NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.922 |
2.872 |
-0.050 |
-1.7% |
2.900 |
| High |
2.966 |
2.993 |
0.027 |
0.9% |
2.993 |
| Low |
2.854 |
2.865 |
0.011 |
0.4% |
2.844 |
| Close |
2.875 |
2.980 |
0.105 |
3.7% |
2.980 |
| Range |
0.112 |
0.128 |
0.016 |
14.3% |
0.149 |
| ATR |
0.118 |
0.119 |
0.001 |
0.6% |
0.000 |
| Volume |
93,453 |
86,556 |
-6,897 |
-7.4% |
467,511 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.330 |
3.283 |
3.050 |
|
| R3 |
3.202 |
3.155 |
3.015 |
|
| R2 |
3.074 |
3.074 |
3.003 |
|
| R1 |
3.027 |
3.027 |
2.992 |
3.051 |
| PP |
2.946 |
2.946 |
2.946 |
2.958 |
| S1 |
2.899 |
2.899 |
2.968 |
2.923 |
| S2 |
2.818 |
2.818 |
2.957 |
|
| S3 |
2.690 |
2.771 |
2.945 |
|
| S4 |
2.562 |
2.643 |
2.910 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.386 |
3.332 |
3.062 |
|
| R3 |
3.237 |
3.183 |
3.021 |
|
| R2 |
3.088 |
3.088 |
3.007 |
|
| R1 |
3.034 |
3.034 |
2.994 |
3.061 |
| PP |
2.939 |
2.939 |
2.939 |
2.953 |
| S1 |
2.885 |
2.885 |
2.966 |
2.912 |
| S2 |
2.790 |
2.790 |
2.953 |
|
| S3 |
2.641 |
2.736 |
2.939 |
|
| S4 |
2.492 |
2.587 |
2.898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.993 |
2.844 |
0.149 |
5.0% |
0.107 |
3.6% |
91% |
True |
False |
93,502 |
| 10 |
3.027 |
2.722 |
0.305 |
10.2% |
0.132 |
4.4% |
85% |
False |
False |
107,597 |
| 20 |
3.539 |
2.722 |
0.817 |
27.4% |
0.131 |
4.4% |
32% |
False |
False |
95,765 |
| 40 |
3.675 |
2.722 |
0.953 |
32.0% |
0.106 |
3.5% |
27% |
False |
False |
74,871 |
| 60 |
3.675 |
2.722 |
0.953 |
32.0% |
0.095 |
3.2% |
27% |
False |
False |
61,707 |
| 80 |
3.675 |
2.722 |
0.953 |
32.0% |
0.089 |
3.0% |
27% |
False |
False |
53,785 |
| 100 |
3.675 |
2.722 |
0.953 |
32.0% |
0.087 |
2.9% |
27% |
False |
False |
47,029 |
| 120 |
3.675 |
2.722 |
0.953 |
32.0% |
0.084 |
2.8% |
27% |
False |
False |
43,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.537 |
|
2.618 |
3.328 |
|
1.618 |
3.200 |
|
1.000 |
3.121 |
|
0.618 |
3.072 |
|
HIGH |
2.993 |
|
0.618 |
2.944 |
|
0.500 |
2.929 |
|
0.382 |
2.914 |
|
LOW |
2.865 |
|
0.618 |
2.786 |
|
1.000 |
2.737 |
|
1.618 |
2.658 |
|
2.618 |
2.530 |
|
4.250 |
2.321 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.963 |
2.960 |
| PP |
2.946 |
2.939 |
| S1 |
2.929 |
2.919 |
|