NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.898 |
2.973 |
0.075 |
2.6% |
2.667 |
| High |
2.973 |
3.014 |
0.041 |
1.4% |
2.852 |
| Low |
2.891 |
2.913 |
0.022 |
0.8% |
2.644 |
| Close |
2.950 |
2.982 |
0.032 |
1.1% |
2.843 |
| Range |
0.082 |
0.101 |
0.019 |
23.2% |
0.208 |
| ATR |
0.131 |
0.129 |
-0.002 |
-1.7% |
0.000 |
| Volume |
112,524 |
112,524 |
0 |
0.0% |
689,767 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.273 |
3.228 |
3.038 |
|
| R3 |
3.172 |
3.127 |
3.010 |
|
| R2 |
3.071 |
3.071 |
3.001 |
|
| R1 |
3.026 |
3.026 |
2.991 |
3.049 |
| PP |
2.970 |
2.970 |
2.970 |
2.981 |
| S1 |
2.925 |
2.925 |
2.973 |
2.948 |
| S2 |
2.869 |
2.869 |
2.963 |
|
| S3 |
2.768 |
2.824 |
2.954 |
|
| S4 |
2.667 |
2.723 |
2.926 |
|
|
| 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 |
3.014 |
2.669 |
0.345 |
11.6% |
0.115 |
3.9% |
91% |
True |
False |
125,000 |
| 10 |
3.014 |
2.546 |
0.468 |
15.7% |
0.132 |
4.4% |
93% |
True |
False |
147,211 |
| 20 |
3.163 |
2.546 |
0.617 |
20.7% |
0.136 |
4.6% |
71% |
False |
False |
165,445 |
| 40 |
3.556 |
2.546 |
1.010 |
33.9% |
0.116 |
3.9% |
43% |
False |
False |
132,116 |
| 60 |
3.556 |
2.546 |
1.010 |
33.9% |
0.103 |
3.4% |
43% |
False |
False |
99,285 |
| 80 |
3.556 |
2.546 |
1.010 |
33.9% |
0.095 |
3.2% |
43% |
False |
False |
80,117 |
| 100 |
3.556 |
2.546 |
1.010 |
33.9% |
0.092 |
3.1% |
43% |
False |
False |
66,830 |
| 120 |
3.556 |
2.546 |
1.010 |
33.9% |
0.088 |
3.0% |
43% |
False |
False |
57,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.443 |
|
2.618 |
3.278 |
|
1.618 |
3.177 |
|
1.000 |
3.115 |
|
0.618 |
3.076 |
|
HIGH |
3.014 |
|
0.618 |
2.975 |
|
0.500 |
2.964 |
|
0.382 |
2.952 |
|
LOW |
2.913 |
|
0.618 |
2.851 |
|
1.000 |
2.812 |
|
1.618 |
2.750 |
|
2.618 |
2.649 |
|
4.250 |
2.484 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.976 |
2.939 |
| PP |
2.970 |
2.895 |
| S1 |
2.964 |
2.852 |
|