NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.317 |
3.260 |
-0.057 |
-1.7% |
3.756 |
| High |
3.358 |
3.346 |
-0.012 |
-0.4% |
3.902 |
| Low |
3.236 |
3.172 |
-0.064 |
-2.0% |
3.670 |
| Close |
3.267 |
3.273 |
0.006 |
0.2% |
3.724 |
| Range |
0.122 |
0.174 |
0.052 |
42.6% |
0.232 |
| ATR |
0.173 |
0.173 |
0.000 |
0.1% |
0.000 |
| Volume |
171,528 |
208,432 |
36,904 |
21.5% |
493,020 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.786 |
3.703 |
3.369 |
|
| R3 |
3.612 |
3.529 |
3.321 |
|
| R2 |
3.438 |
3.438 |
3.305 |
|
| R1 |
3.355 |
3.355 |
3.289 |
3.397 |
| PP |
3.264 |
3.264 |
3.264 |
3.284 |
| S1 |
3.181 |
3.181 |
3.257 |
3.223 |
| S2 |
3.090 |
3.090 |
3.241 |
|
| S3 |
2.916 |
3.007 |
3.225 |
|
| S4 |
2.742 |
2.833 |
3.177 |
|
|
| 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 |
3.884 |
3.172 |
0.712 |
21.8% |
0.179 |
5.5% |
14% |
False |
True |
172,717 |
| 10 |
3.902 |
3.172 |
0.730 |
22.3% |
0.180 |
5.5% |
14% |
False |
True |
144,854 |
| 20 |
3.902 |
3.172 |
0.730 |
22.3% |
0.161 |
4.9% |
14% |
False |
True |
114,800 |
| 40 |
3.902 |
2.766 |
1.136 |
34.7% |
0.143 |
4.4% |
45% |
False |
False |
76,236 |
| 60 |
3.902 |
2.766 |
1.136 |
34.7% |
0.129 |
3.9% |
45% |
False |
False |
59,153 |
| 80 |
3.902 |
2.766 |
1.136 |
34.7% |
0.115 |
3.5% |
45% |
False |
False |
48,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.086 |
|
2.618 |
3.802 |
|
1.618 |
3.628 |
|
1.000 |
3.520 |
|
0.618 |
3.454 |
|
HIGH |
3.346 |
|
0.618 |
3.280 |
|
0.500 |
3.259 |
|
0.382 |
3.238 |
|
LOW |
3.172 |
|
0.618 |
3.064 |
|
1.000 |
2.998 |
|
1.618 |
2.890 |
|
2.618 |
2.716 |
|
4.250 |
2.433 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.268 |
3.370 |
| PP |
3.264 |
3.338 |
| S1 |
3.259 |
3.305 |
|