NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.612 |
2.691 |
0.079 |
3.0% |
3.150 |
| High |
2.743 |
2.728 |
-0.015 |
-0.5% |
3.163 |
| Low |
2.546 |
2.575 |
0.029 |
1.1% |
2.725 |
| Close |
2.690 |
2.632 |
-0.058 |
-2.2% |
2.767 |
| Range |
0.197 |
0.153 |
-0.044 |
-22.3% |
0.438 |
| ATR |
0.128 |
0.130 |
0.002 |
1.4% |
0.000 |
| Volume |
209,317 |
185,153 |
-24,164 |
-11.5% |
868,525 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.104 |
3.021 |
2.716 |
|
| R3 |
2.951 |
2.868 |
2.674 |
|
| R2 |
2.798 |
2.798 |
2.660 |
|
| R1 |
2.715 |
2.715 |
2.646 |
2.680 |
| PP |
2.645 |
2.645 |
2.645 |
2.628 |
| S1 |
2.562 |
2.562 |
2.618 |
2.527 |
| S2 |
2.492 |
2.492 |
2.604 |
|
| S3 |
2.339 |
2.409 |
2.590 |
|
| S4 |
2.186 |
2.256 |
2.548 |
|
|
| 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 |
12.5% |
0.154 |
5.9% |
26% |
False |
False |
173,774 |
| 10 |
3.163 |
2.546 |
0.617 |
23.4% |
0.148 |
5.6% |
14% |
False |
False |
177,370 |
| 20 |
3.556 |
2.546 |
1.010 |
38.4% |
0.126 |
4.8% |
9% |
False |
False |
159,850 |
| 40 |
3.556 |
2.546 |
1.010 |
38.4% |
0.107 |
4.1% |
9% |
False |
False |
111,880 |
| 60 |
3.556 |
2.546 |
1.010 |
38.4% |
0.098 |
3.7% |
9% |
False |
False |
84,384 |
| 80 |
3.556 |
2.546 |
1.010 |
38.4% |
0.091 |
3.5% |
9% |
False |
False |
68,269 |
| 100 |
3.556 |
2.546 |
1.010 |
38.4% |
0.089 |
3.4% |
9% |
False |
False |
57,214 |
| 120 |
3.556 |
2.546 |
1.010 |
38.4% |
0.083 |
3.2% |
9% |
False |
False |
49,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.378 |
|
2.618 |
3.129 |
|
1.618 |
2.976 |
|
1.000 |
2.881 |
|
0.618 |
2.823 |
|
HIGH |
2.728 |
|
0.618 |
2.670 |
|
0.500 |
2.652 |
|
0.382 |
2.633 |
|
LOW |
2.575 |
|
0.618 |
2.480 |
|
1.000 |
2.422 |
|
1.618 |
2.327 |
|
2.618 |
2.174 |
|
4.250 |
1.925 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.652 |
2.701 |
| PP |
2.645 |
2.678 |
| S1 |
2.639 |
2.655 |
|