NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.956 |
2.980 |
0.024 |
0.8% |
3.301 |
| High |
3.005 |
2.986 |
-0.019 |
-0.6% |
3.316 |
| Low |
2.909 |
2.915 |
0.006 |
0.2% |
2.909 |
| Close |
2.949 |
2.937 |
-0.012 |
-0.4% |
2.937 |
| Range |
0.096 |
0.071 |
-0.025 |
-26.0% |
0.407 |
| ATR |
0.108 |
0.106 |
-0.003 |
-2.5% |
0.000 |
| Volume |
82,857 |
60,900 |
-21,957 |
-26.5% |
411,735 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.119 |
2.976 |
|
| R3 |
3.088 |
3.048 |
2.957 |
|
| R2 |
3.017 |
3.017 |
2.950 |
|
| R1 |
2.977 |
2.977 |
2.944 |
2.962 |
| PP |
2.946 |
2.946 |
2.946 |
2.938 |
| S1 |
2.906 |
2.906 |
2.930 |
2.891 |
| S2 |
2.875 |
2.875 |
2.924 |
|
| S3 |
2.804 |
2.835 |
2.917 |
|
| S4 |
2.733 |
2.764 |
2.898 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.013 |
3.161 |
|
| R3 |
3.868 |
3.606 |
3.049 |
|
| R2 |
3.461 |
3.461 |
3.012 |
|
| R1 |
3.199 |
3.199 |
2.974 |
3.127 |
| PP |
3.054 |
3.054 |
3.054 |
3.018 |
| S1 |
2.792 |
2.792 |
2.900 |
2.720 |
| S2 |
2.647 |
2.647 |
2.862 |
|
| S3 |
2.240 |
2.385 |
2.825 |
|
| S4 |
1.833 |
1.978 |
2.713 |
|
|
| 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 |
13.9% |
0.122 |
4.2% |
7% |
False |
False |
82,347 |
| 10 |
3.539 |
2.909 |
0.630 |
21.5% |
0.129 |
4.4% |
4% |
False |
False |
83,933 |
| 20 |
3.675 |
2.909 |
0.766 |
26.1% |
0.106 |
3.6% |
4% |
False |
False |
72,205 |
| 40 |
3.675 |
2.909 |
0.766 |
26.1% |
0.092 |
3.1% |
4% |
False |
False |
57,416 |
| 60 |
3.675 |
2.909 |
0.766 |
26.1% |
0.085 |
2.9% |
4% |
False |
False |
48,607 |
| 80 |
3.675 |
2.909 |
0.766 |
26.1% |
0.082 |
2.8% |
4% |
False |
False |
42,793 |
| 100 |
3.675 |
2.909 |
0.766 |
26.1% |
0.081 |
2.8% |
4% |
False |
False |
38,489 |
| 120 |
3.675 |
2.895 |
0.780 |
26.6% |
0.078 |
2.6% |
5% |
False |
False |
35,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.288 |
|
2.618 |
3.172 |
|
1.618 |
3.101 |
|
1.000 |
3.057 |
|
0.618 |
3.030 |
|
HIGH |
2.986 |
|
0.618 |
2.959 |
|
0.500 |
2.951 |
|
0.382 |
2.942 |
|
LOW |
2.915 |
|
0.618 |
2.871 |
|
1.000 |
2.844 |
|
1.618 |
2.800 |
|
2.618 |
2.729 |
|
4.250 |
2.613 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.951 |
2.988 |
| PP |
2.946 |
2.971 |
| S1 |
2.942 |
2.954 |
|