NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.325 |
3.301 |
-0.024 |
-0.7% |
3.473 |
| High |
3.404 |
3.347 |
-0.057 |
-1.7% |
3.513 |
| Low |
3.257 |
3.189 |
-0.068 |
-2.1% |
3.189 |
| Close |
3.368 |
3.204 |
-0.164 |
-4.9% |
3.204 |
| Range |
0.147 |
0.158 |
0.011 |
7.5% |
0.324 |
| ATR |
0.168 |
0.169 |
0.001 |
0.5% |
0.000 |
| Volume |
145,476 |
138,918 |
-6,558 |
-4.5% |
550,909 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.721 |
3.620 |
3.291 |
|
| R3 |
3.563 |
3.462 |
3.247 |
|
| R2 |
3.405 |
3.405 |
3.233 |
|
| R1 |
3.304 |
3.304 |
3.218 |
3.276 |
| PP |
3.247 |
3.247 |
3.247 |
3.232 |
| S1 |
3.146 |
3.146 |
3.190 |
3.118 |
| S2 |
3.089 |
3.089 |
3.175 |
|
| S3 |
2.931 |
2.988 |
3.161 |
|
| S4 |
2.773 |
2.830 |
3.117 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.063 |
3.382 |
|
| R3 |
3.950 |
3.739 |
3.293 |
|
| R2 |
3.626 |
3.626 |
3.263 |
|
| R1 |
3.415 |
3.415 |
3.234 |
3.359 |
| PP |
3.302 |
3.302 |
3.302 |
3.274 |
| S1 |
3.091 |
3.091 |
3.174 |
3.035 |
| S2 |
2.978 |
2.978 |
3.145 |
|
| S3 |
2.654 |
2.767 |
3.115 |
|
| S4 |
2.330 |
2.443 |
3.026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.513 |
3.189 |
0.324 |
10.1% |
0.144 |
4.5% |
5% |
False |
True |
141,221 |
| 10 |
3.513 |
3.098 |
0.415 |
13.0% |
0.156 |
4.9% |
26% |
False |
False |
153,581 |
| 20 |
3.902 |
3.098 |
0.804 |
25.1% |
0.168 |
5.2% |
13% |
False |
False |
149,218 |
| 40 |
3.902 |
3.067 |
0.835 |
26.1% |
0.152 |
4.8% |
16% |
False |
False |
107,111 |
| 60 |
3.902 |
2.766 |
1.136 |
35.5% |
0.142 |
4.4% |
39% |
False |
False |
81,551 |
| 80 |
3.902 |
2.766 |
1.136 |
35.5% |
0.126 |
3.9% |
39% |
False |
False |
65,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.019 |
|
2.618 |
3.761 |
|
1.618 |
3.603 |
|
1.000 |
3.505 |
|
0.618 |
3.445 |
|
HIGH |
3.347 |
|
0.618 |
3.287 |
|
0.500 |
3.268 |
|
0.382 |
3.249 |
|
LOW |
3.189 |
|
0.618 |
3.091 |
|
1.000 |
3.031 |
|
1.618 |
2.933 |
|
2.618 |
2.775 |
|
4.250 |
2.518 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.268 |
3.313 |
| PP |
3.247 |
3.277 |
| S1 |
3.225 |
3.240 |
|