NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.815 |
2.848 |
0.033 |
1.2% |
3.150 |
| High |
2.820 |
2.875 |
0.055 |
2.0% |
3.163 |
| Low |
2.741 |
2.781 |
0.040 |
1.5% |
2.725 |
| Close |
2.767 |
2.816 |
0.049 |
1.8% |
2.767 |
| Range |
0.079 |
0.094 |
0.015 |
19.0% |
0.438 |
| ATR |
0.113 |
0.113 |
0.000 |
-0.3% |
0.000 |
| Volume |
120,816 |
141,836 |
21,020 |
17.4% |
868,525 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.106 |
3.055 |
2.868 |
|
| R3 |
3.012 |
2.961 |
2.842 |
|
| R2 |
2.918 |
2.918 |
2.833 |
|
| R1 |
2.867 |
2.867 |
2.825 |
2.846 |
| PP |
2.824 |
2.824 |
2.824 |
2.813 |
| S1 |
2.773 |
2.773 |
2.807 |
2.752 |
| S2 |
2.730 |
2.730 |
2.799 |
|
| S3 |
2.636 |
2.679 |
2.790 |
|
| S4 |
2.542 |
2.585 |
2.764 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.199 |
3.921 |
3.008 |
|
| R3 |
3.761 |
3.483 |
2.887 |
|
| R2 |
3.323 |
3.323 |
2.847 |
|
| R1 |
3.045 |
3.045 |
2.807 |
2.965 |
| PP |
2.885 |
2.885 |
2.885 |
2.845 |
| S1 |
2.607 |
2.607 |
2.727 |
2.527 |
| S2 |
2.447 |
2.447 |
2.687 |
|
| S3 |
2.009 |
2.169 |
2.647 |
|
| S4 |
1.571 |
1.731 |
2.526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.029 |
2.725 |
0.304 |
10.8% |
0.117 |
4.2% |
30% |
False |
False |
171,103 |
| 10 |
3.344 |
2.725 |
0.619 |
22.0% |
0.138 |
4.9% |
15% |
False |
False |
187,249 |
| 20 |
3.556 |
2.725 |
0.831 |
29.5% |
0.112 |
4.0% |
11% |
False |
False |
145,864 |
| 40 |
3.556 |
2.725 |
0.831 |
29.5% |
0.097 |
3.5% |
11% |
False |
False |
99,408 |
| 60 |
3.556 |
2.725 |
0.831 |
29.5% |
0.090 |
3.2% |
11% |
False |
False |
75,003 |
| 80 |
3.556 |
2.725 |
0.831 |
29.5% |
0.086 |
3.1% |
11% |
False |
False |
61,026 |
| 100 |
3.556 |
2.725 |
0.831 |
29.5% |
0.085 |
3.0% |
11% |
False |
False |
51,490 |
| 120 |
3.556 |
2.725 |
0.831 |
29.5% |
0.080 |
2.9% |
11% |
False |
False |
44,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.275 |
|
2.618 |
3.121 |
|
1.618 |
3.027 |
|
1.000 |
2.969 |
|
0.618 |
2.933 |
|
HIGH |
2.875 |
|
0.618 |
2.839 |
|
0.500 |
2.828 |
|
0.382 |
2.817 |
|
LOW |
2.781 |
|
0.618 |
2.723 |
|
1.000 |
2.687 |
|
1.618 |
2.629 |
|
2.618 |
2.535 |
|
4.250 |
2.382 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.828 |
2.811 |
| PP |
2.824 |
2.805 |
| S1 |
2.820 |
2.800 |
|