NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.694 |
3.589 |
-0.105 |
-2.8% |
3.464 |
| High |
3.758 |
3.607 |
-0.151 |
-4.0% |
3.758 |
| Low |
3.655 |
3.481 |
-0.174 |
-4.8% |
3.452 |
| Close |
3.741 |
3.510 |
-0.231 |
-6.2% |
3.741 |
| Range |
0.103 |
0.126 |
0.023 |
22.3% |
0.306 |
| ATR |
0.136 |
0.145 |
0.009 |
6.5% |
0.000 |
| Volume |
94,085 |
103,522 |
9,437 |
10.0% |
384,696 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.911 |
3.836 |
3.579 |
|
| R3 |
3.785 |
3.710 |
3.545 |
|
| R2 |
3.659 |
3.659 |
3.533 |
|
| R1 |
3.584 |
3.584 |
3.522 |
3.559 |
| PP |
3.533 |
3.533 |
3.533 |
3.520 |
| S1 |
3.458 |
3.458 |
3.498 |
3.433 |
| S2 |
3.407 |
3.407 |
3.487 |
|
| S3 |
3.281 |
3.332 |
3.475 |
|
| S4 |
3.155 |
3.206 |
3.441 |
|
|
| 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 |
3.481 |
0.277 |
7.9% |
0.155 |
4.4% |
10% |
False |
True |
86,402 |
| 10 |
3.758 |
3.302 |
0.456 |
13.0% |
0.153 |
4.4% |
46% |
False |
False |
71,354 |
| 20 |
3.758 |
2.891 |
0.867 |
24.7% |
0.124 |
3.5% |
71% |
False |
False |
48,926 |
| 40 |
3.758 |
2.766 |
0.992 |
28.3% |
0.120 |
3.4% |
75% |
False |
False |
38,205 |
| 60 |
3.758 |
2.766 |
0.992 |
28.3% |
0.105 |
3.0% |
75% |
False |
False |
31,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.143 |
|
2.618 |
3.937 |
|
1.618 |
3.811 |
|
1.000 |
3.733 |
|
0.618 |
3.685 |
|
HIGH |
3.607 |
|
0.618 |
3.559 |
|
0.500 |
3.544 |
|
0.382 |
3.529 |
|
LOW |
3.481 |
|
0.618 |
3.403 |
|
1.000 |
3.355 |
|
1.618 |
3.277 |
|
2.618 |
3.151 |
|
4.250 |
2.946 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.544 |
3.620 |
| PP |
3.533 |
3.583 |
| S1 |
3.521 |
3.547 |
|