NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.359 |
3.325 |
-0.034 |
-1.0% |
3.044 |
| High |
3.367 |
3.365 |
-0.002 |
-0.1% |
3.223 |
| Low |
3.277 |
3.285 |
0.008 |
0.2% |
3.028 |
| Close |
3.315 |
3.352 |
0.037 |
1.1% |
3.202 |
| Range |
0.090 |
0.080 |
-0.010 |
-11.1% |
0.195 |
| ATR |
0.118 |
0.115 |
-0.003 |
-2.3% |
0.000 |
| Volume |
163,396 |
168,555 |
5,159 |
3.2% |
403,141 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.574 |
3.543 |
3.396 |
|
| R3 |
3.494 |
3.463 |
3.374 |
|
| R2 |
3.414 |
3.414 |
3.367 |
|
| R1 |
3.383 |
3.383 |
3.359 |
3.399 |
| PP |
3.334 |
3.334 |
3.334 |
3.342 |
| S1 |
3.303 |
3.303 |
3.345 |
3.319 |
| S2 |
3.254 |
3.254 |
3.337 |
|
| S3 |
3.174 |
3.223 |
3.330 |
|
| S4 |
3.094 |
3.143 |
3.308 |
|
|
| 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 |
3.367 |
3.036 |
0.331 |
9.9% |
0.104 |
3.1% |
95% |
False |
False |
141,287 |
| 10 |
3.367 |
2.844 |
0.523 |
15.6% |
0.102 |
3.0% |
97% |
False |
False |
116,974 |
| 20 |
3.367 |
2.722 |
0.645 |
19.2% |
0.114 |
3.4% |
98% |
False |
False |
111,267 |
| 40 |
3.675 |
2.722 |
0.953 |
28.4% |
0.112 |
3.3% |
66% |
False |
False |
90,889 |
| 60 |
3.675 |
2.722 |
0.953 |
28.4% |
0.098 |
2.9% |
66% |
False |
False |
73,326 |
| 80 |
3.675 |
2.722 |
0.953 |
28.4% |
0.091 |
2.7% |
66% |
False |
False |
62,722 |
| 100 |
3.675 |
2.722 |
0.953 |
28.4% |
0.087 |
2.6% |
66% |
False |
False |
54,658 |
| 120 |
3.675 |
2.722 |
0.953 |
28.4% |
0.086 |
2.6% |
66% |
False |
False |
49,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.705 |
|
2.618 |
3.574 |
|
1.618 |
3.494 |
|
1.000 |
3.445 |
|
0.618 |
3.414 |
|
HIGH |
3.365 |
|
0.618 |
3.334 |
|
0.500 |
3.325 |
|
0.382 |
3.316 |
|
LOW |
3.285 |
|
0.618 |
3.236 |
|
1.000 |
3.205 |
|
1.618 |
3.156 |
|
2.618 |
3.076 |
|
4.250 |
2.945 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.343 |
3.338 |
| PP |
3.334 |
3.323 |
| S1 |
3.325 |
3.309 |
|