NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.115 |
3.274 |
0.159 |
5.1% |
3.568 |
| High |
3.327 |
3.352 |
0.025 |
0.8% |
3.568 |
| Low |
3.110 |
3.213 |
0.103 |
3.3% |
3.172 |
| Close |
3.278 |
3.224 |
-0.054 |
-1.6% |
3.285 |
| Range |
0.217 |
0.139 |
-0.078 |
-35.9% |
0.396 |
| ATR |
0.176 |
0.173 |
-0.003 |
-1.5% |
0.000 |
| Volume |
178,594 |
145,250 |
-33,344 |
-18.7% |
774,169 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.680 |
3.591 |
3.300 |
|
| R3 |
3.541 |
3.452 |
3.262 |
|
| R2 |
3.402 |
3.402 |
3.249 |
|
| R1 |
3.313 |
3.313 |
3.237 |
3.288 |
| PP |
3.263 |
3.263 |
3.263 |
3.251 |
| S1 |
3.174 |
3.174 |
3.211 |
3.149 |
| S2 |
3.124 |
3.124 |
3.199 |
|
| S3 |
2.985 |
3.035 |
3.186 |
|
| S4 |
2.846 |
2.896 |
3.148 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.530 |
4.303 |
3.503 |
|
| R3 |
4.134 |
3.907 |
3.394 |
|
| R2 |
3.738 |
3.738 |
3.358 |
|
| R1 |
3.511 |
3.511 |
3.321 |
3.427 |
| PP |
3.342 |
3.342 |
3.342 |
3.299 |
| S1 |
3.115 |
3.115 |
3.249 |
3.031 |
| S2 |
2.946 |
2.946 |
3.212 |
|
| S3 |
2.550 |
2.719 |
3.176 |
|
| S4 |
2.154 |
2.323 |
3.067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.358 |
3.098 |
0.260 |
8.1% |
0.170 |
5.3% |
48% |
False |
False |
167,148 |
| 10 |
3.902 |
3.098 |
0.804 |
24.9% |
0.180 |
5.6% |
16% |
False |
False |
164,046 |
| 20 |
3.902 |
3.098 |
0.804 |
24.9% |
0.164 |
5.1% |
16% |
False |
False |
127,660 |
| 40 |
3.902 |
2.891 |
1.011 |
31.4% |
0.144 |
4.5% |
33% |
False |
False |
88,293 |
| 60 |
3.902 |
2.766 |
1.136 |
35.2% |
0.134 |
4.2% |
40% |
False |
False |
68,023 |
| 80 |
3.902 |
2.766 |
1.136 |
35.2% |
0.120 |
3.7% |
40% |
False |
False |
55,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.943 |
|
2.618 |
3.716 |
|
1.618 |
3.577 |
|
1.000 |
3.491 |
|
0.618 |
3.438 |
|
HIGH |
3.352 |
|
0.618 |
3.299 |
|
0.500 |
3.283 |
|
0.382 |
3.266 |
|
LOW |
3.213 |
|
0.618 |
3.127 |
|
1.000 |
3.074 |
|
1.618 |
2.988 |
|
2.618 |
2.849 |
|
4.250 |
2.622 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.283 |
3.225 |
| PP |
3.263 |
3.225 |
| S1 |
3.244 |
3.224 |
|