NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.973 |
2.948 |
-0.025 |
-0.8% |
2.667 |
| High |
3.014 |
3.062 |
0.048 |
1.6% |
2.852 |
| Low |
2.913 |
2.915 |
0.002 |
0.1% |
2.644 |
| Close |
2.982 |
3.026 |
0.044 |
1.5% |
2.843 |
| Range |
0.101 |
0.147 |
0.046 |
45.5% |
0.208 |
| ATR |
0.129 |
0.131 |
0.001 |
1.0% |
0.000 |
| Volume |
112,524 |
65,480 |
-47,044 |
-41.8% |
689,767 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.442 |
3.381 |
3.107 |
|
| R3 |
3.295 |
3.234 |
3.066 |
|
| R2 |
3.148 |
3.148 |
3.053 |
|
| R1 |
3.087 |
3.087 |
3.039 |
3.118 |
| PP |
3.001 |
3.001 |
3.001 |
3.016 |
| S1 |
2.940 |
2.940 |
3.013 |
2.971 |
| S2 |
2.854 |
2.854 |
2.999 |
|
| S3 |
2.707 |
2.793 |
2.986 |
|
| S4 |
2.560 |
2.646 |
2.945 |
|
|
| 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 |
3.062 |
2.681 |
0.381 |
12.6% |
0.122 |
4.0% |
91% |
True |
False |
112,989 |
| 10 |
3.062 |
2.555 |
0.507 |
16.8% |
0.127 |
4.2% |
93% |
True |
False |
132,827 |
| 20 |
3.163 |
2.546 |
0.617 |
20.4% |
0.135 |
4.5% |
78% |
False |
False |
155,438 |
| 40 |
3.556 |
2.546 |
1.010 |
33.4% |
0.118 |
3.9% |
48% |
False |
False |
132,567 |
| 60 |
3.556 |
2.546 |
1.010 |
33.4% |
0.103 |
3.4% |
48% |
False |
False |
99,869 |
| 80 |
3.556 |
2.546 |
1.010 |
33.4% |
0.096 |
3.2% |
48% |
False |
False |
80,673 |
| 100 |
3.556 |
2.546 |
1.010 |
33.4% |
0.092 |
3.0% |
48% |
False |
False |
67,322 |
| 120 |
3.556 |
2.546 |
1.010 |
33.4% |
0.089 |
2.9% |
48% |
False |
False |
58,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.687 |
|
2.618 |
3.447 |
|
1.618 |
3.300 |
|
1.000 |
3.209 |
|
0.618 |
3.153 |
|
HIGH |
3.062 |
|
0.618 |
3.006 |
|
0.500 |
2.989 |
|
0.382 |
2.971 |
|
LOW |
2.915 |
|
0.618 |
2.824 |
|
1.000 |
2.768 |
|
1.618 |
2.677 |
|
2.618 |
2.530 |
|
4.250 |
2.290 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.014 |
3.010 |
| PP |
3.001 |
2.993 |
| S1 |
2.989 |
2.977 |
|