NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.773 |
2.815 |
0.042 |
1.5% |
3.150 |
| High |
2.840 |
2.820 |
-0.020 |
-0.7% |
3.163 |
| Low |
2.725 |
2.741 |
0.016 |
0.6% |
2.725 |
| Close |
2.769 |
2.767 |
-0.002 |
-0.1% |
2.767 |
| Range |
0.115 |
0.079 |
-0.036 |
-31.3% |
0.438 |
| ATR |
0.116 |
0.113 |
-0.003 |
-2.3% |
0.000 |
| Volume |
170,347 |
120,816 |
-49,531 |
-29.1% |
868,525 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.013 |
2.969 |
2.810 |
|
| R3 |
2.934 |
2.890 |
2.789 |
|
| R2 |
2.855 |
2.855 |
2.781 |
|
| R1 |
2.811 |
2.811 |
2.774 |
2.794 |
| PP |
2.776 |
2.776 |
2.776 |
2.767 |
| S1 |
2.732 |
2.732 |
2.760 |
2.715 |
| S2 |
2.697 |
2.697 |
2.753 |
|
| S3 |
2.618 |
2.653 |
2.745 |
|
| S4 |
2.539 |
2.574 |
2.724 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.199 |
3.921 |
3.008 |
|
| R3 |
3.761 |
3.483 |
2.887 |
|
| R2 |
3.323 |
3.323 |
2.847 |
|
| R1 |
3.045 |
3.045 |
2.807 |
2.965 |
| PP |
2.885 |
2.885 |
2.885 |
2.845 |
| S1 |
2.607 |
2.607 |
2.727 |
2.527 |
| S2 |
2.447 |
2.447 |
2.687 |
|
| S3 |
2.009 |
2.169 |
2.647 |
|
| S4 |
1.571 |
1.731 |
2.526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.163 |
2.725 |
0.438 |
15.8% |
0.136 |
4.9% |
10% |
False |
False |
173,705 |
| 10 |
3.403 |
2.725 |
0.678 |
24.5% |
0.139 |
5.0% |
6% |
False |
False |
187,097 |
| 20 |
3.556 |
2.725 |
0.831 |
30.0% |
0.113 |
4.1% |
5% |
False |
False |
144,375 |
| 40 |
3.556 |
2.725 |
0.831 |
30.0% |
0.097 |
3.5% |
5% |
False |
False |
97,021 |
| 60 |
3.556 |
2.725 |
0.831 |
30.0% |
0.090 |
3.2% |
5% |
False |
False |
72,971 |
| 80 |
3.556 |
2.725 |
0.831 |
30.0% |
0.086 |
3.1% |
5% |
False |
False |
59,362 |
| 100 |
3.556 |
2.725 |
0.831 |
30.0% |
0.084 |
3.0% |
5% |
False |
False |
50,181 |
| 120 |
3.556 |
2.725 |
0.831 |
30.0% |
0.080 |
2.9% |
5% |
False |
False |
43,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.156 |
|
2.618 |
3.027 |
|
1.618 |
2.948 |
|
1.000 |
2.899 |
|
0.618 |
2.869 |
|
HIGH |
2.820 |
|
0.618 |
2.790 |
|
0.500 |
2.781 |
|
0.382 |
2.771 |
|
LOW |
2.741 |
|
0.618 |
2.692 |
|
1.000 |
2.662 |
|
1.618 |
2.613 |
|
2.618 |
2.534 |
|
4.250 |
2.405 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.781 |
2.807 |
| PP |
2.776 |
2.794 |
| S1 |
2.772 |
2.780 |
|