NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.848 |
2.832 |
-0.016 |
-0.6% |
3.150 |
| High |
2.875 |
2.856 |
-0.019 |
-0.7% |
3.163 |
| Low |
2.781 |
2.607 |
-0.174 |
-6.3% |
2.725 |
| Close |
2.816 |
2.633 |
-0.183 |
-6.5% |
2.767 |
| Range |
0.094 |
0.249 |
0.155 |
164.9% |
0.438 |
| ATR |
0.113 |
0.123 |
0.010 |
8.6% |
0.000 |
| Volume |
141,836 |
211,752 |
69,916 |
49.3% |
868,525 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.446 |
3.288 |
2.770 |
|
| R3 |
3.197 |
3.039 |
2.701 |
|
| R2 |
2.948 |
2.948 |
2.679 |
|
| R1 |
2.790 |
2.790 |
2.656 |
2.745 |
| PP |
2.699 |
2.699 |
2.699 |
2.676 |
| S1 |
2.541 |
2.541 |
2.610 |
2.496 |
| S2 |
2.450 |
2.450 |
2.587 |
|
| S3 |
2.201 |
2.292 |
2.565 |
|
| S4 |
1.952 |
2.043 |
2.496 |
|
|
| 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 |
2.889 |
2.607 |
0.282 |
10.7% |
0.131 |
5.0% |
9% |
False |
True |
167,685 |
| 10 |
3.163 |
2.607 |
0.556 |
21.1% |
0.140 |
5.3% |
5% |
False |
True |
183,679 |
| 20 |
3.556 |
2.607 |
0.949 |
36.0% |
0.121 |
4.6% |
3% |
False |
True |
151,592 |
| 40 |
3.556 |
2.607 |
0.949 |
36.0% |
0.102 |
3.9% |
3% |
False |
True |
103,909 |
| 60 |
3.556 |
2.607 |
0.949 |
36.0% |
0.093 |
3.5% |
3% |
False |
True |
78,306 |
| 80 |
3.556 |
2.607 |
0.949 |
36.0% |
0.088 |
3.4% |
3% |
False |
True |
63,579 |
| 100 |
3.556 |
2.607 |
0.949 |
36.0% |
0.087 |
3.3% |
3% |
False |
True |
53,506 |
| 120 |
3.556 |
2.607 |
0.949 |
36.0% |
0.081 |
3.1% |
3% |
False |
True |
46,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.914 |
|
2.618 |
3.508 |
|
1.618 |
3.259 |
|
1.000 |
3.105 |
|
0.618 |
3.010 |
|
HIGH |
2.856 |
|
0.618 |
2.761 |
|
0.500 |
2.732 |
|
0.382 |
2.702 |
|
LOW |
2.607 |
|
0.618 |
2.453 |
|
1.000 |
2.358 |
|
1.618 |
2.204 |
|
2.618 |
1.955 |
|
4.250 |
1.549 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.732 |
2.741 |
| PP |
2.699 |
2.705 |
| S1 |
2.666 |
2.669 |
|