NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.517 |
3.491 |
-0.026 |
-0.7% |
3.464 |
| High |
3.578 |
3.588 |
0.010 |
0.3% |
3.758 |
| Low |
3.456 |
3.453 |
-0.003 |
-0.1% |
3.452 |
| Close |
3.475 |
3.558 |
0.083 |
2.4% |
3.741 |
| Range |
0.122 |
0.135 |
0.013 |
10.7% |
0.306 |
| ATR |
0.143 |
0.142 |
-0.001 |
-0.4% |
0.000 |
| Volume |
85,284 |
82,847 |
-2,437 |
-2.9% |
384,696 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.938 |
3.883 |
3.632 |
|
| R3 |
3.803 |
3.748 |
3.595 |
|
| R2 |
3.668 |
3.668 |
3.583 |
|
| R1 |
3.613 |
3.613 |
3.570 |
3.641 |
| PP |
3.533 |
3.533 |
3.533 |
3.547 |
| S1 |
3.478 |
3.478 |
3.546 |
3.506 |
| S2 |
3.398 |
3.398 |
3.533 |
|
| S3 |
3.263 |
3.343 |
3.521 |
|
| S4 |
3.128 |
3.208 |
3.484 |
|
|
| 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 |
3.453 |
0.305 |
8.6% |
0.140 |
3.9% |
34% |
False |
True |
91,428 |
| 10 |
3.758 |
3.323 |
0.435 |
12.2% |
0.163 |
4.6% |
54% |
False |
False |
77,346 |
| 20 |
3.758 |
2.891 |
0.867 |
24.4% |
0.128 |
3.6% |
77% |
False |
False |
54,116 |
| 40 |
3.758 |
2.766 |
0.992 |
27.9% |
0.124 |
3.5% |
80% |
False |
False |
41,619 |
| 60 |
3.758 |
2.766 |
0.992 |
27.9% |
0.107 |
3.0% |
80% |
False |
False |
33,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.162 |
|
2.618 |
3.941 |
|
1.618 |
3.806 |
|
1.000 |
3.723 |
|
0.618 |
3.671 |
|
HIGH |
3.588 |
|
0.618 |
3.536 |
|
0.500 |
3.521 |
|
0.382 |
3.505 |
|
LOW |
3.453 |
|
0.618 |
3.370 |
|
1.000 |
3.318 |
|
1.618 |
3.235 |
|
2.618 |
3.100 |
|
4.250 |
2.879 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.546 |
3.549 |
| PP |
3.533 |
3.539 |
| S1 |
3.521 |
3.530 |
|