NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.541 |
3.736 |
0.195 |
5.5% |
3.353 |
| High |
3.715 |
3.778 |
0.063 |
1.7% |
3.715 |
| Low |
3.534 |
3.686 |
0.152 |
4.3% |
3.242 |
| Close |
3.662 |
3.761 |
0.099 |
2.7% |
3.662 |
| Range |
0.181 |
0.092 |
-0.089 |
-49.2% |
0.473 |
| ATR |
0.161 |
0.157 |
-0.003 |
-2.0% |
0.000 |
| Volume |
58,296 |
59,667 |
1,371 |
2.4% |
631,533 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.018 |
3.981 |
3.812 |
|
| R3 |
3.926 |
3.889 |
3.786 |
|
| R2 |
3.834 |
3.834 |
3.778 |
|
| R1 |
3.797 |
3.797 |
3.769 |
3.816 |
| PP |
3.742 |
3.742 |
3.742 |
3.751 |
| S1 |
3.705 |
3.705 |
3.753 |
3.724 |
| S2 |
3.650 |
3.650 |
3.744 |
|
| S3 |
3.558 |
3.613 |
3.736 |
|
| S4 |
3.466 |
3.521 |
3.710 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.959 |
4.783 |
3.922 |
|
| R3 |
4.486 |
4.310 |
3.792 |
|
| R2 |
4.013 |
4.013 |
3.749 |
|
| R1 |
3.837 |
3.837 |
3.705 |
3.925 |
| PP |
3.540 |
3.540 |
3.540 |
3.584 |
| S1 |
3.364 |
3.364 |
3.619 |
3.452 |
| S2 |
3.067 |
3.067 |
3.575 |
|
| S3 |
2.594 |
2.891 |
3.532 |
|
| S4 |
2.121 |
2.418 |
3.402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.778 |
3.242 |
0.536 |
14.3% |
0.171 |
4.5% |
97% |
True |
False |
114,374 |
| 10 |
3.778 |
3.242 |
0.536 |
14.3% |
0.152 |
4.0% |
97% |
True |
False |
130,577 |
| 20 |
3.778 |
3.242 |
0.536 |
14.3% |
0.157 |
4.2% |
97% |
True |
False |
168,648 |
| 40 |
3.778 |
2.722 |
1.056 |
28.1% |
0.139 |
3.7% |
98% |
True |
False |
135,932 |
| 60 |
3.778 |
2.722 |
1.056 |
28.1% |
0.126 |
3.4% |
98% |
True |
False |
112,593 |
| 80 |
3.778 |
2.722 |
1.056 |
28.1% |
0.112 |
3.0% |
98% |
True |
False |
93,684 |
| 100 |
3.778 |
2.722 |
1.056 |
28.1% |
0.104 |
2.8% |
98% |
True |
False |
81,134 |
| 120 |
3.778 |
2.722 |
1.056 |
28.1% |
0.099 |
2.6% |
98% |
True |
False |
71,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.169 |
|
2.618 |
4.019 |
|
1.618 |
3.927 |
|
1.000 |
3.870 |
|
0.618 |
3.835 |
|
HIGH |
3.778 |
|
0.618 |
3.743 |
|
0.500 |
3.732 |
|
0.382 |
3.721 |
|
LOW |
3.686 |
|
0.618 |
3.629 |
|
1.000 |
3.594 |
|
1.618 |
3.537 |
|
2.618 |
3.445 |
|
4.250 |
3.295 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.751 |
3.720 |
| PP |
3.742 |
3.679 |
| S1 |
3.732 |
3.638 |
|