NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.005 |
2.993 |
-0.012 |
-0.4% |
3.301 |
| High |
3.027 |
3.012 |
-0.015 |
-0.5% |
3.316 |
| Low |
2.940 |
2.779 |
-0.161 |
-5.5% |
2.909 |
| Close |
2.978 |
2.810 |
-0.168 |
-5.6% |
2.937 |
| Range |
0.087 |
0.233 |
0.146 |
167.8% |
0.407 |
| ATR |
0.105 |
0.114 |
0.009 |
8.8% |
0.000 |
| Volume |
99,283 |
141,007 |
41,724 |
42.0% |
411,735 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.566 |
3.421 |
2.938 |
|
| R3 |
3.333 |
3.188 |
2.874 |
|
| R2 |
3.100 |
3.100 |
2.853 |
|
| R1 |
2.955 |
2.955 |
2.831 |
2.911 |
| PP |
2.867 |
2.867 |
2.867 |
2.845 |
| S1 |
2.722 |
2.722 |
2.789 |
2.678 |
| S2 |
2.634 |
2.634 |
2.767 |
|
| S3 |
2.401 |
2.489 |
2.746 |
|
| S4 |
2.168 |
2.256 |
2.682 |
|
|
| 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 |
3.067 |
2.779 |
0.288 |
10.2% |
0.120 |
4.3% |
11% |
False |
True |
96,221 |
| 10 |
3.316 |
2.779 |
0.537 |
19.1% |
0.131 |
4.7% |
6% |
False |
True |
93,043 |
| 20 |
3.675 |
2.779 |
0.896 |
31.9% |
0.113 |
4.0% |
3% |
False |
True |
76,228 |
| 40 |
3.675 |
2.779 |
0.896 |
31.9% |
0.096 |
3.4% |
3% |
False |
True |
60,888 |
| 60 |
3.675 |
2.779 |
0.896 |
31.9% |
0.088 |
3.1% |
3% |
False |
True |
51,926 |
| 80 |
3.675 |
2.779 |
0.896 |
31.9% |
0.084 |
3.0% |
3% |
False |
True |
45,478 |
| 100 |
3.675 |
2.779 |
0.896 |
31.9% |
0.083 |
3.0% |
3% |
False |
True |
40,494 |
| 120 |
3.675 |
2.779 |
0.896 |
31.9% |
0.079 |
2.8% |
3% |
False |
True |
37,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.002 |
|
2.618 |
3.622 |
|
1.618 |
3.389 |
|
1.000 |
3.245 |
|
0.618 |
3.156 |
|
HIGH |
3.012 |
|
0.618 |
2.923 |
|
0.500 |
2.896 |
|
0.382 |
2.868 |
|
LOW |
2.779 |
|
0.618 |
2.635 |
|
1.000 |
2.546 |
|
1.618 |
2.402 |
|
2.618 |
2.169 |
|
4.250 |
1.789 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.896 |
2.903 |
| PP |
2.867 |
2.872 |
| S1 |
2.839 |
2.841 |
|