NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.852 |
2.773 |
-0.079 |
-2.8% |
3.387 |
| High |
2.889 |
2.840 |
-0.049 |
-1.7% |
3.403 |
| Low |
2.769 |
2.725 |
-0.044 |
-1.6% |
2.972 |
| Close |
2.792 |
2.769 |
-0.023 |
-0.8% |
3.105 |
| Range |
0.120 |
0.115 |
-0.005 |
-4.2% |
0.431 |
| ATR |
0.116 |
0.116 |
0.000 |
-0.1% |
0.000 |
| Volume |
193,678 |
170,347 |
-23,331 |
-12.0% |
1,002,445 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.123 |
3.061 |
2.832 |
|
| R3 |
3.008 |
2.946 |
2.801 |
|
| R2 |
2.893 |
2.893 |
2.790 |
|
| R1 |
2.831 |
2.831 |
2.780 |
2.805 |
| PP |
2.778 |
2.778 |
2.778 |
2.765 |
| S1 |
2.716 |
2.716 |
2.758 |
2.690 |
| S2 |
2.663 |
2.663 |
2.748 |
|
| S3 |
2.548 |
2.601 |
2.737 |
|
| S4 |
2.433 |
2.486 |
2.706 |
|
|
| 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 |
2.725 |
0.438 |
15.8% |
0.142 |
5.1% |
10% |
False |
True |
180,966 |
| 10 |
3.425 |
2.725 |
0.700 |
25.3% |
0.140 |
5.0% |
6% |
False |
True |
187,004 |
| 20 |
3.556 |
2.725 |
0.831 |
30.0% |
0.116 |
4.2% |
5% |
False |
True |
145,253 |
| 40 |
3.556 |
2.725 |
0.831 |
30.0% |
0.097 |
3.5% |
5% |
False |
True |
94,858 |
| 60 |
3.556 |
2.725 |
0.831 |
30.0% |
0.090 |
3.2% |
5% |
False |
True |
71,497 |
| 80 |
3.556 |
2.725 |
0.831 |
30.0% |
0.085 |
3.1% |
5% |
False |
True |
58,012 |
| 100 |
3.556 |
2.725 |
0.831 |
30.0% |
0.084 |
3.0% |
5% |
False |
True |
49,060 |
| 120 |
3.556 |
2.725 |
0.831 |
30.0% |
0.080 |
2.9% |
5% |
False |
True |
42,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.329 |
|
2.618 |
3.141 |
|
1.618 |
3.026 |
|
1.000 |
2.955 |
|
0.618 |
2.911 |
|
HIGH |
2.840 |
|
0.618 |
2.796 |
|
0.500 |
2.783 |
|
0.382 |
2.769 |
|
LOW |
2.725 |
|
0.618 |
2.654 |
|
1.000 |
2.610 |
|
1.618 |
2.539 |
|
2.618 |
2.424 |
|
4.250 |
2.236 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.783 |
2.877 |
| PP |
2.778 |
2.841 |
| S1 |
2.774 |
2.805 |
|