NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.327 |
3.583 |
0.256 |
7.7% |
3.589 |
| High |
3.609 |
3.645 |
0.036 |
1.0% |
3.611 |
| Low |
3.327 |
3.518 |
0.191 |
5.7% |
3.378 |
| Close |
3.567 |
3.563 |
-0.004 |
-0.1% |
3.449 |
| Range |
0.282 |
0.127 |
-0.155 |
-55.0% |
0.233 |
| ATR |
0.153 |
0.151 |
-0.002 |
-1.2% |
0.000 |
| Volume |
126,246 |
106,172 |
-20,074 |
-15.9% |
434,763 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.956 |
3.887 |
3.633 |
|
| R3 |
3.829 |
3.760 |
3.598 |
|
| R2 |
3.702 |
3.702 |
3.586 |
|
| R1 |
3.633 |
3.633 |
3.575 |
3.604 |
| PP |
3.575 |
3.575 |
3.575 |
3.561 |
| S1 |
3.506 |
3.506 |
3.551 |
3.477 |
| S2 |
3.448 |
3.448 |
3.540 |
|
| S3 |
3.321 |
3.379 |
3.528 |
|
| S4 |
3.194 |
3.252 |
3.493 |
|
|
| 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 |
3.645 |
3.290 |
0.355 |
10.0% |
0.153 |
4.3% |
77% |
True |
False |
88,365 |
| 10 |
3.758 |
3.290 |
0.468 |
13.1% |
0.144 |
4.0% |
58% |
False |
False |
90,736 |
| 20 |
3.758 |
3.147 |
0.611 |
17.1% |
0.147 |
4.1% |
68% |
False |
False |
74,265 |
| 40 |
3.758 |
2.766 |
0.992 |
27.8% |
0.130 |
3.6% |
80% |
False |
False |
51,757 |
| 60 |
3.758 |
2.766 |
0.992 |
27.8% |
0.117 |
3.3% |
80% |
False |
False |
41,518 |
| 80 |
3.758 |
2.766 |
0.992 |
27.8% |
0.104 |
2.9% |
80% |
False |
False |
33,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.185 |
|
2.618 |
3.977 |
|
1.618 |
3.850 |
|
1.000 |
3.772 |
|
0.618 |
3.723 |
|
HIGH |
3.645 |
|
0.618 |
3.596 |
|
0.500 |
3.582 |
|
0.382 |
3.567 |
|
LOW |
3.518 |
|
0.618 |
3.440 |
|
1.000 |
3.391 |
|
1.618 |
3.313 |
|
2.618 |
3.186 |
|
4.250 |
2.978 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.582 |
3.531 |
| PP |
3.575 |
3.499 |
| S1 |
3.569 |
3.468 |
|