 |
3.492 |
3.515 |
3.494 |
| S2 |
3.463 |
3.463 |
3.510 |
|
| S3 |
3.410 |
3.439 |
3.505 |
|
| S4 |
3.357 |
3.386 |
3.491 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.219 |
4.117 |
3.610 |
|
| R3 |
3.940 |
3.838 |
3.534 |
|
| R2 |
3.661 |
3.661 |
3.508 |
|
| R1 |
3.559 |
3.559 |
3.483 |
3.610 |
| PP |
3.382 |
3.382 |
3.382 |
3.408 |
| S1 |
3.280 |
3.280 |
3.431 |
3.331 |
| S2 |
3.103 |
3.103 |
3.406 |
|
| S3 |
2.824 |
3.001 |
3.380 |
|
| S4 |
2.545 |
2.722 |
3.304 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.766 |
|
2.618 |
3.680 |
|
1.618 |
3.627 |
|
1.000 |
3.594 |
|
0.618 |
3.574 |
|
HIGH |
3.541 |
|
0.618 |
3.521 |
|
0.500 |
3.515 |
|
0.382 |
3.508 |
|
LOW |
3.488 |
|
0.618 |
3.455 |
|
1.000 |
3.435 |
|
1.618 |
3.402 |
|
2.618 |
3.349 |
|
4.250 |
3.263 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.518 |
3.497 |
| PP |
3.516 |
3.473 |
| S1 |
3.515 |
3.450 |
|