NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.150 |
2.979 |
-0.171 |
-5.4% |
3.387 |
| High |
3.163 |
3.029 |
-0.134 |
-4.2% |
3.403 |
| Low |
2.978 |
2.850 |
-0.128 |
-4.3% |
2.972 |
| Close |
3.026 |
2.902 |
-0.124 |
-4.1% |
3.105 |
| Range |
0.185 |
0.179 |
-0.006 |
-3.2% |
0.431 |
| ATR |
0.110 |
0.115 |
0.005 |
4.5% |
0.000 |
| Volume |
154,845 |
228,839 |
73,994 |
47.8% |
1,002,445 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.362 |
3.000 |
|
| R3 |
3.285 |
3.183 |
2.951 |
|
| R2 |
3.106 |
3.106 |
2.935 |
|
| R1 |
3.004 |
3.004 |
2.918 |
2.966 |
| PP |
2.927 |
2.927 |
2.927 |
2.908 |
| S1 |
2.825 |
2.825 |
2.886 |
2.787 |
| S2 |
2.748 |
2.748 |
2.869 |
|
| S3 |
2.569 |
2.646 |
2.853 |
|
| S4 |
2.390 |
2.467 |
2.804 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.453 |
4.210 |
3.342 |
|
| R3 |
4.022 |
3.779 |
3.224 |
|
| R2 |
3.591 |
3.591 |
3.184 |
|
| R1 |
3.348 |
3.348 |
3.145 |
3.254 |
| PP |
3.160 |
3.160 |
3.160 |
3.113 |
| S1 |
2.917 |
2.917 |
3.065 |
2.823 |
| S2 |
2.729 |
2.729 |
3.026 |
|
| S3 |
2.298 |
2.486 |
2.986 |
|
| S4 |
1.867 |
2.055 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.163 |
2.850 |
0.313 |
10.8% |
0.148 |
5.1% |
17% |
False |
True |
199,673 |
| 10 |
3.502 |
2.850 |
0.652 |
22.5% |
0.133 |
4.6% |
8% |
False |
True |
171,013 |
| 20 |
3.556 |
2.850 |
0.706 |
24.3% |
0.116 |
4.0% |
7% |
False |
True |
135,263 |
| 40 |
3.556 |
2.850 |
0.706 |
24.3% |
0.095 |
3.3% |
7% |
False |
True |
87,639 |
| 60 |
3.556 |
2.850 |
0.706 |
24.3% |
0.088 |
3.0% |
7% |
False |
True |
66,451 |
| 80 |
3.556 |
2.850 |
0.706 |
24.3% |
0.084 |
2.9% |
7% |
False |
True |
53,796 |
| 100 |
3.556 |
2.850 |
0.706 |
24.3% |
0.083 |
2.9% |
7% |
False |
True |
45,665 |
| 120 |
3.556 |
2.760 |
0.796 |
27.4% |
0.078 |
2.7% |
18% |
False |
False |
39,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.790 |
|
2.618 |
3.498 |
|
1.618 |
3.319 |
|
1.000 |
3.208 |
|
0.618 |
3.140 |
|
HIGH |
3.029 |
|
0.618 |
2.961 |
|
0.500 |
2.940 |
|
0.382 |
2.918 |
|
LOW |
2.850 |
|
0.618 |
2.739 |
|
1.000 |
2.671 |
|
1.618 |
2.560 |
|
2.618 |
2.381 |
|
4.250 |
2.089 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.940 |
3.007 |
| PP |
2.927 |
2.972 |
| S1 |
2.915 |
2.937 |
|