NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.311 |
3.572 |
0.261 |
7.9% |
3.583 |
| High |
3.593 |
3.626 |
0.033 |
0.9% |
3.601 |
| Low |
3.307 |
3.497 |
0.190 |
5.7% |
3.343 |
| Close |
3.542 |
3.538 |
-0.004 |
-0.1% |
3.415 |
| Range |
0.286 |
0.129 |
-0.157 |
-54.9% |
0.258 |
| ATR |
0.161 |
0.159 |
-0.002 |
-1.4% |
0.000 |
| Volume |
169,031 |
119,586 |
-49,445 |
-29.3% |
860,328 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.941 |
3.868 |
3.609 |
|
| R3 |
3.812 |
3.739 |
3.573 |
|
| R2 |
3.683 |
3.683 |
3.562 |
|
| R1 |
3.610 |
3.610 |
3.550 |
3.582 |
| PP |
3.554 |
3.554 |
3.554 |
3.540 |
| S1 |
3.481 |
3.481 |
3.526 |
3.453 |
| S2 |
3.425 |
3.425 |
3.514 |
|
| S3 |
3.296 |
3.352 |
3.503 |
|
| S4 |
3.167 |
3.223 |
3.467 |
|
|
| 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 |
3.626 |
3.242 |
0.384 |
10.9% |
0.158 |
4.5% |
77% |
True |
False |
138,733 |
| 10 |
3.777 |
3.242 |
0.535 |
15.1% |
0.149 |
4.2% |
55% |
False |
False |
164,022 |
| 20 |
3.777 |
3.115 |
0.662 |
18.7% |
0.154 |
4.3% |
64% |
False |
False |
175,246 |
| 40 |
3.777 |
2.722 |
1.055 |
29.8% |
0.138 |
3.9% |
77% |
False |
False |
136,923 |
| 60 |
3.777 |
2.722 |
1.055 |
29.8% |
0.124 |
3.5% |
77% |
False |
False |
111,858 |
| 80 |
3.777 |
2.722 |
1.055 |
29.8% |
0.110 |
3.1% |
77% |
False |
False |
93,113 |
| 100 |
3.777 |
2.722 |
1.055 |
29.8% |
0.103 |
2.9% |
77% |
False |
False |
80,560 |
| 120 |
3.777 |
2.722 |
1.055 |
29.8% |
0.098 |
2.8% |
77% |
False |
False |
70,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.174 |
|
2.618 |
3.964 |
|
1.618 |
3.835 |
|
1.000 |
3.755 |
|
0.618 |
3.706 |
|
HIGH |
3.626 |
|
0.618 |
3.577 |
|
0.500 |
3.562 |
|
0.382 |
3.546 |
|
LOW |
3.497 |
|
0.618 |
3.417 |
|
1.000 |
3.368 |
|
1.618 |
3.288 |
|
2.618 |
3.159 |
|
4.250 |
2.949 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.562 |
3.503 |
| PP |
3.554 |
3.469 |
| S1 |
3.546 |
3.434 |
|