NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.349 |
3.355 |
0.006 |
0.2% |
3.080 |
| High |
3.384 |
3.545 |
0.161 |
4.8% |
3.250 |
| Low |
3.314 |
3.323 |
0.009 |
0.3% |
3.066 |
| Close |
3.359 |
3.509 |
0.150 |
4.5% |
3.234 |
| Range |
0.070 |
0.222 |
0.152 |
217.1% |
0.184 |
| ATR |
0.108 |
0.116 |
0.008 |
7.6% |
0.000 |
| Volume |
58,983 |
71,046 |
12,063 |
20.5% |
85,641 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.125 |
4.039 |
3.631 |
|
| R3 |
3.903 |
3.817 |
3.570 |
|
| R2 |
3.681 |
3.681 |
3.550 |
|
| R1 |
3.595 |
3.595 |
3.529 |
3.638 |
| PP |
3.459 |
3.459 |
3.459 |
3.481 |
| S1 |
3.373 |
3.373 |
3.489 |
3.416 |
| S2 |
3.237 |
3.237 |
3.468 |
|
| S3 |
3.015 |
3.151 |
3.448 |
|
| S4 |
2.793 |
2.929 |
3.387 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.735 |
3.669 |
3.335 |
|
| R3 |
3.551 |
3.485 |
3.285 |
|
| R2 |
3.367 |
3.367 |
3.268 |
|
| R1 |
3.301 |
3.301 |
3.251 |
3.334 |
| PP |
3.183 |
3.183 |
3.183 |
3.200 |
| S1 |
3.117 |
3.117 |
3.217 |
3.150 |
| S2 |
2.999 |
2.999 |
3.200 |
|
| S3 |
2.815 |
2.933 |
3.183 |
|
| S4 |
2.631 |
2.749 |
3.133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.545 |
3.147 |
0.398 |
11.3% |
0.115 |
3.3% |
91% |
True |
False |
48,253 |
| 10 |
3.545 |
2.900 |
0.645 |
18.4% |
0.107 |
3.0% |
94% |
True |
False |
35,727 |
| 20 |
3.545 |
2.766 |
0.779 |
22.2% |
0.111 |
3.2% |
95% |
True |
False |
33,234 |
| 40 |
3.676 |
2.766 |
0.910 |
25.9% |
0.107 |
3.1% |
82% |
False |
False |
29,448 |
| 60 |
3.676 |
2.766 |
0.910 |
25.9% |
0.094 |
2.7% |
82% |
False |
False |
23,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.489 |
|
2.618 |
4.126 |
|
1.618 |
3.904 |
|
1.000 |
3.767 |
|
0.618 |
3.682 |
|
HIGH |
3.545 |
|
0.618 |
3.460 |
|
0.500 |
3.434 |
|
0.382 |
3.408 |
|
LOW |
3.323 |
|
0.618 |
3.186 |
|
1.000 |
3.101 |
|
1.618 |
2.964 |
|
2.618 |
2.742 |
|
4.250 |
2.380 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.484 |
3.481 |
| PP |
3.459 |
3.452 |
| S1 |
3.434 |
3.424 |
|