NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.793 |
2.860 |
0.067 |
2.4% |
3.301 |
| High |
2.906 |
2.895 |
-0.011 |
-0.4% |
3.316 |
| Low |
2.722 |
2.749 |
0.027 |
1.0% |
2.909 |
| Close |
2.859 |
2.811 |
-0.048 |
-1.7% |
2.937 |
| Range |
0.184 |
0.146 |
-0.038 |
-20.7% |
0.407 |
| ATR |
0.119 |
0.121 |
0.002 |
1.6% |
0.000 |
| Volume |
138,532 |
112,519 |
-26,013 |
-18.8% |
411,735 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.256 |
3.180 |
2.891 |
|
| R3 |
3.110 |
3.034 |
2.851 |
|
| R2 |
2.964 |
2.964 |
2.838 |
|
| R1 |
2.888 |
2.888 |
2.824 |
2.853 |
| PP |
2.818 |
2.818 |
2.818 |
2.801 |
| S1 |
2.742 |
2.742 |
2.798 |
2.707 |
| S2 |
2.672 |
2.672 |
2.784 |
|
| S3 |
2.526 |
2.596 |
2.771 |
|
| S4 |
2.380 |
2.450 |
2.731 |
|
|
| 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 |
10.9% |
0.144 |
5.1% |
29% |
False |
False |
110,448 |
| 10 |
3.316 |
2.722 |
0.594 |
21.1% |
0.136 |
4.8% |
15% |
False |
False |
98,301 |
| 20 |
3.675 |
2.722 |
0.953 |
33.9% |
0.118 |
4.2% |
9% |
False |
False |
81,140 |
| 40 |
3.675 |
2.722 |
0.953 |
33.9% |
0.100 |
3.6% |
9% |
False |
False |
65,491 |
| 60 |
3.675 |
2.722 |
0.953 |
33.9% |
0.092 |
3.3% |
9% |
False |
False |
55,481 |
| 80 |
3.675 |
2.722 |
0.953 |
33.9% |
0.087 |
3.1% |
9% |
False |
False |
48,197 |
| 100 |
3.675 |
2.722 |
0.953 |
33.9% |
0.085 |
3.0% |
9% |
False |
False |
42,510 |
| 120 |
3.675 |
2.722 |
0.953 |
33.9% |
0.081 |
2.9% |
9% |
False |
False |
39,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.516 |
|
2.618 |
3.277 |
|
1.618 |
3.131 |
|
1.000 |
3.041 |
|
0.618 |
2.985 |
|
HIGH |
2.895 |
|
0.618 |
2.839 |
|
0.500 |
2.822 |
|
0.382 |
2.805 |
|
LOW |
2.749 |
|
0.618 |
2.659 |
|
1.000 |
2.603 |
|
1.618 |
2.513 |
|
2.618 |
2.367 |
|
4.250 |
2.129 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.822 |
2.867 |
| PP |
2.818 |
2.848 |
| S1 |
2.815 |
2.830 |
|