NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.832 |
2.612 |
-0.220 |
-7.8% |
3.150 |
| High |
2.856 |
2.743 |
-0.113 |
-4.0% |
3.163 |
| Low |
2.607 |
2.546 |
-0.061 |
-2.3% |
2.725 |
| Close |
2.633 |
2.690 |
0.057 |
2.2% |
2.767 |
| Range |
0.249 |
0.197 |
-0.052 |
-20.9% |
0.438 |
| ATR |
0.123 |
0.128 |
0.005 |
4.3% |
0.000 |
| Volume |
211,752 |
209,317 |
-2,435 |
-1.1% |
868,525 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.251 |
3.167 |
2.798 |
|
| R3 |
3.054 |
2.970 |
2.744 |
|
| R2 |
2.857 |
2.857 |
2.726 |
|
| R1 |
2.773 |
2.773 |
2.708 |
2.815 |
| PP |
2.660 |
2.660 |
2.660 |
2.681 |
| S1 |
2.576 |
2.576 |
2.672 |
2.618 |
| S2 |
2.463 |
2.463 |
2.654 |
|
| S3 |
2.266 |
2.379 |
2.636 |
|
| S4 |
2.069 |
2.182 |
2.582 |
|
|
| 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 |
2.875 |
2.546 |
0.329 |
12.2% |
0.147 |
5.5% |
44% |
False |
True |
170,813 |
| 10 |
3.163 |
2.546 |
0.617 |
22.9% |
0.143 |
5.3% |
23% |
False |
True |
178,049 |
| 20 |
3.556 |
2.546 |
1.010 |
37.5% |
0.127 |
4.7% |
14% |
False |
True |
157,644 |
| 40 |
3.556 |
2.546 |
1.010 |
37.5% |
0.105 |
3.9% |
14% |
False |
True |
108,157 |
| 60 |
3.556 |
2.546 |
1.010 |
37.5% |
0.096 |
3.6% |
14% |
False |
True |
81,609 |
| 80 |
3.556 |
2.546 |
1.010 |
37.5% |
0.090 |
3.3% |
14% |
False |
True |
66,089 |
| 100 |
3.556 |
2.546 |
1.010 |
37.5% |
0.088 |
3.3% |
14% |
False |
True |
55,458 |
| 120 |
3.556 |
2.546 |
1.010 |
37.5% |
0.083 |
3.1% |
14% |
False |
True |
47,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.580 |
|
2.618 |
3.259 |
|
1.618 |
3.062 |
|
1.000 |
2.940 |
|
0.618 |
2.865 |
|
HIGH |
2.743 |
|
0.618 |
2.668 |
|
0.500 |
2.645 |
|
0.382 |
2.621 |
|
LOW |
2.546 |
|
0.618 |
2.424 |
|
1.000 |
2.349 |
|
1.618 |
2.227 |
|
2.618 |
2.030 |
|
4.250 |
1.709 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.675 |
2.711 |
| PP |
2.660 |
2.704 |
| S1 |
2.645 |
2.697 |
|