NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.080 |
3.067 |
-0.013 |
-0.4% |
2.900 |
| High |
3.136 |
3.179 |
0.043 |
1.4% |
2.993 |
| Low |
3.045 |
3.036 |
-0.009 |
-0.3% |
2.844 |
| Close |
3.100 |
3.147 |
0.047 |
1.5% |
2.980 |
| Range |
0.091 |
0.143 |
0.052 |
57.1% |
0.149 |
| ATR |
0.117 |
0.119 |
0.002 |
1.6% |
0.000 |
| Volume |
112,533 |
124,555 |
12,022 |
10.7% |
467,511 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.550 |
3.491 |
3.226 |
|
| R3 |
3.407 |
3.348 |
3.186 |
|
| R2 |
3.264 |
3.264 |
3.173 |
|
| R1 |
3.205 |
3.205 |
3.160 |
3.235 |
| PP |
3.121 |
3.121 |
3.121 |
3.135 |
| S1 |
3.062 |
3.062 |
3.134 |
3.092 |
| S2 |
2.978 |
2.978 |
3.121 |
|
| S3 |
2.835 |
2.919 |
3.108 |
|
| S4 |
2.692 |
2.776 |
3.068 |
|
|
| 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 |
3.179 |
2.854 |
0.325 |
10.3% |
0.109 |
3.5% |
90% |
True |
False |
101,337 |
| 10 |
3.179 |
2.749 |
0.430 |
13.7% |
0.112 |
3.6% |
93% |
True |
False |
102,383 |
| 20 |
3.316 |
2.722 |
0.594 |
18.9% |
0.122 |
3.9% |
72% |
False |
False |
98,601 |
| 40 |
3.675 |
2.722 |
0.953 |
30.3% |
0.109 |
3.5% |
45% |
False |
False |
80,164 |
| 60 |
3.675 |
2.722 |
0.953 |
30.3% |
0.096 |
3.0% |
45% |
False |
False |
65,735 |
| 80 |
3.675 |
2.722 |
0.953 |
30.3% |
0.090 |
2.9% |
45% |
False |
False |
56,889 |
| 100 |
3.675 |
2.722 |
0.953 |
30.3% |
0.087 |
2.8% |
45% |
False |
False |
49,593 |
| 120 |
3.675 |
2.722 |
0.953 |
30.3% |
0.085 |
2.7% |
45% |
False |
False |
45,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.787 |
|
2.618 |
3.553 |
|
1.618 |
3.410 |
|
1.000 |
3.322 |
|
0.618 |
3.267 |
|
HIGH |
3.179 |
|
0.618 |
3.124 |
|
0.500 |
3.108 |
|
0.382 |
3.091 |
|
LOW |
3.036 |
|
0.618 |
2.948 |
|
1.000 |
2.893 |
|
1.618 |
2.805 |
|
2.618 |
2.662 |
|
4.250 |
2.428 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.134 |
3.133 |
| PP |
3.121 |
3.118 |
| S1 |
3.108 |
3.104 |
|