NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.993 |
2.793 |
-0.200 |
-6.7% |
3.301 |
| High |
3.012 |
2.906 |
-0.106 |
-3.5% |
3.316 |
| Low |
2.779 |
2.722 |
-0.057 |
-2.1% |
2.909 |
| Close |
2.810 |
2.859 |
0.049 |
1.7% |
2.937 |
| Range |
0.233 |
0.184 |
-0.049 |
-21.0% |
0.407 |
| ATR |
0.114 |
0.119 |
0.005 |
4.4% |
0.000 |
| Volume |
141,007 |
138,532 |
-2,475 |
-1.8% |
411,735 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.381 |
3.304 |
2.960 |
|
| R3 |
3.197 |
3.120 |
2.910 |
|
| R2 |
3.013 |
3.013 |
2.893 |
|
| R1 |
2.936 |
2.936 |
2.876 |
2.975 |
| PP |
2.829 |
2.829 |
2.829 |
2.848 |
| S1 |
2.752 |
2.752 |
2.842 |
2.791 |
| S2 |
2.645 |
2.645 |
2.825 |
|
| S3 |
2.461 |
2.568 |
2.808 |
|
| S4 |
2.277 |
2.384 |
2.758 |
|
|
| 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 |
3.027 |
2.722 |
0.305 |
10.7% |
0.134 |
4.7% |
45% |
False |
True |
104,515 |
| 10 |
3.316 |
2.722 |
0.594 |
20.8% |
0.131 |
4.6% |
23% |
False |
True |
94,819 |
| 20 |
3.675 |
2.722 |
0.953 |
33.3% |
0.119 |
4.2% |
14% |
False |
True |
79,830 |
| 40 |
3.675 |
2.722 |
0.953 |
33.3% |
0.098 |
3.4% |
14% |
False |
True |
63,418 |
| 60 |
3.675 |
2.722 |
0.953 |
33.3% |
0.091 |
3.2% |
14% |
False |
True |
53,974 |
| 80 |
3.675 |
2.722 |
0.953 |
33.3% |
0.086 |
3.0% |
14% |
False |
True |
47,052 |
| 100 |
3.675 |
2.722 |
0.953 |
33.3% |
0.085 |
3.0% |
14% |
False |
True |
41,615 |
| 120 |
3.675 |
2.722 |
0.953 |
33.3% |
0.080 |
2.8% |
14% |
False |
True |
38,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.688 |
|
2.618 |
3.388 |
|
1.618 |
3.204 |
|
1.000 |
3.090 |
|
0.618 |
3.020 |
|
HIGH |
2.906 |
|
0.618 |
2.836 |
|
0.500 |
2.814 |
|
0.382 |
2.792 |
|
LOW |
2.722 |
|
0.618 |
2.608 |
|
1.000 |
2.538 |
|
1.618 |
2.424 |
|
2.618 |
2.240 |
|
4.250 |
1.940 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.844 |
2.875 |
| PP |
2.829 |
2.869 |
| S1 |
2.814 |
2.864 |
|