NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.477 |
3.567 |
0.090 |
2.6% |
3.471 |
| High |
3.572 |
3.589 |
0.017 |
0.5% |
3.777 |
| Low |
3.444 |
3.394 |
-0.050 |
-1.5% |
3.450 |
| Close |
3.540 |
3.434 |
-0.106 |
-3.0% |
3.746 |
| Range |
0.128 |
0.195 |
0.067 |
52.3% |
0.327 |
| ATR |
0.150 |
0.153 |
0.003 |
2.1% |
0.000 |
| Volume |
140,162 |
190,798 |
50,636 |
36.1% |
1,110,155 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
3.941 |
3.541 |
|
| R3 |
3.862 |
3.746 |
3.488 |
|
| R2 |
3.667 |
3.667 |
3.470 |
|
| R1 |
3.551 |
3.551 |
3.452 |
3.512 |
| PP |
3.472 |
3.472 |
3.472 |
3.453 |
| S1 |
3.356 |
3.356 |
3.416 |
3.317 |
| S2 |
3.277 |
3.277 |
3.398 |
|
| S3 |
3.082 |
3.161 |
3.380 |
|
| S4 |
2.887 |
2.966 |
3.327 |
|
|
| 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 |
3.394 |
0.383 |
11.2% |
0.139 |
4.1% |
10% |
False |
True |
189,312 |
| 10 |
3.777 |
3.378 |
0.399 |
11.6% |
0.167 |
4.9% |
14% |
False |
False |
201,861 |
| 20 |
3.777 |
2.854 |
0.923 |
26.9% |
0.141 |
4.1% |
63% |
False |
False |
165,897 |
| 40 |
3.777 |
2.722 |
1.055 |
30.7% |
0.134 |
3.9% |
67% |
False |
False |
128,792 |
| 60 |
3.777 |
2.722 |
1.055 |
30.7% |
0.116 |
3.4% |
67% |
False |
False |
103,266 |
| 80 |
3.777 |
2.722 |
1.055 |
30.7% |
0.106 |
3.1% |
67% |
False |
False |
86,176 |
| 100 |
3.777 |
2.722 |
1.055 |
30.7% |
0.099 |
2.9% |
67% |
False |
False |
75,016 |
| 120 |
3.777 |
2.722 |
1.055 |
30.7% |
0.096 |
2.8% |
67% |
False |
False |
65,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.418 |
|
2.618 |
4.100 |
|
1.618 |
3.905 |
|
1.000 |
3.784 |
|
0.618 |
3.710 |
|
HIGH |
3.589 |
|
0.618 |
3.515 |
|
0.500 |
3.492 |
|
0.382 |
3.468 |
|
LOW |
3.394 |
|
0.618 |
3.273 |
|
1.000 |
3.199 |
|
1.618 |
3.078 |
|
2.618 |
2.883 |
|
4.250 |
2.565 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.492 |
3.492 |
| PP |
3.472 |
3.472 |
| S1 |
3.453 |
3.453 |
|