NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3.348 |
3.539 |
0.191 |
5.7% |
3.255 |
| High |
3.547 |
3.568 |
0.021 |
0.6% |
3.568 |
| Low |
3.316 |
3.378 |
0.062 |
1.9% |
3.251 |
| Close |
3.505 |
3.436 |
-0.069 |
-2.0% |
3.436 |
| Range |
0.231 |
0.190 |
-0.041 |
-17.7% |
0.317 |
| ATR |
0.124 |
0.128 |
0.005 |
3.8% |
0.000 |
| Volume |
210,764 |
168,563 |
-42,201 |
-20.0% |
884,747 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.031 |
3.923 |
3.541 |
|
| R3 |
3.841 |
3.733 |
3.488 |
|
| R2 |
3.651 |
3.651 |
3.471 |
|
| R1 |
3.543 |
3.543 |
3.453 |
3.502 |
| PP |
3.461 |
3.461 |
3.461 |
3.440 |
| S1 |
3.353 |
3.353 |
3.419 |
3.312 |
| S2 |
3.271 |
3.271 |
3.401 |
|
| S3 |
3.081 |
3.163 |
3.384 |
|
| S4 |
2.891 |
2.973 |
3.332 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.369 |
4.220 |
3.610 |
|
| R3 |
4.052 |
3.903 |
3.523 |
|
| R2 |
3.735 |
3.735 |
3.494 |
|
| R1 |
3.586 |
3.586 |
3.465 |
3.661 |
| PP |
3.418 |
3.418 |
3.418 |
3.456 |
| S1 |
3.269 |
3.269 |
3.407 |
3.344 |
| S2 |
3.101 |
3.101 |
3.378 |
|
| S3 |
2.784 |
2.952 |
3.349 |
|
| S4 |
2.467 |
2.635 |
3.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.568 |
3.251 |
0.317 |
9.2% |
0.138 |
4.0% |
58% |
True |
False |
176,949 |
| 10 |
3.568 |
2.865 |
0.703 |
20.5% |
0.123 |
3.6% |
81% |
True |
False |
137,444 |
| 20 |
3.568 |
2.722 |
0.846 |
24.6% |
0.125 |
3.6% |
84% |
True |
False |
121,238 |
| 40 |
3.675 |
2.722 |
0.953 |
27.7% |
0.117 |
3.4% |
75% |
False |
False |
97,878 |
| 60 |
3.675 |
2.722 |
0.953 |
27.7% |
0.102 |
3.0% |
75% |
False |
False |
78,246 |
| 80 |
3.675 |
2.722 |
0.953 |
27.7% |
0.095 |
2.8% |
75% |
False |
False |
66,553 |
| 100 |
3.675 |
2.722 |
0.953 |
27.7% |
0.090 |
2.6% |
75% |
False |
False |
58,062 |
| 120 |
3.675 |
2.722 |
0.953 |
27.7% |
0.088 |
2.6% |
75% |
False |
False |
51,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.376 |
|
2.618 |
4.065 |
|
1.618 |
3.875 |
|
1.000 |
3.758 |
|
0.618 |
3.685 |
|
HIGH |
3.568 |
|
0.618 |
3.495 |
|
0.500 |
3.473 |
|
0.382 |
3.451 |
|
LOW |
3.378 |
|
0.618 |
3.261 |
|
1.000 |
3.188 |
|
1.618 |
3.071 |
|
2.618 |
2.881 |
|
4.250 |
2.571 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.473 |
3.433 |
| PP |
3.461 |
3.430 |
| S1 |
3.448 |
3.427 |
|