NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.582 |
3.458 |
-0.124 |
-3.5% |
3.589 |
| High |
3.611 |
3.468 |
-0.143 |
-4.0% |
3.611 |
| Low |
3.427 |
3.378 |
-0.049 |
-1.4% |
3.378 |
| Close |
3.470 |
3.449 |
-0.021 |
-0.6% |
3.449 |
| Range |
0.184 |
0.090 |
-0.094 |
-51.1% |
0.233 |
| ATR |
0.145 |
0.142 |
-0.004 |
-2.6% |
0.000 |
| Volume |
99,800 |
63,310 |
-36,490 |
-36.6% |
434,763 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.702 |
3.665 |
3.499 |
|
| R3 |
3.612 |
3.575 |
3.474 |
|
| R2 |
3.522 |
3.522 |
3.466 |
|
| R1 |
3.485 |
3.485 |
3.457 |
3.459 |
| PP |
3.432 |
3.432 |
3.432 |
3.418 |
| S1 |
3.395 |
3.395 |
3.441 |
3.369 |
| S2 |
3.342 |
3.342 |
3.433 |
|
| S3 |
3.252 |
3.305 |
3.424 |
|
| S4 |
3.162 |
3.215 |
3.400 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.178 |
4.047 |
3.577 |
|
| R3 |
3.945 |
3.814 |
3.513 |
|
| R2 |
3.712 |
3.712 |
3.492 |
|
| R1 |
3.581 |
3.581 |
3.470 |
3.530 |
| PP |
3.479 |
3.479 |
3.479 |
3.454 |
| S1 |
3.348 |
3.348 |
3.428 |
3.297 |
| S2 |
3.246 |
3.246 |
3.406 |
|
| S3 |
3.013 |
3.115 |
3.385 |
|
| S4 |
2.780 |
2.882 |
3.321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.611 |
3.378 |
0.233 |
6.8% |
0.131 |
3.8% |
30% |
False |
True |
86,952 |
| 10 |
3.758 |
3.378 |
0.380 |
11.0% |
0.150 |
4.3% |
19% |
False |
True |
81,945 |
| 20 |
3.758 |
2.910 |
0.848 |
24.6% |
0.133 |
3.8% |
64% |
False |
False |
60,010 |
| 40 |
3.758 |
2.766 |
0.992 |
28.8% |
0.127 |
3.7% |
69% |
False |
False |
44,823 |
| 60 |
3.758 |
2.766 |
0.992 |
28.8% |
0.110 |
3.2% |
69% |
False |
False |
35,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.851 |
|
2.618 |
3.704 |
|
1.618 |
3.614 |
|
1.000 |
3.558 |
|
0.618 |
3.524 |
|
HIGH |
3.468 |
|
0.618 |
3.434 |
|
0.500 |
3.423 |
|
0.382 |
3.412 |
|
LOW |
3.378 |
|
0.618 |
3.322 |
|
1.000 |
3.288 |
|
1.618 |
3.232 |
|
2.618 |
3.142 |
|
4.250 |
2.996 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.440 |
3.495 |
| PP |
3.432 |
3.479 |
| S1 |
3.423 |
3.464 |
|