NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.872 |
3.044 |
0.172 |
6.0% |
2.900 |
| High |
2.993 |
3.099 |
0.106 |
3.5% |
2.993 |
| Low |
2.865 |
3.028 |
0.163 |
5.7% |
2.844 |
| Close |
2.980 |
3.077 |
0.097 |
3.3% |
2.980 |
| Range |
0.128 |
0.071 |
-0.057 |
-44.5% |
0.149 |
| ATR |
0.119 |
0.119 |
0.000 |
0.0% |
0.000 |
| Volume |
86,556 |
89,590 |
3,034 |
3.5% |
467,511 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.281 |
3.250 |
3.116 |
|
| R3 |
3.210 |
3.179 |
3.097 |
|
| R2 |
3.139 |
3.139 |
3.090 |
|
| R1 |
3.108 |
3.108 |
3.084 |
3.124 |
| PP |
3.068 |
3.068 |
3.068 |
3.076 |
| S1 |
3.037 |
3.037 |
3.070 |
3.053 |
| S2 |
2.997 |
2.997 |
3.064 |
|
| S3 |
2.926 |
2.966 |
3.057 |
|
| S4 |
2.855 |
2.895 |
3.038 |
|
|
| 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 |
3.099 |
2.844 |
0.255 |
8.3% |
0.104 |
3.4% |
91% |
True |
False |
90,766 |
| 10 |
3.099 |
2.722 |
0.377 |
12.3% |
0.130 |
4.2% |
94% |
True |
False |
106,628 |
| 20 |
3.490 |
2.722 |
0.768 |
25.0% |
0.129 |
4.2% |
46% |
False |
False |
97,560 |
| 40 |
3.675 |
2.722 |
0.953 |
31.0% |
0.106 |
3.4% |
37% |
False |
False |
76,380 |
| 60 |
3.675 |
2.722 |
0.953 |
31.0% |
0.095 |
3.1% |
37% |
False |
False |
62,737 |
| 80 |
3.675 |
2.722 |
0.953 |
31.0% |
0.089 |
2.9% |
37% |
False |
False |
54,588 |
| 100 |
3.675 |
2.722 |
0.953 |
31.0% |
0.087 |
2.8% |
37% |
False |
False |
47,694 |
| 120 |
3.675 |
2.722 |
0.953 |
31.0% |
0.084 |
2.7% |
37% |
False |
False |
43,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.401 |
|
2.618 |
3.285 |
|
1.618 |
3.214 |
|
1.000 |
3.170 |
|
0.618 |
3.143 |
|
HIGH |
3.099 |
|
0.618 |
3.072 |
|
0.500 |
3.064 |
|
0.382 |
3.055 |
|
LOW |
3.028 |
|
0.618 |
2.984 |
|
1.000 |
2.957 |
|
1.618 |
2.913 |
|
2.618 |
2.842 |
|
4.250 |
2.726 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.073 |
3.044 |
| PP |
3.068 |
3.010 |
| S1 |
3.064 |
2.977 |
|