NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.800 |
3.568 |
-0.232 |
-6.1% |
3.756 |
| High |
3.857 |
3.568 |
-0.289 |
-7.5% |
3.902 |
| Low |
3.690 |
3.267 |
-0.423 |
-11.5% |
3.670 |
| Close |
3.724 |
3.327 |
-0.397 |
-10.7% |
3.724 |
| Range |
0.167 |
0.301 |
0.134 |
80.2% |
0.232 |
| ATR |
0.155 |
0.177 |
0.022 |
13.9% |
0.000 |
| Volume |
96,920 |
254,134 |
157,214 |
162.2% |
493,020 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.290 |
4.110 |
3.493 |
|
| R3 |
3.989 |
3.809 |
3.410 |
|
| R2 |
3.688 |
3.688 |
3.382 |
|
| R1 |
3.508 |
3.508 |
3.355 |
3.448 |
| PP |
3.387 |
3.387 |
3.387 |
3.357 |
| S1 |
3.207 |
3.207 |
3.299 |
3.147 |
| S2 |
3.086 |
3.086 |
3.272 |
|
| S3 |
2.785 |
2.906 |
3.244 |
|
| S4 |
2.484 |
2.605 |
3.161 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.461 |
4.325 |
3.852 |
|
| R3 |
4.229 |
4.093 |
3.788 |
|
| R2 |
3.997 |
3.997 |
3.767 |
|
| R1 |
3.861 |
3.861 |
3.745 |
3.813 |
| PP |
3.765 |
3.765 |
3.765 |
3.742 |
| S1 |
3.629 |
3.629 |
3.703 |
3.581 |
| S2 |
3.533 |
3.533 |
3.681 |
|
| S3 |
3.301 |
3.397 |
3.660 |
|
| S4 |
3.069 |
3.165 |
3.596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.902 |
3.267 |
0.635 |
19.1% |
0.184 |
5.5% |
9% |
False |
True |
149,430 |
| 10 |
3.902 |
3.267 |
0.635 |
19.1% |
0.177 |
5.3% |
9% |
False |
True |
121,468 |
| 20 |
3.902 |
3.267 |
0.635 |
19.1% |
0.163 |
4.9% |
9% |
False |
True |
101,707 |
| 40 |
3.902 |
2.766 |
1.136 |
34.1% |
0.139 |
4.2% |
49% |
False |
False |
67,828 |
| 60 |
3.902 |
2.766 |
1.136 |
34.1% |
0.128 |
3.8% |
49% |
False |
False |
53,949 |
| 80 |
3.902 |
2.766 |
1.136 |
34.1% |
0.113 |
3.4% |
49% |
False |
False |
43,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.847 |
|
2.618 |
4.356 |
|
1.618 |
4.055 |
|
1.000 |
3.869 |
|
0.618 |
3.754 |
|
HIGH |
3.568 |
|
0.618 |
3.453 |
|
0.500 |
3.418 |
|
0.382 |
3.382 |
|
LOW |
3.267 |
|
0.618 |
3.081 |
|
1.000 |
2.966 |
|
1.618 |
2.780 |
|
2.618 |
2.479 |
|
4.250 |
1.988 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.418 |
3.576 |
| PP |
3.387 |
3.493 |
| S1 |
3.357 |
3.410 |
|