NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.556 |
3.694 |
0.138 |
3.9% |
3.464 |
| High |
3.707 |
3.758 |
0.051 |
1.4% |
3.758 |
| Low |
3.495 |
3.655 |
0.160 |
4.6% |
3.452 |
| Close |
3.676 |
3.741 |
0.065 |
1.8% |
3.741 |
| Range |
0.212 |
0.103 |
-0.109 |
-51.4% |
0.306 |
| ATR |
0.138 |
0.136 |
-0.003 |
-1.8% |
0.000 |
| Volume |
91,405 |
94,085 |
2,680 |
2.9% |
384,696 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.987 |
3.798 |
|
| R3 |
3.924 |
3.884 |
3.769 |
|
| R2 |
3.821 |
3.821 |
3.760 |
|
| R1 |
3.781 |
3.781 |
3.750 |
3.801 |
| PP |
3.718 |
3.718 |
3.718 |
3.728 |
| S1 |
3.678 |
3.678 |
3.732 |
3.698 |
| S2 |
3.615 |
3.615 |
3.722 |
|
| S3 |
3.512 |
3.575 |
3.713 |
|
| S4 |
3.409 |
3.472 |
3.684 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.568 |
4.461 |
3.909 |
|
| R3 |
4.262 |
4.155 |
3.825 |
|
| R2 |
3.956 |
3.956 |
3.797 |
|
| R1 |
3.849 |
3.849 |
3.769 |
3.903 |
| PP |
3.650 |
3.650 |
3.650 |
3.677 |
| S1 |
3.543 |
3.543 |
3.713 |
3.597 |
| S2 |
3.344 |
3.344 |
3.685 |
|
| S3 |
3.038 |
3.237 |
3.657 |
|
| S4 |
2.732 |
2.931 |
3.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.758 |
3.452 |
0.306 |
8.2% |
0.168 |
4.5% |
94% |
True |
False |
76,939 |
| 10 |
3.758 |
3.282 |
0.476 |
12.7% |
0.150 |
4.0% |
96% |
True |
False |
65,704 |
| 20 |
3.758 |
2.818 |
0.940 |
25.1% |
0.124 |
3.3% |
98% |
True |
False |
45,386 |
| 40 |
3.758 |
2.766 |
0.992 |
26.5% |
0.118 |
3.2% |
98% |
True |
False |
36,089 |
| 60 |
3.758 |
2.766 |
0.992 |
26.5% |
0.104 |
2.8% |
98% |
True |
False |
29,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.196 |
|
2.618 |
4.028 |
|
1.618 |
3.925 |
|
1.000 |
3.861 |
|
0.618 |
3.822 |
|
HIGH |
3.758 |
|
0.618 |
3.719 |
|
0.500 |
3.707 |
|
0.382 |
3.694 |
|
LOW |
3.655 |
|
0.618 |
3.591 |
|
1.000 |
3.552 |
|
1.618 |
3.488 |
|
2.618 |
3.385 |
|
4.250 |
3.217 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.730 |
3.703 |
| PP |
3.718 |
3.665 |
| S1 |
3.707 |
3.627 |
|