NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.883 |
2.922 |
0.039 |
1.4% |
3.005 |
| High |
2.937 |
2.966 |
0.029 |
1.0% |
3.027 |
| Low |
2.844 |
2.854 |
0.010 |
0.4% |
2.722 |
| Close |
2.920 |
2.875 |
-0.045 |
-1.5% |
2.850 |
| Range |
0.093 |
0.112 |
0.019 |
20.4% |
0.305 |
| ATR |
0.119 |
0.118 |
0.000 |
-0.4% |
0.000 |
| Volume |
81,170 |
93,453 |
12,283 |
15.1% |
608,467 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.234 |
3.167 |
2.937 |
|
| R3 |
3.122 |
3.055 |
2.906 |
|
| R2 |
3.010 |
3.010 |
2.896 |
|
| R1 |
2.943 |
2.943 |
2.885 |
2.921 |
| PP |
2.898 |
2.898 |
2.898 |
2.887 |
| S1 |
2.831 |
2.831 |
2.865 |
2.809 |
| S2 |
2.786 |
2.786 |
2.854 |
|
| S3 |
2.674 |
2.719 |
2.844 |
|
| S4 |
2.562 |
2.607 |
2.813 |
|
|
| 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 |
2.765 |
0.223 |
7.8% |
0.108 |
3.8% |
49% |
False |
False |
99,616 |
| 10 |
3.027 |
2.722 |
0.305 |
10.6% |
0.126 |
4.4% |
50% |
False |
False |
105,032 |
| 20 |
3.564 |
2.722 |
0.842 |
29.3% |
0.128 |
4.5% |
18% |
False |
False |
94,004 |
| 40 |
3.675 |
2.722 |
0.953 |
33.1% |
0.105 |
3.6% |
16% |
False |
False |
73,344 |
| 60 |
3.675 |
2.722 |
0.953 |
33.1% |
0.094 |
3.3% |
16% |
False |
False |
60,743 |
| 80 |
3.675 |
2.722 |
0.953 |
33.1% |
0.090 |
3.1% |
16% |
False |
False |
53,233 |
| 100 |
3.675 |
2.722 |
0.953 |
33.1% |
0.087 |
3.0% |
16% |
False |
False |
46,443 |
| 120 |
3.675 |
2.722 |
0.953 |
33.1% |
0.083 |
2.9% |
16% |
False |
False |
42,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.442 |
|
2.618 |
3.259 |
|
1.618 |
3.147 |
|
1.000 |
3.078 |
|
0.618 |
3.035 |
|
HIGH |
2.966 |
|
0.618 |
2.923 |
|
0.500 |
2.910 |
|
0.382 |
2.897 |
|
LOW |
2.854 |
|
0.618 |
2.785 |
|
1.000 |
2.742 |
|
1.618 |
2.673 |
|
2.618 |
2.561 |
|
4.250 |
2.378 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.916 |
| PP |
2.898 |
2.902 |
| S1 |
2.887 |
2.889 |
|