NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.327 |
3.549 |
0.222 |
6.7% |
3.550 |
| High |
3.566 |
3.600 |
0.034 |
1.0% |
3.588 |
| Low |
3.321 |
3.490 |
0.169 |
5.1% |
3.365 |
| Close |
3.527 |
3.533 |
0.006 |
0.2% |
3.436 |
| Range |
0.245 |
0.110 |
-0.135 |
-55.1% |
0.223 |
| ATR |
0.141 |
0.139 |
-0.002 |
-1.6% |
0.000 |
| Volume |
67,120 |
42,565 |
-24,555 |
-36.6% |
355,906 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.871 |
3.812 |
3.594 |
|
| R3 |
3.761 |
3.702 |
3.563 |
|
| R2 |
3.651 |
3.651 |
3.553 |
|
| R1 |
3.592 |
3.592 |
3.543 |
3.567 |
| PP |
3.541 |
3.541 |
3.541 |
3.528 |
| S1 |
3.482 |
3.482 |
3.523 |
3.457 |
| S2 |
3.431 |
3.431 |
3.513 |
|
| S3 |
3.321 |
3.372 |
3.503 |
|
| S4 |
3.211 |
3.262 |
3.473 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.132 |
4.007 |
3.559 |
|
| R3 |
3.909 |
3.784 |
3.497 |
|
| R2 |
3.686 |
3.686 |
3.477 |
|
| R1 |
3.561 |
3.561 |
3.456 |
3.512 |
| PP |
3.463 |
3.463 |
3.463 |
3.439 |
| S1 |
3.338 |
3.338 |
3.416 |
3.289 |
| S2 |
3.240 |
3.240 |
3.395 |
|
| S3 |
3.017 |
3.115 |
3.375 |
|
| S4 |
2.794 |
2.892 |
3.313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.600 |
3.281 |
0.319 |
9.0% |
0.139 |
3.9% |
79% |
True |
False |
50,135 |
| 10 |
3.703 |
3.281 |
0.422 |
11.9% |
0.132 |
3.7% |
60% |
False |
False |
65,823 |
| 20 |
3.703 |
3.141 |
0.562 |
15.9% |
0.134 |
3.8% |
70% |
False |
False |
68,944 |
| 40 |
3.703 |
2.764 |
0.939 |
26.6% |
0.120 |
3.4% |
82% |
False |
False |
54,898 |
| 60 |
3.703 |
2.764 |
0.939 |
26.6% |
0.109 |
3.1% |
82% |
False |
False |
47,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.068 |
|
2.618 |
3.888 |
|
1.618 |
3.778 |
|
1.000 |
3.710 |
|
0.618 |
3.668 |
|
HIGH |
3.600 |
|
0.618 |
3.558 |
|
0.500 |
3.545 |
|
0.382 |
3.532 |
|
LOW |
3.490 |
|
0.618 |
3.422 |
|
1.000 |
3.380 |
|
1.618 |
3.312 |
|
2.618 |
3.202 |
|
4.250 |
3.023 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.545 |
3.502 |
| PP |
3.541 |
3.471 |
| S1 |
3.537 |
3.441 |
|