NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.980 |
3.005 |
0.025 |
0.8% |
3.301 |
| High |
2.986 |
3.027 |
0.041 |
1.4% |
3.316 |
| Low |
2.915 |
2.940 |
0.025 |
0.9% |
2.909 |
| Close |
2.937 |
2.978 |
0.041 |
1.4% |
2.937 |
| Range |
0.071 |
0.087 |
0.016 |
22.5% |
0.407 |
| ATR |
0.106 |
0.105 |
-0.001 |
-1.1% |
0.000 |
| Volume |
60,900 |
99,283 |
38,383 |
63.0% |
411,735 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.197 |
3.026 |
|
| R3 |
3.156 |
3.110 |
3.002 |
|
| R2 |
3.069 |
3.069 |
2.994 |
|
| R1 |
3.023 |
3.023 |
2.986 |
3.003 |
| PP |
2.982 |
2.982 |
2.982 |
2.971 |
| S1 |
2.936 |
2.936 |
2.970 |
2.916 |
| S2 |
2.895 |
2.895 |
2.962 |
|
| S3 |
2.808 |
2.849 |
2.954 |
|
| S4 |
2.721 |
2.762 |
2.930 |
|
|
| 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 |
3.194 |
2.909 |
0.285 |
9.6% |
0.106 |
3.6% |
24% |
False |
False |
87,008 |
| 10 |
3.490 |
2.909 |
0.581 |
19.5% |
0.129 |
4.3% |
12% |
False |
False |
88,492 |
| 20 |
3.675 |
2.909 |
0.766 |
25.7% |
0.105 |
3.5% |
9% |
False |
False |
72,712 |
| 40 |
3.675 |
2.909 |
0.766 |
25.7% |
0.092 |
3.1% |
9% |
False |
False |
58,390 |
| 60 |
3.675 |
2.909 |
0.766 |
25.7% |
0.085 |
2.9% |
9% |
False |
False |
49,833 |
| 80 |
3.675 |
2.909 |
0.766 |
25.7% |
0.082 |
2.8% |
9% |
False |
False |
43,838 |
| 100 |
3.675 |
2.909 |
0.766 |
25.7% |
0.082 |
2.7% |
9% |
False |
False |
39,231 |
| 120 |
3.675 |
2.895 |
0.780 |
26.2% |
0.078 |
2.6% |
11% |
False |
False |
36,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.397 |
|
2.618 |
3.255 |
|
1.618 |
3.168 |
|
1.000 |
3.114 |
|
0.618 |
3.081 |
|
HIGH |
3.027 |
|
0.618 |
2.994 |
|
0.500 |
2.984 |
|
0.382 |
2.973 |
|
LOW |
2.940 |
|
0.618 |
2.886 |
|
1.000 |
2.853 |
|
1.618 |
2.799 |
|
2.618 |
2.712 |
|
4.250 |
2.570 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.984 |
2.975 |
| PP |
2.982 |
2.971 |
| S1 |
2.980 |
2.968 |
|