NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.589 |
3.517 |
-0.072 |
-2.0% |
3.464 |
| High |
3.607 |
3.578 |
-0.029 |
-0.8% |
3.758 |
| Low |
3.481 |
3.456 |
-0.025 |
-0.7% |
3.452 |
| Close |
3.510 |
3.475 |
-0.035 |
-1.0% |
3.741 |
| Range |
0.126 |
0.122 |
-0.004 |
-3.2% |
0.306 |
| ATR |
0.145 |
0.143 |
-0.002 |
-1.1% |
0.000 |
| Volume |
103,522 |
85,284 |
-18,238 |
-17.6% |
384,696 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.869 |
3.794 |
3.542 |
|
| R3 |
3.747 |
3.672 |
3.509 |
|
| R2 |
3.625 |
3.625 |
3.497 |
|
| R1 |
3.550 |
3.550 |
3.486 |
3.527 |
| PP |
3.503 |
3.503 |
3.503 |
3.491 |
| S1 |
3.428 |
3.428 |
3.464 |
3.405 |
| S2 |
3.381 |
3.381 |
3.453 |
|
| S3 |
3.259 |
3.306 |
3.441 |
|
| S4 |
3.137 |
3.184 |
3.408 |
|
|
| 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 |
3.456 |
0.302 |
8.7% |
0.151 |
4.4% |
6% |
False |
True |
91,080 |
| 10 |
3.758 |
3.314 |
0.444 |
12.8% |
0.157 |
4.5% |
36% |
False |
False |
74,959 |
| 20 |
3.758 |
2.891 |
0.867 |
24.9% |
0.127 |
3.6% |
67% |
False |
False |
51,677 |
| 40 |
3.758 |
2.766 |
0.992 |
28.5% |
0.121 |
3.5% |
71% |
False |
False |
39,902 |
| 60 |
3.758 |
2.766 |
0.992 |
28.5% |
0.107 |
3.1% |
71% |
False |
False |
32,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.097 |
|
2.618 |
3.897 |
|
1.618 |
3.775 |
|
1.000 |
3.700 |
|
0.618 |
3.653 |
|
HIGH |
3.578 |
|
0.618 |
3.531 |
|
0.500 |
3.517 |
|
0.382 |
3.503 |
|
LOW |
3.456 |
|
0.618 |
3.381 |
|
1.000 |
3.334 |
|
1.618 |
3.259 |
|
2.618 |
3.137 |
|
4.250 |
2.938 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.517 |
3.607 |
| PP |
3.503 |
3.563 |
| S1 |
3.489 |
3.519 |
|