NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.047 |
2.956 |
-0.091 |
-3.0% |
3.532 |
| High |
3.067 |
3.005 |
-0.062 |
-2.0% |
3.539 |
| Low |
2.955 |
2.909 |
-0.046 |
-1.6% |
3.119 |
| Close |
2.978 |
2.949 |
-0.029 |
-1.0% |
3.263 |
| Range |
0.112 |
0.096 |
-0.016 |
-14.3% |
0.420 |
| ATR |
0.109 |
0.108 |
-0.001 |
-0.9% |
0.000 |
| Volume |
97,062 |
82,857 |
-14,205 |
-14.6% |
427,602 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.242 |
3.192 |
3.002 |
|
| R3 |
3.146 |
3.096 |
2.975 |
|
| R2 |
3.050 |
3.050 |
2.967 |
|
| R1 |
3.000 |
3.000 |
2.958 |
2.977 |
| PP |
2.954 |
2.954 |
2.954 |
2.943 |
| S1 |
2.904 |
2.904 |
2.940 |
2.881 |
| S2 |
2.858 |
2.858 |
2.931 |
|
| S3 |
2.762 |
2.808 |
2.923 |
|
| S4 |
2.666 |
2.712 |
2.896 |
|
|
| 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 |
2.909 |
0.407 |
13.8% |
0.128 |
4.3% |
10% |
False |
True |
86,154 |
| 10 |
3.564 |
2.909 |
0.655 |
22.2% |
0.131 |
4.4% |
6% |
False |
True |
82,975 |
| 20 |
3.675 |
2.909 |
0.766 |
26.0% |
0.109 |
3.7% |
5% |
False |
True |
74,517 |
| 40 |
3.675 |
2.909 |
0.766 |
26.0% |
0.091 |
3.1% |
5% |
False |
True |
56,751 |
| 60 |
3.675 |
2.909 |
0.766 |
26.0% |
0.085 |
2.9% |
5% |
False |
True |
48,325 |
| 80 |
3.675 |
2.909 |
0.766 |
26.0% |
0.082 |
2.8% |
5% |
False |
True |
42,268 |
| 100 |
3.675 |
2.909 |
0.766 |
26.0% |
0.081 |
2.7% |
5% |
False |
True |
38,057 |
| 120 |
3.675 |
2.895 |
0.780 |
26.4% |
0.077 |
2.6% |
7% |
False |
False |
35,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.413 |
|
2.618 |
3.256 |
|
1.618 |
3.160 |
|
1.000 |
3.101 |
|
0.618 |
3.064 |
|
HIGH |
3.005 |
|
0.618 |
2.968 |
|
0.500 |
2.957 |
|
0.382 |
2.946 |
|
LOW |
2.909 |
|
0.618 |
2.850 |
|
1.000 |
2.813 |
|
1.618 |
2.754 |
|
2.618 |
2.658 |
|
4.250 |
2.501 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.957 |
3.052 |
| PP |
2.954 |
3.017 |
| S1 |
2.952 |
2.983 |
|