NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.295 |
3.397 |
0.102 |
3.1% |
3.253 |
| High |
3.450 |
3.435 |
-0.015 |
-0.4% |
3.450 |
| Low |
3.294 |
3.332 |
0.038 |
1.2% |
3.098 |
| Close |
3.386 |
3.419 |
0.033 |
1.0% |
3.419 |
| Range |
0.156 |
0.103 |
-0.053 |
-34.0% |
0.352 |
| ATR |
0.177 |
0.172 |
-0.005 |
-3.0% |
0.000 |
| Volume |
202,396 |
155,200 |
-47,196 |
-23.3% |
844,833 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.704 |
3.665 |
3.476 |
|
| R3 |
3.601 |
3.562 |
3.447 |
|
| R2 |
3.498 |
3.498 |
3.438 |
|
| R1 |
3.459 |
3.459 |
3.428 |
3.479 |
| PP |
3.395 |
3.395 |
3.395 |
3.405 |
| S1 |
3.356 |
3.356 |
3.410 |
3.376 |
| S2 |
3.292 |
3.292 |
3.400 |
|
| S3 |
3.189 |
3.253 |
3.391 |
|
| S4 |
3.086 |
3.150 |
3.362 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.378 |
4.251 |
3.613 |
|
| R3 |
4.026 |
3.899 |
3.516 |
|
| R2 |
3.674 |
3.674 |
3.484 |
|
| R1 |
3.547 |
3.547 |
3.451 |
3.611 |
| PP |
3.322 |
3.322 |
3.322 |
3.354 |
| S1 |
3.195 |
3.195 |
3.387 |
3.259 |
| S2 |
2.970 |
2.970 |
3.354 |
|
| S3 |
2.618 |
2.843 |
3.322 |
|
| S4 |
2.266 |
2.491 |
3.225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.450 |
3.098 |
0.352 |
10.3% |
0.158 |
4.6% |
91% |
False |
False |
168,966 |
| 10 |
3.857 |
3.098 |
0.759 |
22.2% |
0.170 |
5.0% |
42% |
False |
False |
171,592 |
| 20 |
3.902 |
3.098 |
0.804 |
23.5% |
0.164 |
4.8% |
40% |
False |
False |
137,133 |
| 40 |
3.902 |
2.891 |
1.011 |
29.6% |
0.146 |
4.3% |
52% |
False |
False |
95,624 |
| 60 |
3.902 |
2.766 |
1.136 |
33.2% |
0.137 |
4.0% |
57% |
False |
False |
73,457 |
| 80 |
3.902 |
2.766 |
1.136 |
33.2% |
0.122 |
3.6% |
57% |
False |
False |
59,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.873 |
|
2.618 |
3.705 |
|
1.618 |
3.602 |
|
1.000 |
3.538 |
|
0.618 |
3.499 |
|
HIGH |
3.435 |
|
0.618 |
3.396 |
|
0.500 |
3.384 |
|
0.382 |
3.371 |
|
LOW |
3.332 |
|
0.618 |
3.268 |
|
1.000 |
3.229 |
|
1.618 |
3.165 |
|
2.618 |
3.062 |
|
4.250 |
2.894 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.407 |
3.390 |
| PP |
3.395 |
3.361 |
| S1 |
3.384 |
3.332 |
|