NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.691 |
2.656 |
-0.035 |
-1.3% |
2.848 |
| High |
2.728 |
2.685 |
-0.043 |
-1.6% |
2.875 |
| Low |
2.575 |
2.555 |
-0.020 |
-0.8% |
2.546 |
| Close |
2.632 |
2.619 |
-0.013 |
-0.5% |
2.619 |
| Range |
0.153 |
0.130 |
-0.023 |
-15.0% |
0.329 |
| ATR |
0.130 |
0.130 |
0.000 |
0.0% |
0.000 |
| Volume |
185,153 |
162,827 |
-22,326 |
-12.1% |
910,885 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.010 |
2.944 |
2.691 |
|
| R3 |
2.880 |
2.814 |
2.655 |
|
| R2 |
2.750 |
2.750 |
2.643 |
|
| R1 |
2.684 |
2.684 |
2.631 |
2.652 |
| PP |
2.620 |
2.620 |
2.620 |
2.604 |
| S1 |
2.554 |
2.554 |
2.607 |
2.522 |
| S2 |
2.490 |
2.490 |
2.595 |
|
| S3 |
2.360 |
2.424 |
2.583 |
|
| S4 |
2.230 |
2.294 |
2.548 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.667 |
3.472 |
2.800 |
|
| R3 |
3.338 |
3.143 |
2.709 |
|
| R2 |
3.009 |
3.009 |
2.679 |
|
| R1 |
2.814 |
2.814 |
2.649 |
2.747 |
| PP |
2.680 |
2.680 |
2.680 |
2.647 |
| S1 |
2.485 |
2.485 |
2.589 |
2.418 |
| S2 |
2.351 |
2.351 |
2.559 |
|
| S3 |
2.022 |
2.156 |
2.529 |
|
| S4 |
1.693 |
1.827 |
2.438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.875 |
2.546 |
0.329 |
12.6% |
0.165 |
6.3% |
22% |
False |
False |
182,177 |
| 10 |
3.163 |
2.546 |
0.617 |
23.6% |
0.150 |
5.7% |
12% |
False |
False |
177,941 |
| 20 |
3.546 |
2.546 |
1.000 |
38.2% |
0.129 |
4.9% |
7% |
False |
False |
163,228 |
| 40 |
3.556 |
2.546 |
1.010 |
38.6% |
0.108 |
4.1% |
7% |
False |
False |
115,250 |
| 60 |
3.556 |
2.546 |
1.010 |
38.6% |
0.099 |
3.8% |
7% |
False |
False |
86,758 |
| 80 |
3.556 |
2.546 |
1.010 |
38.6% |
0.092 |
3.5% |
7% |
False |
False |
70,128 |
| 100 |
3.556 |
2.546 |
1.010 |
38.6% |
0.089 |
3.4% |
7% |
False |
False |
58,696 |
| 120 |
3.556 |
2.546 |
1.010 |
38.6% |
0.084 |
3.2% |
7% |
False |
False |
50,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.238 |
|
2.618 |
3.025 |
|
1.618 |
2.895 |
|
1.000 |
2.815 |
|
0.618 |
2.765 |
|
HIGH |
2.685 |
|
0.618 |
2.635 |
|
0.500 |
2.620 |
|
0.382 |
2.605 |
|
LOW |
2.555 |
|
0.618 |
2.475 |
|
1.000 |
2.425 |
|
1.618 |
2.345 |
|
2.618 |
2.215 |
|
4.250 |
2.003 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.620 |
2.645 |
| PP |
2.620 |
2.636 |
| S1 |
2.619 |
2.628 |
|