NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.325 |
3.348 |
0.023 |
0.7% |
3.044 |
| High |
3.365 |
3.547 |
0.182 |
5.4% |
3.223 |
| Low |
3.285 |
3.316 |
0.031 |
0.9% |
3.028 |
| Close |
3.352 |
3.505 |
0.153 |
4.6% |
3.202 |
| Range |
0.080 |
0.231 |
0.151 |
188.8% |
0.195 |
| ATR |
0.115 |
0.124 |
0.008 |
7.2% |
0.000 |
| Volume |
168,555 |
210,764 |
42,209 |
25.0% |
403,141 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.149 |
4.058 |
3.632 |
|
| R3 |
3.918 |
3.827 |
3.569 |
|
| R2 |
3.687 |
3.687 |
3.547 |
|
| R1 |
3.596 |
3.596 |
3.526 |
3.642 |
| PP |
3.456 |
3.456 |
3.456 |
3.479 |
| S1 |
3.365 |
3.365 |
3.484 |
3.411 |
| S2 |
3.225 |
3.225 |
3.463 |
|
| S3 |
2.994 |
3.134 |
3.441 |
|
| S4 |
2.763 |
2.903 |
3.378 |
|
|
| 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 |
3.547 |
3.115 |
0.432 |
12.3% |
0.122 |
3.5% |
90% |
True |
False |
158,529 |
| 10 |
3.547 |
2.854 |
0.693 |
19.8% |
0.115 |
3.3% |
94% |
True |
False |
129,933 |
| 20 |
3.547 |
2.722 |
0.825 |
23.5% |
0.120 |
3.4% |
95% |
True |
False |
116,953 |
| 40 |
3.675 |
2.722 |
0.953 |
27.2% |
0.114 |
3.3% |
82% |
False |
False |
95,067 |
| 60 |
3.675 |
2.722 |
0.953 |
27.2% |
0.101 |
2.9% |
82% |
False |
False |
76,258 |
| 80 |
3.675 |
2.722 |
0.953 |
27.2% |
0.093 |
2.7% |
82% |
False |
False |
64,895 |
| 100 |
3.675 |
2.722 |
0.953 |
27.2% |
0.089 |
2.5% |
82% |
False |
False |
56,559 |
| 120 |
3.675 |
2.722 |
0.953 |
27.2% |
0.087 |
2.5% |
82% |
False |
False |
50,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.529 |
|
2.618 |
4.152 |
|
1.618 |
3.921 |
|
1.000 |
3.778 |
|
0.618 |
3.690 |
|
HIGH |
3.547 |
|
0.618 |
3.459 |
|
0.500 |
3.432 |
|
0.382 |
3.404 |
|
LOW |
3.316 |
|
0.618 |
3.173 |
|
1.000 |
3.085 |
|
1.618 |
2.942 |
|
2.618 |
2.711 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.481 |
3.474 |
| PP |
3.456 |
3.443 |
| S1 |
3.432 |
3.412 |
|