NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.397 |
3.473 |
0.076 |
2.2% |
3.253 |
| High |
3.435 |
3.513 |
0.078 |
2.3% |
3.450 |
| Low |
3.332 |
3.354 |
0.022 |
0.7% |
3.098 |
| Close |
3.419 |
3.412 |
-0.007 |
-0.2% |
3.419 |
| Range |
0.103 |
0.159 |
0.056 |
54.4% |
0.352 |
| ATR |
0.172 |
0.171 |
-0.001 |
-0.5% |
0.000 |
| Volume |
155,200 |
137,695 |
-17,505 |
-11.3% |
844,833 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.817 |
3.499 |
|
| R3 |
3.744 |
3.658 |
3.456 |
|
| R2 |
3.585 |
3.585 |
3.441 |
|
| R1 |
3.499 |
3.499 |
3.427 |
3.463 |
| PP |
3.426 |
3.426 |
3.426 |
3.408 |
| S1 |
3.340 |
3.340 |
3.397 |
3.304 |
| S2 |
3.267 |
3.267 |
3.383 |
|
| S3 |
3.108 |
3.181 |
3.368 |
|
| S4 |
2.949 |
3.022 |
3.325 |
|
|
| 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 |
3.513 |
3.110 |
0.403 |
11.8% |
0.155 |
4.5% |
75% |
True |
False |
163,827 |
| 10 |
3.568 |
3.098 |
0.470 |
13.8% |
0.169 |
5.0% |
67% |
False |
False |
175,669 |
| 20 |
3.902 |
3.098 |
0.804 |
23.6% |
0.162 |
4.8% |
39% |
False |
False |
139,028 |
| 40 |
3.902 |
2.900 |
1.002 |
29.4% |
0.148 |
4.3% |
51% |
False |
False |
98,501 |
| 60 |
3.902 |
2.766 |
1.136 |
33.3% |
0.138 |
4.1% |
57% |
False |
False |
75,435 |
| 80 |
3.902 |
2.766 |
1.136 |
33.3% |
0.123 |
3.6% |
57% |
False |
False |
61,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.189 |
|
2.618 |
3.929 |
|
1.618 |
3.770 |
|
1.000 |
3.672 |
|
0.618 |
3.611 |
|
HIGH |
3.513 |
|
0.618 |
3.452 |
|
0.500 |
3.434 |
|
0.382 |
3.415 |
|
LOW |
3.354 |
|
0.618 |
3.256 |
|
1.000 |
3.195 |
|
1.618 |
3.097 |
|
2.618 |
2.938 |
|
4.250 |
2.678 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.434 |
3.409 |
| PP |
3.426 |
3.406 |
| S1 |
3.419 |
3.404 |
|