NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.767 |
2.696 |
-0.071 |
-2.6% |
2.667 |
| High |
2.798 |
2.852 |
0.054 |
1.9% |
2.852 |
| Low |
2.681 |
2.690 |
0.009 |
0.3% |
2.644 |
| Close |
2.703 |
2.843 |
0.140 |
5.2% |
2.843 |
| Range |
0.117 |
0.162 |
0.045 |
38.5% |
0.208 |
| ATR |
0.129 |
0.132 |
0.002 |
1.8% |
0.000 |
| Volume |
140,196 |
134,225 |
-5,971 |
-4.3% |
689,767 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.281 |
3.224 |
2.932 |
|
| R3 |
3.119 |
3.062 |
2.888 |
|
| R2 |
2.957 |
2.957 |
2.873 |
|
| R1 |
2.900 |
2.900 |
2.858 |
2.929 |
| PP |
2.795 |
2.795 |
2.795 |
2.809 |
| S1 |
2.738 |
2.738 |
2.828 |
2.767 |
| S2 |
2.633 |
2.633 |
2.813 |
|
| S3 |
2.471 |
2.576 |
2.798 |
|
| S4 |
2.309 |
2.414 |
2.754 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.404 |
3.331 |
2.957 |
|
| R3 |
3.196 |
3.123 |
2.900 |
|
| R2 |
2.988 |
2.988 |
2.881 |
|
| R1 |
2.915 |
2.915 |
2.862 |
2.952 |
| PP |
2.780 |
2.780 |
2.780 |
2.798 |
| S1 |
2.707 |
2.707 |
2.824 |
2.744 |
| S2 |
2.572 |
2.572 |
2.805 |
|
| S3 |
2.364 |
2.499 |
2.786 |
|
| S4 |
2.156 |
2.291 |
2.729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.852 |
2.644 |
0.208 |
7.3% |
0.131 |
4.6% |
96% |
True |
False |
137,953 |
| 10 |
2.875 |
2.546 |
0.329 |
11.6% |
0.148 |
5.2% |
90% |
False |
False |
160,065 |
| 20 |
3.403 |
2.546 |
0.857 |
30.1% |
0.143 |
5.0% |
35% |
False |
False |
173,581 |
| 40 |
3.556 |
2.546 |
1.010 |
35.5% |
0.114 |
4.0% |
29% |
False |
False |
128,291 |
| 60 |
3.556 |
2.546 |
1.010 |
35.5% |
0.102 |
3.6% |
29% |
False |
False |
96,270 |
| 80 |
3.556 |
2.546 |
1.010 |
35.5% |
0.095 |
3.3% |
29% |
False |
False |
77,701 |
| 100 |
3.556 |
2.546 |
1.010 |
35.5% |
0.092 |
3.2% |
29% |
False |
False |
64,887 |
| 120 |
3.556 |
2.546 |
1.010 |
35.5% |
0.087 |
3.1% |
29% |
False |
False |
56,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.541 |
|
2.618 |
3.276 |
|
1.618 |
3.114 |
|
1.000 |
3.014 |
|
0.618 |
2.952 |
|
HIGH |
2.852 |
|
0.618 |
2.790 |
|
0.500 |
2.771 |
|
0.382 |
2.752 |
|
LOW |
2.690 |
|
0.618 |
2.590 |
|
1.000 |
2.528 |
|
1.618 |
2.428 |
|
2.618 |
2.266 |
|
4.250 |
2.002 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.819 |
2.816 |
| PP |
2.795 |
2.788 |
| S1 |
2.771 |
2.761 |
|