NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.926 |
2.883 |
-0.043 |
-1.5% |
3.005 |
| High |
2.988 |
2.937 |
-0.051 |
-1.7% |
3.027 |
| Low |
2.871 |
2.844 |
-0.027 |
-0.9% |
2.722 |
| Close |
2.885 |
2.920 |
0.035 |
1.2% |
2.850 |
| Range |
0.117 |
0.093 |
-0.024 |
-20.5% |
0.305 |
| ATR |
0.121 |
0.119 |
-0.002 |
-1.6% |
0.000 |
| Volume |
103,061 |
81,170 |
-21,891 |
-21.2% |
608,467 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.179 |
3.143 |
2.971 |
|
| R3 |
3.086 |
3.050 |
2.946 |
|
| R2 |
2.993 |
2.993 |
2.937 |
|
| R1 |
2.957 |
2.957 |
2.929 |
2.975 |
| PP |
2.900 |
2.900 |
2.900 |
2.910 |
| S1 |
2.864 |
2.864 |
2.911 |
2.882 |
| S2 |
2.807 |
2.807 |
2.903 |
|
| S3 |
2.714 |
2.771 |
2.894 |
|
| S4 |
2.621 |
2.678 |
2.869 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.781 |
3.621 |
3.018 |
|
| R3 |
3.476 |
3.316 |
2.934 |
|
| R2 |
3.171 |
3.171 |
2.906 |
|
| R1 |
3.011 |
3.011 |
2.878 |
2.939 |
| PP |
2.866 |
2.866 |
2.866 |
2.830 |
| S1 |
2.706 |
2.706 |
2.822 |
2.634 |
| S2 |
2.561 |
2.561 |
2.794 |
|
| S3 |
2.256 |
2.401 |
2.766 |
|
| S4 |
1.951 |
2.096 |
2.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.988 |
2.749 |
0.239 |
8.2% |
0.115 |
3.9% |
72% |
False |
False |
103,429 |
| 10 |
3.027 |
2.722 |
0.305 |
10.4% |
0.125 |
4.3% |
65% |
False |
False |
103,972 |
| 20 |
3.604 |
2.722 |
0.882 |
30.2% |
0.127 |
4.3% |
22% |
False |
False |
91,687 |
| 40 |
3.675 |
2.722 |
0.953 |
32.6% |
0.104 |
3.6% |
21% |
False |
False |
71,950 |
| 60 |
3.675 |
2.722 |
0.953 |
32.6% |
0.094 |
3.2% |
21% |
False |
False |
59,602 |
| 80 |
3.675 |
2.722 |
0.953 |
32.6% |
0.089 |
3.0% |
21% |
False |
False |
52,296 |
| 100 |
3.675 |
2.722 |
0.953 |
32.6% |
0.087 |
3.0% |
21% |
False |
False |
45,839 |
| 120 |
3.675 |
2.722 |
0.953 |
32.6% |
0.083 |
2.8% |
21% |
False |
False |
42,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.332 |
|
2.618 |
3.180 |
|
1.618 |
3.087 |
|
1.000 |
3.030 |
|
0.618 |
2.994 |
|
HIGH |
2.937 |
|
0.618 |
2.901 |
|
0.500 |
2.891 |
|
0.382 |
2.880 |
|
LOW |
2.844 |
|
0.618 |
2.787 |
|
1.000 |
2.751 |
|
1.618 |
2.694 |
|
2.618 |
2.601 |
|
4.250 |
2.449 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.919 |
| PP |
2.900 |
2.917 |
| S1 |
2.891 |
2.916 |
|