NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.353 |
3.401 |
0.048 |
1.4% |
3.583 |
| High |
3.450 |
3.408 |
-0.042 |
-1.2% |
3.601 |
| Low |
3.330 |
3.242 |
-0.088 |
-2.6% |
3.343 |
| Close |
3.392 |
3.263 |
-0.129 |
-3.8% |
3.415 |
| Range |
0.120 |
0.166 |
0.046 |
38.3% |
0.258 |
| ATR |
0.147 |
0.148 |
0.001 |
0.9% |
0.000 |
| Volume |
119,326 |
165,294 |
45,968 |
38.5% |
860,328 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.802 |
3.699 |
3.354 |
|
| R3 |
3.636 |
3.533 |
3.309 |
|
| R2 |
3.470 |
3.470 |
3.293 |
|
| R1 |
3.367 |
3.367 |
3.278 |
3.336 |
| PP |
3.304 |
3.304 |
3.304 |
3.289 |
| S1 |
3.201 |
3.201 |
3.248 |
3.170 |
| S2 |
3.138 |
3.138 |
3.233 |
|
| S3 |
2.972 |
3.035 |
3.217 |
|
| S4 |
2.806 |
2.869 |
3.172 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.227 |
4.079 |
3.557 |
|
| R3 |
3.969 |
3.821 |
3.486 |
|
| R2 |
3.711 |
3.711 |
3.462 |
|
| R1 |
3.563 |
3.563 |
3.439 |
3.508 |
| PP |
3.453 |
3.453 |
3.453 |
3.426 |
| S1 |
3.305 |
3.305 |
3.391 |
3.250 |
| S2 |
3.195 |
3.195 |
3.368 |
|
| S3 |
2.937 |
3.047 |
3.344 |
|
| S4 |
2.679 |
2.789 |
3.273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.589 |
3.242 |
0.347 |
10.6% |
0.140 |
4.3% |
6% |
False |
True |
147,201 |
| 10 |
3.777 |
3.242 |
0.535 |
16.4% |
0.149 |
4.6% |
4% |
False |
True |
183,766 |
| 20 |
3.777 |
3.036 |
0.741 |
22.7% |
0.144 |
4.4% |
31% |
False |
False |
172,670 |
| 40 |
3.777 |
2.722 |
1.055 |
32.3% |
0.137 |
4.2% |
51% |
False |
False |
135,115 |
| 60 |
3.777 |
2.722 |
1.055 |
32.3% |
0.119 |
3.6% |
51% |
False |
False |
108,476 |
| 80 |
3.777 |
2.722 |
1.055 |
32.3% |
0.107 |
3.3% |
51% |
False |
False |
90,220 |
| 100 |
3.777 |
2.722 |
1.055 |
32.3% |
0.100 |
3.1% |
51% |
False |
False |
78,204 |
| 120 |
3.777 |
2.722 |
1.055 |
32.3% |
0.097 |
3.0% |
51% |
False |
False |
68,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.114 |
|
2.618 |
3.843 |
|
1.618 |
3.677 |
|
1.000 |
3.574 |
|
0.618 |
3.511 |
|
HIGH |
3.408 |
|
0.618 |
3.345 |
|
0.500 |
3.325 |
|
0.382 |
3.305 |
|
LOW |
3.242 |
|
0.618 |
3.139 |
|
1.000 |
3.076 |
|
1.618 |
2.973 |
|
2.618 |
2.807 |
|
4.250 |
2.537 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.325 |
3.346 |
| PP |
3.304 |
3.318 |
| S1 |
3.284 |
3.291 |
|