NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.696 |
2.898 |
0.202 |
7.5% |
2.667 |
| High |
2.852 |
2.973 |
0.121 |
4.2% |
2.852 |
| Low |
2.690 |
2.891 |
0.201 |
7.5% |
2.644 |
| Close |
2.843 |
2.950 |
0.107 |
3.8% |
2.843 |
| Range |
0.162 |
0.082 |
-0.080 |
-49.4% |
0.208 |
| ATR |
0.132 |
0.131 |
0.000 |
-0.1% |
0.000 |
| Volume |
134,225 |
112,524 |
-21,701 |
-16.2% |
689,767 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.149 |
2.995 |
|
| R3 |
3.102 |
3.067 |
2.973 |
|
| R2 |
3.020 |
3.020 |
2.965 |
|
| R1 |
2.985 |
2.985 |
2.958 |
3.003 |
| PP |
2.938 |
2.938 |
2.938 |
2.947 |
| S1 |
2.903 |
2.903 |
2.942 |
2.921 |
| S2 |
2.856 |
2.856 |
2.935 |
|
| S3 |
2.774 |
2.821 |
2.927 |
|
| S4 |
2.692 |
2.739 |
2.905 |
|
|
| 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 |
2.973 |
2.669 |
0.304 |
10.3% |
0.120 |
4.1% |
92% |
True |
False |
132,670 |
| 10 |
2.973 |
2.546 |
0.427 |
14.5% |
0.147 |
5.0% |
95% |
True |
False |
157,134 |
| 20 |
3.344 |
2.546 |
0.798 |
27.1% |
0.142 |
4.8% |
51% |
False |
False |
172,191 |
| 40 |
3.556 |
2.546 |
1.010 |
34.2% |
0.115 |
3.9% |
40% |
False |
False |
130,310 |
| 60 |
3.556 |
2.546 |
1.010 |
34.2% |
0.102 |
3.5% |
40% |
False |
False |
97,720 |
| 80 |
3.556 |
2.546 |
1.010 |
34.2% |
0.095 |
3.2% |
40% |
False |
False |
78,925 |
| 100 |
3.556 |
2.546 |
1.010 |
34.2% |
0.092 |
3.1% |
40% |
False |
False |
65,829 |
| 120 |
3.556 |
2.546 |
1.010 |
34.2% |
0.088 |
3.0% |
40% |
False |
False |
56,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.322 |
|
2.618 |
3.188 |
|
1.618 |
3.106 |
|
1.000 |
3.055 |
|
0.618 |
3.024 |
|
HIGH |
2.973 |
|
0.618 |
2.942 |
|
0.500 |
2.932 |
|
0.382 |
2.922 |
|
LOW |
2.891 |
|
0.618 |
2.840 |
|
1.000 |
2.809 |
|
1.618 |
2.758 |
|
2.618 |
2.676 |
|
4.250 |
2.543 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.909 |
| PP |
2.938 |
2.868 |
| S1 |
2.932 |
2.827 |
|