NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.710 |
2.767 |
0.057 |
2.1% |
2.848 |
| High |
2.782 |
2.798 |
0.016 |
0.6% |
2.875 |
| Low |
2.669 |
2.681 |
0.012 |
0.4% |
2.546 |
| Close |
2.764 |
2.703 |
-0.061 |
-2.2% |
2.619 |
| Range |
0.113 |
0.117 |
0.004 |
3.5% |
0.329 |
| ATR |
0.130 |
0.129 |
-0.001 |
-0.7% |
0.000 |
| Volume |
125,531 |
140,196 |
14,665 |
11.7% |
910,885 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.078 |
3.008 |
2.767 |
|
| R3 |
2.961 |
2.891 |
2.735 |
|
| R2 |
2.844 |
2.844 |
2.724 |
|
| R1 |
2.774 |
2.774 |
2.714 |
2.751 |
| PP |
2.727 |
2.727 |
2.727 |
2.716 |
| S1 |
2.657 |
2.657 |
2.692 |
2.634 |
| S2 |
2.610 |
2.610 |
2.682 |
|
| S3 |
2.493 |
2.540 |
2.671 |
|
| S4 |
2.376 |
2.423 |
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 |
2.555 |
0.267 |
9.9% |
0.124 |
4.6% |
55% |
False |
False |
143,673 |
| 10 |
2.875 |
2.546 |
0.329 |
12.2% |
0.139 |
5.2% |
48% |
False |
False |
158,724 |
| 20 |
3.425 |
2.546 |
0.879 |
32.5% |
0.140 |
5.2% |
18% |
False |
False |
172,864 |
| 40 |
3.556 |
2.546 |
1.010 |
37.4% |
0.113 |
4.2% |
16% |
False |
False |
125,690 |
| 60 |
3.556 |
2.546 |
1.010 |
37.4% |
0.101 |
3.7% |
16% |
False |
False |
94,375 |
| 80 |
3.556 |
2.546 |
1.010 |
37.4% |
0.095 |
3.5% |
16% |
False |
False |
76,405 |
| 100 |
3.556 |
2.546 |
1.010 |
37.4% |
0.091 |
3.4% |
16% |
False |
False |
63,720 |
| 120 |
3.556 |
2.546 |
1.010 |
37.4% |
0.086 |
3.2% |
16% |
False |
False |
55,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.295 |
|
2.618 |
3.104 |
|
1.618 |
2.987 |
|
1.000 |
2.915 |
|
0.618 |
2.870 |
|
HIGH |
2.798 |
|
0.618 |
2.753 |
|
0.500 |
2.740 |
|
0.382 |
2.726 |
|
LOW |
2.681 |
|
0.618 |
2.609 |
|
1.000 |
2.564 |
|
1.618 |
2.492 |
|
2.618 |
2.375 |
|
4.250 |
2.184 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.740 |
2.746 |
| PP |
2.727 |
2.731 |
| S1 |
2.715 |
2.717 |
|