NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.067 |
3.140 |
0.073 |
2.4% |
3.044 |
| High |
3.179 |
3.223 |
0.044 |
1.4% |
3.223 |
| Low |
3.036 |
3.115 |
0.079 |
2.6% |
3.028 |
| Close |
3.147 |
3.202 |
0.055 |
1.7% |
3.202 |
| Range |
0.143 |
0.108 |
-0.035 |
-24.5% |
0.195 |
| ATR |
0.119 |
0.118 |
-0.001 |
-0.6% |
0.000 |
| Volume |
124,555 |
76,463 |
-48,092 |
-38.6% |
403,141 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.504 |
3.461 |
3.261 |
|
| R3 |
3.396 |
3.353 |
3.232 |
|
| R2 |
3.288 |
3.288 |
3.222 |
|
| R1 |
3.245 |
3.245 |
3.212 |
3.267 |
| PP |
3.180 |
3.180 |
3.180 |
3.191 |
| S1 |
3.137 |
3.137 |
3.192 |
3.159 |
| S2 |
3.072 |
3.072 |
3.182 |
|
| S3 |
2.964 |
3.029 |
3.172 |
|
| S4 |
2.856 |
2.921 |
3.143 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.736 |
3.664 |
3.309 |
|
| R3 |
3.541 |
3.469 |
3.256 |
|
| R2 |
3.346 |
3.346 |
3.238 |
|
| R1 |
3.274 |
3.274 |
3.220 |
3.310 |
| PP |
3.151 |
3.151 |
3.151 |
3.169 |
| S1 |
3.079 |
3.079 |
3.184 |
3.115 |
| S2 |
2.956 |
2.956 |
3.166 |
|
| S3 |
2.761 |
2.884 |
3.148 |
|
| S4 |
2.566 |
2.689 |
3.095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.223 |
2.865 |
0.358 |
11.2% |
0.108 |
3.4% |
94% |
True |
False |
97,939 |
| 10 |
3.223 |
2.765 |
0.458 |
14.3% |
0.108 |
3.4% |
95% |
True |
False |
98,777 |
| 20 |
3.316 |
2.722 |
0.594 |
18.6% |
0.122 |
3.8% |
81% |
False |
False |
98,539 |
| 40 |
3.675 |
2.722 |
0.953 |
29.8% |
0.110 |
3.4% |
50% |
False |
False |
81,264 |
| 60 |
3.675 |
2.722 |
0.953 |
29.8% |
0.096 |
3.0% |
50% |
False |
False |
66,488 |
| 80 |
3.675 |
2.722 |
0.953 |
29.8% |
0.090 |
2.8% |
50% |
False |
False |
57,435 |
| 100 |
3.675 |
2.722 |
0.953 |
29.8% |
0.087 |
2.7% |
50% |
False |
False |
50,167 |
| 120 |
3.675 |
2.722 |
0.953 |
29.8% |
0.085 |
2.7% |
50% |
False |
False |
45,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.682 |
|
2.618 |
3.506 |
|
1.618 |
3.398 |
|
1.000 |
3.331 |
|
0.618 |
3.290 |
|
HIGH |
3.223 |
|
0.618 |
3.182 |
|
0.500 |
3.169 |
|
0.382 |
3.156 |
|
LOW |
3.115 |
|
0.618 |
3.048 |
|
1.000 |
3.007 |
|
1.618 |
2.940 |
|
2.618 |
2.832 |
|
4.250 |
2.656 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.191 |
3.178 |
| PP |
3.180 |
3.154 |
| S1 |
3.169 |
3.130 |
|