NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.756 |
3.740 |
-0.016 |
-0.4% |
3.392 |
| High |
3.783 |
3.902 |
0.119 |
3.1% |
3.728 |
| Low |
3.694 |
3.670 |
-0.024 |
-0.6% |
3.290 |
| Close |
3.766 |
3.898 |
0.132 |
3.5% |
3.678 |
| Range |
0.089 |
0.232 |
0.143 |
160.7% |
0.438 |
| ATR |
0.149 |
0.155 |
0.006 |
4.0% |
0.000 |
| Volume |
113,961 |
149,568 |
35,607 |
31.2% |
467,534 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.519 |
4.441 |
4.026 |
|
| R3 |
4.287 |
4.209 |
3.962 |
|
| R2 |
4.055 |
4.055 |
3.941 |
|
| R1 |
3.977 |
3.977 |
3.919 |
4.016 |
| PP |
3.823 |
3.823 |
3.823 |
3.843 |
| S1 |
3.745 |
3.745 |
3.877 |
3.784 |
| S2 |
3.591 |
3.591 |
3.855 |
|
| S3 |
3.359 |
3.513 |
3.834 |
|
| S4 |
3.127 |
3.281 |
3.770 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.879 |
4.717 |
3.919 |
|
| R3 |
4.441 |
4.279 |
3.798 |
|
| R2 |
4.003 |
4.003 |
3.758 |
|
| R1 |
3.841 |
3.841 |
3.718 |
3.922 |
| PP |
3.565 |
3.565 |
3.565 |
3.606 |
| S1 |
3.403 |
3.403 |
3.638 |
3.484 |
| S2 |
3.127 |
3.127 |
3.598 |
|
| S3 |
2.689 |
2.965 |
3.558 |
|
| S4 |
2.251 |
2.527 |
3.437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.902 |
3.327 |
0.575 |
14.8% |
0.181 |
4.6% |
99% |
True |
False |
116,992 |
| 10 |
3.902 |
3.290 |
0.612 |
15.7% |
0.158 |
4.0% |
99% |
True |
False |
97,702 |
| 20 |
3.902 |
3.290 |
0.612 |
15.7% |
0.157 |
4.0% |
99% |
True |
False |
86,330 |
| 40 |
3.902 |
2.766 |
1.136 |
29.1% |
0.134 |
3.4% |
100% |
True |
False |
58,503 |
| 60 |
3.902 |
2.766 |
1.136 |
29.1% |
0.122 |
3.1% |
100% |
True |
False |
46,793 |
| 80 |
3.902 |
2.766 |
1.136 |
29.1% |
0.108 |
2.8% |
100% |
True |
False |
37,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.888 |
|
2.618 |
4.509 |
|
1.618 |
4.277 |
|
1.000 |
4.134 |
|
0.618 |
4.045 |
|
HIGH |
3.902 |
|
0.618 |
3.813 |
|
0.500 |
3.786 |
|
0.382 |
3.759 |
|
LOW |
3.670 |
|
0.618 |
3.527 |
|
1.000 |
3.438 |
|
1.618 |
3.295 |
|
2.618 |
3.063 |
|
4.250 |
2.684 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.842 |
| PP |
3.823 |
3.785 |
| S1 |
3.786 |
3.729 |
|