NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.710 |
3.583 |
-0.127 |
-3.4% |
3.471 |
| High |
3.777 |
3.601 |
-0.176 |
-4.7% |
3.777 |
| Low |
3.661 |
3.472 |
-0.189 |
-5.2% |
3.450 |
| Close |
3.746 |
3.507 |
-0.239 |
-6.4% |
3.746 |
| Range |
0.116 |
0.129 |
0.013 |
11.2% |
0.327 |
| ATR |
0.144 |
0.154 |
0.009 |
6.4% |
0.000 |
| Volume |
206,662 |
245,756 |
39,094 |
18.9% |
1,110,155 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.914 |
3.839 |
3.578 |
|
| R3 |
3.785 |
3.710 |
3.542 |
|
| R2 |
3.656 |
3.656 |
3.531 |
|
| R1 |
3.581 |
3.581 |
3.519 |
3.554 |
| PP |
3.527 |
3.527 |
3.527 |
3.513 |
| S1 |
3.452 |
3.452 |
3.495 |
3.425 |
| S2 |
3.398 |
3.398 |
3.483 |
|
| S3 |
3.269 |
3.323 |
3.472 |
|
| S4 |
3.140 |
3.194 |
3.436 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.639 |
4.519 |
3.926 |
|
| R3 |
4.312 |
4.192 |
3.836 |
|
| R2 |
3.985 |
3.985 |
3.806 |
|
| R1 |
3.865 |
3.865 |
3.776 |
3.925 |
| PP |
3.658 |
3.658 |
3.658 |
3.688 |
| S1 |
3.538 |
3.538 |
3.716 |
3.598 |
| S2 |
3.331 |
3.331 |
3.686 |
|
| S3 |
3.004 |
3.211 |
3.656 |
|
| S4 |
2.677 |
2.884 |
3.566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.777 |
3.472 |
0.305 |
8.7% |
0.164 |
4.7% |
11% |
False |
True |
232,744 |
| 10 |
3.777 |
3.277 |
0.500 |
14.3% |
0.162 |
4.6% |
46% |
False |
False |
206,718 |
| 20 |
3.777 |
2.844 |
0.933 |
26.6% |
0.133 |
3.8% |
71% |
False |
False |
155,565 |
| 40 |
3.777 |
2.722 |
1.055 |
30.1% |
0.127 |
3.6% |
74% |
False |
False |
120,053 |
| 60 |
3.777 |
2.722 |
1.055 |
30.1% |
0.112 |
3.2% |
74% |
False |
False |
97,016 |
| 80 |
3.777 |
2.722 |
1.055 |
30.1% |
0.103 |
2.9% |
74% |
False |
False |
81,561 |
| 100 |
3.777 |
2.722 |
1.055 |
30.1% |
0.097 |
2.8% |
74% |
False |
False |
70,634 |
| 120 |
3.777 |
2.722 |
1.055 |
30.1% |
0.094 |
2.7% |
74% |
False |
False |
62,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.149 |
|
2.618 |
3.939 |
|
1.618 |
3.810 |
|
1.000 |
3.730 |
|
0.618 |
3.681 |
|
HIGH |
3.601 |
|
0.618 |
3.552 |
|
0.500 |
3.537 |
|
0.382 |
3.521 |
|
LOW |
3.472 |
|
0.618 |
3.392 |
|
1.000 |
3.343 |
|
1.618 |
3.263 |
|
2.618 |
3.134 |
|
4.250 |
2.924 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.537 |
3.625 |
| PP |
3.527 |
3.585 |
| S1 |
3.517 |
3.546 |
|