NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.746 |
2.710 |
-0.036 |
-1.3% |
2.848 |
| High |
2.822 |
2.782 |
-0.040 |
-1.4% |
2.875 |
| Low |
2.694 |
2.669 |
-0.025 |
-0.9% |
2.546 |
| Close |
2.709 |
2.764 |
0.055 |
2.0% |
2.619 |
| Range |
0.128 |
0.113 |
-0.015 |
-11.7% |
0.329 |
| ATR |
0.131 |
0.130 |
-0.001 |
-1.0% |
0.000 |
| Volume |
150,875 |
125,531 |
-25,344 |
-16.8% |
910,885 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.077 |
3.034 |
2.826 |
|
| R3 |
2.964 |
2.921 |
2.795 |
|
| R2 |
2.851 |
2.851 |
2.785 |
|
| R1 |
2.808 |
2.808 |
2.774 |
2.830 |
| PP |
2.738 |
2.738 |
2.738 |
2.749 |
| S1 |
2.695 |
2.695 |
2.754 |
2.717 |
| S2 |
2.625 |
2.625 |
2.743 |
|
| S3 |
2.512 |
2.582 |
2.733 |
|
| S4 |
2.399 |
2.469 |
2.702 |
|
|
| 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 |
2.555 |
0.267 |
9.7% |
0.132 |
4.8% |
78% |
False |
False |
152,665 |
| 10 |
2.875 |
2.546 |
0.329 |
11.9% |
0.139 |
5.0% |
66% |
False |
False |
161,739 |
| 20 |
3.466 |
2.546 |
0.920 |
33.3% |
0.138 |
5.0% |
24% |
False |
False |
170,787 |
| 40 |
3.556 |
2.546 |
1.010 |
36.5% |
0.112 |
4.1% |
22% |
False |
False |
123,048 |
| 60 |
3.556 |
2.546 |
1.010 |
36.5% |
0.101 |
3.6% |
22% |
False |
False |
92,367 |
| 80 |
3.556 |
2.546 |
1.010 |
36.5% |
0.094 |
3.4% |
22% |
False |
False |
74,848 |
| 100 |
3.556 |
2.546 |
1.010 |
36.5% |
0.091 |
3.3% |
22% |
False |
False |
62,514 |
| 120 |
3.556 |
2.546 |
1.010 |
36.5% |
0.086 |
3.1% |
22% |
False |
False |
54,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.262 |
|
2.618 |
3.078 |
|
1.618 |
2.965 |
|
1.000 |
2.895 |
|
0.618 |
2.852 |
|
HIGH |
2.782 |
|
0.618 |
2.739 |
|
0.500 |
2.726 |
|
0.382 |
2.712 |
|
LOW |
2.669 |
|
0.618 |
2.599 |
|
1.000 |
2.556 |
|
1.618 |
2.486 |
|
2.618 |
2.373 |
|
4.250 |
2.189 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.751 |
2.754 |
| PP |
2.738 |
2.743 |
| S1 |
2.726 |
2.733 |
|