NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.633 |
3.569 |
-0.064 |
-1.8% |
3.255 |
| High |
3.748 |
3.730 |
-0.018 |
-0.5% |
3.568 |
| Low |
3.556 |
3.503 |
-0.053 |
-1.5% |
3.251 |
| Close |
3.603 |
3.695 |
0.092 |
2.6% |
3.436 |
| Range |
0.192 |
0.227 |
0.035 |
18.2% |
0.317 |
| ATR |
0.140 |
0.147 |
0.006 |
4.4% |
0.000 |
| Volume |
252,203 |
233,852 |
-18,351 |
-7.3% |
884,747 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.324 |
4.236 |
3.820 |
|
| R3 |
4.097 |
4.009 |
3.757 |
|
| R2 |
3.870 |
3.870 |
3.737 |
|
| R1 |
3.782 |
3.782 |
3.716 |
3.826 |
| PP |
3.643 |
3.643 |
3.643 |
3.665 |
| S1 |
3.555 |
3.555 |
3.674 |
3.599 |
| S2 |
3.416 |
3.416 |
3.653 |
|
| S3 |
3.189 |
3.328 |
3.633 |
|
| S4 |
2.962 |
3.101 |
3.570 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.369 |
4.220 |
3.610 |
|
| R3 |
4.052 |
3.903 |
3.523 |
|
| R2 |
3.735 |
3.735 |
3.494 |
|
| R1 |
3.586 |
3.586 |
3.465 |
3.661 |
| PP |
3.418 |
3.418 |
3.418 |
3.456 |
| S1 |
3.269 |
3.269 |
3.407 |
3.344 |
| S2 |
3.101 |
3.101 |
3.378 |
|
| S3 |
2.784 |
2.952 |
3.349 |
|
| S4 |
2.467 |
2.635 |
3.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.748 |
3.378 |
0.370 |
10.0% |
0.195 |
5.3% |
86% |
False |
False |
214,411 |
| 10 |
3.748 |
3.115 |
0.633 |
17.1% |
0.158 |
4.3% |
92% |
False |
False |
186,470 |
| 20 |
3.748 |
2.749 |
0.999 |
27.0% |
0.135 |
3.7% |
95% |
False |
False |
144,426 |
| 40 |
3.748 |
2.722 |
1.026 |
27.8% |
0.127 |
3.4% |
95% |
False |
False |
112,128 |
| 60 |
3.748 |
2.722 |
1.026 |
27.8% |
0.111 |
3.0% |
95% |
False |
False |
90,420 |
| 80 |
3.748 |
2.722 |
1.026 |
27.8% |
0.102 |
2.8% |
95% |
False |
False |
76,587 |
| 100 |
3.748 |
2.722 |
1.026 |
27.8% |
0.096 |
2.6% |
95% |
False |
False |
66,527 |
| 120 |
3.748 |
2.722 |
1.026 |
27.8% |
0.093 |
2.5% |
95% |
False |
False |
58,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.695 |
|
2.618 |
4.324 |
|
1.618 |
4.097 |
|
1.000 |
3.957 |
|
0.618 |
3.870 |
|
HIGH |
3.730 |
|
0.618 |
3.643 |
|
0.500 |
3.617 |
|
0.382 |
3.590 |
|
LOW |
3.503 |
|
0.618 |
3.363 |
|
1.000 |
3.276 |
|
1.618 |
3.136 |
|
2.618 |
2.909 |
|
4.250 |
2.538 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.669 |
3.672 |
| PP |
3.643 |
3.649 |
| S1 |
3.617 |
3.626 |
|