NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.979 |
2.852 |
-0.127 |
-4.3% |
3.387 |
| High |
3.029 |
2.889 |
-0.140 |
-4.6% |
3.403 |
| Low |
2.850 |
2.769 |
-0.081 |
-2.8% |
2.972 |
| Close |
2.902 |
2.792 |
-0.110 |
-3.8% |
3.105 |
| Range |
0.179 |
0.120 |
-0.059 |
-33.0% |
0.431 |
| ATR |
0.115 |
0.116 |
0.001 |
1.2% |
0.000 |
| Volume |
228,839 |
193,678 |
-35,161 |
-15.4% |
1,002,445 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.177 |
3.104 |
2.858 |
|
| R3 |
3.057 |
2.984 |
2.825 |
|
| R2 |
2.937 |
2.937 |
2.814 |
|
| R1 |
2.864 |
2.864 |
2.803 |
2.841 |
| PP |
2.817 |
2.817 |
2.817 |
2.805 |
| S1 |
2.744 |
2.744 |
2.781 |
2.721 |
| S2 |
2.697 |
2.697 |
2.770 |
|
| S3 |
2.577 |
2.624 |
2.759 |
|
| S4 |
2.457 |
2.504 |
2.726 |
|
|
| 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 |
2.769 |
0.394 |
14.1% |
0.139 |
5.0% |
6% |
False |
True |
185,285 |
| 10 |
3.466 |
2.769 |
0.697 |
25.0% |
0.136 |
4.9% |
3% |
False |
True |
179,835 |
| 20 |
3.556 |
2.769 |
0.787 |
28.2% |
0.116 |
4.1% |
3% |
False |
True |
141,550 |
| 40 |
3.556 |
2.769 |
0.787 |
28.2% |
0.097 |
3.5% |
3% |
False |
True |
91,638 |
| 60 |
3.556 |
2.769 |
0.787 |
28.2% |
0.089 |
3.2% |
3% |
False |
True |
69,154 |
| 80 |
3.556 |
2.769 |
0.787 |
28.2% |
0.085 |
3.0% |
3% |
False |
True |
56,042 |
| 100 |
3.556 |
2.769 |
0.787 |
28.2% |
0.083 |
3.0% |
3% |
False |
True |
47,490 |
| 120 |
3.556 |
2.760 |
0.796 |
28.5% |
0.079 |
2.8% |
4% |
False |
False |
41,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.399 |
|
2.618 |
3.203 |
|
1.618 |
3.083 |
|
1.000 |
3.009 |
|
0.618 |
2.963 |
|
HIGH |
2.889 |
|
0.618 |
2.843 |
|
0.500 |
2.829 |
|
0.382 |
2.815 |
|
LOW |
2.769 |
|
0.618 |
2.695 |
|
1.000 |
2.649 |
|
1.618 |
2.575 |
|
2.618 |
2.455 |
|
4.250 |
2.259 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.966 |
| PP |
2.817 |
2.908 |
| S1 |
2.804 |
2.850 |
|