NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.568 |
3.317 |
-0.251 |
-7.0% |
3.756 |
| High |
3.568 |
3.358 |
-0.210 |
-5.9% |
3.902 |
| Low |
3.267 |
3.236 |
-0.031 |
-0.9% |
3.670 |
| Close |
3.327 |
3.267 |
-0.060 |
-1.8% |
3.724 |
| Range |
0.301 |
0.122 |
-0.179 |
-59.5% |
0.232 |
| ATR |
0.177 |
0.173 |
-0.004 |
-2.2% |
0.000 |
| Volume |
254,134 |
171,528 |
-82,606 |
-32.5% |
493,020 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.653 |
3.582 |
3.334 |
|
| R3 |
3.531 |
3.460 |
3.301 |
|
| R2 |
3.409 |
3.409 |
3.289 |
|
| R1 |
3.338 |
3.338 |
3.278 |
3.313 |
| PP |
3.287 |
3.287 |
3.287 |
3.274 |
| S1 |
3.216 |
3.216 |
3.256 |
3.191 |
| S2 |
3.165 |
3.165 |
3.245 |
|
| S3 |
3.043 |
3.094 |
3.233 |
|
| S4 |
2.921 |
2.972 |
3.200 |
|
|
| 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 |
3.236 |
0.666 |
20.4% |
0.190 |
5.8% |
5% |
False |
True |
160,944 |
| 10 |
3.902 |
3.236 |
0.666 |
20.4% |
0.178 |
5.4% |
5% |
False |
True |
132,932 |
| 20 |
3.902 |
3.236 |
0.666 |
20.4% |
0.160 |
4.9% |
5% |
False |
True |
107,473 |
| 40 |
3.902 |
2.766 |
1.136 |
34.8% |
0.141 |
4.3% |
44% |
False |
False |
71,663 |
| 60 |
3.902 |
2.766 |
1.136 |
34.8% |
0.128 |
3.9% |
44% |
False |
False |
56,175 |
| 80 |
3.902 |
2.766 |
1.136 |
34.8% |
0.114 |
3.5% |
44% |
False |
False |
45,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.877 |
|
2.618 |
3.677 |
|
1.618 |
3.555 |
|
1.000 |
3.480 |
|
0.618 |
3.433 |
|
HIGH |
3.358 |
|
0.618 |
3.311 |
|
0.500 |
3.297 |
|
0.382 |
3.283 |
|
LOW |
3.236 |
|
0.618 |
3.161 |
|
1.000 |
3.114 |
|
1.618 |
3.039 |
|
2.618 |
2.917 |
|
4.250 |
2.718 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.297 |
3.547 |
| PP |
3.287 |
3.453 |
| S1 |
3.277 |
3.360 |
|