NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.667 |
2.746 |
0.079 |
3.0% |
2.848 |
| High |
2.778 |
2.822 |
0.044 |
1.6% |
2.875 |
| Low |
2.644 |
2.694 |
0.050 |
1.9% |
2.546 |
| Close |
2.749 |
2.709 |
-0.040 |
-1.5% |
2.619 |
| Range |
0.134 |
0.128 |
-0.006 |
-4.5% |
0.329 |
| ATR |
0.132 |
0.131 |
0.000 |
-0.2% |
0.000 |
| Volume |
138,940 |
150,875 |
11,935 |
8.6% |
910,885 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.126 |
3.045 |
2.779 |
|
| R3 |
2.998 |
2.917 |
2.744 |
|
| R2 |
2.870 |
2.870 |
2.732 |
|
| R1 |
2.789 |
2.789 |
2.721 |
2.766 |
| PP |
2.742 |
2.742 |
2.742 |
2.730 |
| S1 |
2.661 |
2.661 |
2.697 |
2.638 |
| S2 |
2.614 |
2.614 |
2.686 |
|
| S3 |
2.486 |
2.533 |
2.674 |
|
| S4 |
2.358 |
2.405 |
2.639 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.667 |
3.472 |
2.800 |
|
| R3 |
3.338 |
3.143 |
2.709 |
|
| R2 |
3.009 |
3.009 |
2.679 |
|
| R1 |
2.814 |
2.814 |
2.649 |
2.747 |
| PP |
2.680 |
2.680 |
2.680 |
2.647 |
| S1 |
2.485 |
2.485 |
2.589 |
2.418 |
| S2 |
2.351 |
2.351 |
2.559 |
|
| S3 |
2.022 |
2.156 |
2.529 |
|
| S4 |
1.693 |
1.827 |
2.438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.822 |
2.546 |
0.276 |
10.2% |
0.148 |
5.5% |
59% |
True |
False |
169,422 |
| 10 |
2.889 |
2.546 |
0.343 |
12.7% |
0.140 |
5.2% |
48% |
False |
False |
168,554 |
| 20 |
3.502 |
2.546 |
0.956 |
35.3% |
0.136 |
5.0% |
17% |
False |
False |
169,783 |
| 40 |
3.556 |
2.546 |
1.010 |
37.3% |
0.111 |
4.1% |
16% |
False |
False |
120,774 |
| 60 |
3.556 |
2.546 |
1.010 |
37.3% |
0.101 |
3.7% |
16% |
False |
False |
90,631 |
| 80 |
3.556 |
2.546 |
1.010 |
37.3% |
0.093 |
3.4% |
16% |
False |
False |
73,413 |
| 100 |
3.556 |
2.546 |
1.010 |
37.3% |
0.090 |
3.3% |
16% |
False |
False |
61,352 |
| 120 |
3.556 |
2.546 |
1.010 |
37.3% |
0.085 |
3.2% |
16% |
False |
False |
53,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.366 |
|
2.618 |
3.157 |
|
1.618 |
3.029 |
|
1.000 |
2.950 |
|
0.618 |
2.901 |
|
HIGH |
2.822 |
|
0.618 |
2.773 |
|
0.500 |
2.758 |
|
0.382 |
2.743 |
|
LOW |
2.694 |
|
0.618 |
2.615 |
|
1.000 |
2.566 |
|
1.618 |
2.487 |
|
2.618 |
2.359 |
|
4.250 |
2.150 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.758 |
2.702 |
| PP |
2.742 |
2.695 |
| S1 |
2.725 |
2.689 |
|