NYMEX Natural Gas Future January 2017
Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
3.159 |
3.047 |
-0.112 |
-3.5% |
3.532 |
High |
3.194 |
3.067 |
-0.127 |
-4.0% |
3.539 |
Low |
3.029 |
2.955 |
-0.074 |
-2.4% |
3.119 |
Close |
3.078 |
2.978 |
-0.100 |
-3.2% |
3.263 |
Range |
0.165 |
0.112 |
-0.053 |
-32.1% |
0.420 |
ATR |
0.108 |
0.109 |
0.001 |
1.0% |
0.000 |
Volume |
94,942 |
97,062 |
2,120 |
2.2% |
427,602 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.336 |
3.269 |
3.040 |
|
R3 |
3.224 |
3.157 |
3.009 |
|
R2 |
3.112 |
3.112 |
2.999 |
|
R1 |
3.045 |
3.045 |
2.988 |
3.023 |
PP |
3.000 |
3.000 |
3.000 |
2.989 |
S1 |
2.933 |
2.933 |
2.968 |
2.911 |
S2 |
2.888 |
2.888 |
2.957 |
|
S3 |
2.776 |
2.821 |
2.947 |
|
S4 |
2.664 |
2.709 |
2.916 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.567 |
4.335 |
3.494 |
|
R3 |
4.147 |
3.915 |
3.379 |
|
R2 |
3.727 |
3.727 |
3.340 |
|
R1 |
3.495 |
3.495 |
3.302 |
3.401 |
PP |
3.307 |
3.307 |
3.307 |
3.260 |
S1 |
3.075 |
3.075 |
3.225 |
2.981 |
S2 |
2.887 |
2.887 |
3.186 |
|
S3 |
2.467 |
2.655 |
3.148 |
|
S4 |
2.047 |
2.235 |
3.032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.316 |
2.955 |
0.361 |
12.1% |
0.128 |
4.3% |
6% |
False |
True |
85,122 |
10 |
3.604 |
2.955 |
0.649 |
21.8% |
0.129 |
4.3% |
4% |
False |
True |
79,402 |
20 |
3.675 |
2.955 |
0.720 |
24.2% |
0.109 |
3.7% |
3% |
False |
True |
73,181 |
40 |
3.675 |
2.955 |
0.720 |
24.2% |
0.091 |
3.1% |
3% |
False |
True |
55,910 |
60 |
3.675 |
2.955 |
0.720 |
24.2% |
0.084 |
2.8% |
3% |
False |
True |
47,543 |
80 |
3.675 |
2.955 |
0.720 |
24.2% |
0.082 |
2.7% |
3% |
False |
True |
41,460 |
100 |
3.675 |
2.955 |
0.720 |
24.2% |
0.081 |
2.7% |
3% |
False |
True |
37,462 |
120 |
3.675 |
2.895 |
0.780 |
26.2% |
0.077 |
2.6% |
11% |
False |
False |
34,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.543 |
2.618 |
3.360 |
1.618 |
3.248 |
1.000 |
3.179 |
0.618 |
3.136 |
HIGH |
3.067 |
0.618 |
3.024 |
0.500 |
3.011 |
0.382 |
2.998 |
LOW |
2.955 |
0.618 |
2.886 |
1.000 |
2.843 |
1.618 |
2.774 |
2.618 |
2.662 |
4.250 |
2.479 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
3.011 |
3.136 |
PP |
3.000 |
3.083 |
S1 |
2.989 |
3.031 |
|