NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.948 |
3.011 |
0.063 |
2.1% |
2.898 |
| High |
3.062 |
3.121 |
0.059 |
1.9% |
3.121 |
| Low |
2.915 |
3.001 |
0.086 |
3.0% |
2.891 |
| Close |
3.026 |
3.085 |
0.059 |
1.9% |
3.085 |
| Range |
0.147 |
0.120 |
-0.027 |
-18.4% |
0.230 |
| ATR |
0.131 |
0.130 |
-0.001 |
-0.6% |
0.000 |
| Volume |
65,480 |
36,482 |
-28,998 |
-44.3% |
327,010 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.429 |
3.377 |
3.151 |
|
| R3 |
3.309 |
3.257 |
3.118 |
|
| R2 |
3.189 |
3.189 |
3.107 |
|
| R1 |
3.137 |
3.137 |
3.096 |
3.163 |
| PP |
3.069 |
3.069 |
3.069 |
3.082 |
| S1 |
3.017 |
3.017 |
3.074 |
3.043 |
| S2 |
2.949 |
2.949 |
3.063 |
|
| S3 |
2.829 |
2.897 |
3.052 |
|
| S4 |
2.709 |
2.777 |
3.019 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.722 |
3.634 |
3.212 |
|
| R3 |
3.492 |
3.404 |
3.148 |
|
| R2 |
3.262 |
3.262 |
3.127 |
|
| R1 |
3.174 |
3.174 |
3.106 |
3.218 |
| PP |
3.032 |
3.032 |
3.032 |
3.055 |
| S1 |
2.944 |
2.944 |
3.064 |
2.988 |
| S2 |
2.802 |
2.802 |
3.043 |
|
| S3 |
2.572 |
2.714 |
3.022 |
|
| S4 |
2.342 |
2.484 |
2.959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.121 |
2.690 |
0.431 |
14.0% |
0.122 |
4.0% |
92% |
True |
False |
92,247 |
| 10 |
3.121 |
2.555 |
0.566 |
18.3% |
0.123 |
4.0% |
94% |
True |
False |
117,960 |
| 20 |
3.163 |
2.546 |
0.617 |
20.0% |
0.136 |
4.4% |
87% |
False |
False |
147,665 |
| 40 |
3.556 |
2.546 |
1.010 |
32.7% |
0.119 |
3.9% |
53% |
False |
False |
132,456 |
| 60 |
3.556 |
2.546 |
1.010 |
32.7% |
0.104 |
3.4% |
53% |
False |
False |
99,970 |
| 80 |
3.556 |
2.546 |
1.010 |
32.7% |
0.097 |
3.1% |
53% |
False |
False |
80,849 |
| 100 |
3.556 |
2.546 |
1.010 |
32.7% |
0.092 |
3.0% |
53% |
False |
False |
67,552 |
| 120 |
3.556 |
2.546 |
1.010 |
32.7% |
0.089 |
2.9% |
53% |
False |
False |
58,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.631 |
|
2.618 |
3.435 |
|
1.618 |
3.315 |
|
1.000 |
3.241 |
|
0.618 |
3.195 |
|
HIGH |
3.121 |
|
0.618 |
3.075 |
|
0.500 |
3.061 |
|
0.382 |
3.047 |
|
LOW |
3.001 |
|
0.618 |
2.927 |
|
1.000 |
2.881 |
|
1.618 |
2.807 |
|
2.618 |
2.687 |
|
4.250 |
2.491 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.077 |
3.062 |
| PP |
3.069 |
3.040 |
| S1 |
3.061 |
3.017 |
|