NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.362 |
3.350 |
-0.012 |
-0.4% |
3.180 |
| High |
3.494 |
3.418 |
-0.076 |
-2.2% |
3.494 |
| Low |
3.350 |
3.245 |
-0.105 |
-3.1% |
3.145 |
| Close |
3.382 |
3.391 |
0.009 |
0.3% |
3.391 |
| Range |
0.144 |
0.173 |
0.029 |
20.1% |
0.349 |
| ATR |
0.159 |
0.160 |
0.001 |
0.7% |
0.000 |
| Volume |
75,883 |
13,216 |
-62,667 |
-82.6% |
347,832 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.870 |
3.804 |
3.486 |
|
| R3 |
3.697 |
3.631 |
3.439 |
|
| R2 |
3.524 |
3.524 |
3.423 |
|
| R1 |
3.458 |
3.458 |
3.407 |
3.491 |
| PP |
3.351 |
3.351 |
3.351 |
3.368 |
| S1 |
3.285 |
3.285 |
3.375 |
3.318 |
| S2 |
3.178 |
3.178 |
3.359 |
|
| S3 |
3.005 |
3.112 |
3.343 |
|
| S4 |
2.832 |
2.939 |
3.296 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.390 |
4.240 |
3.583 |
|
| R3 |
4.041 |
3.891 |
3.487 |
|
| R2 |
3.692 |
3.692 |
3.455 |
|
| R1 |
3.542 |
3.542 |
3.423 |
3.617 |
| PP |
3.343 |
3.343 |
3.343 |
3.381 |
| S1 |
3.193 |
3.193 |
3.359 |
3.268 |
| S2 |
2.994 |
2.994 |
3.327 |
|
| S3 |
2.645 |
2.844 |
3.295 |
|
| S4 |
2.296 |
2.495 |
3.199 |
|
|
| 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% |
0.130 |
3.8% |
70% |
False |
False |
69,566 |
| 10 |
3.513 |
3.145 |
0.368 |
10.9% |
0.137 |
4.0% |
67% |
False |
False |
105,394 |
| 20 |
3.884 |
3.098 |
0.786 |
23.2% |
0.155 |
4.6% |
37% |
False |
False |
137,361 |
| 40 |
3.902 |
3.098 |
0.804 |
23.7% |
0.156 |
4.6% |
36% |
False |
False |
111,846 |
| 60 |
3.902 |
2.766 |
1.136 |
33.5% |
0.141 |
4.1% |
55% |
False |
False |
84,789 |
| 80 |
3.902 |
2.766 |
1.136 |
33.5% |
0.130 |
3.8% |
55% |
False |
False |
69,435 |
| 100 |
3.902 |
2.766 |
1.136 |
33.5% |
0.117 |
3.5% |
55% |
False |
False |
57,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.153 |
|
2.618 |
3.871 |
|
1.618 |
3.698 |
|
1.000 |
3.591 |
|
0.618 |
3.525 |
|
HIGH |
3.418 |
|
0.618 |
3.352 |
|
0.500 |
3.332 |
|
0.382 |
3.311 |
|
LOW |
3.245 |
|
0.618 |
3.138 |
|
1.000 |
3.072 |
|
1.618 |
2.965 |
|
2.618 |
2.792 |
|
4.250 |
2.510 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.371 |
3.384 |
| PP |
3.351 |
3.377 |
| S1 |
3.332 |
3.370 |
|