NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.656 |
2.667 |
0.011 |
0.4% |
2.848 |
| High |
2.685 |
2.778 |
0.093 |
3.5% |
2.875 |
| Low |
2.555 |
2.644 |
0.089 |
3.5% |
2.546 |
| Close |
2.619 |
2.749 |
0.130 |
5.0% |
2.619 |
| Range |
0.130 |
0.134 |
0.004 |
3.1% |
0.329 |
| ATR |
0.130 |
0.132 |
0.002 |
1.6% |
0.000 |
| Volume |
162,827 |
138,940 |
-23,887 |
-14.7% |
910,885 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.126 |
3.071 |
2.823 |
|
| R3 |
2.992 |
2.937 |
2.786 |
|
| R2 |
2.858 |
2.858 |
2.774 |
|
| R1 |
2.803 |
2.803 |
2.761 |
2.831 |
| PP |
2.724 |
2.724 |
2.724 |
2.737 |
| S1 |
2.669 |
2.669 |
2.737 |
2.697 |
| S2 |
2.590 |
2.590 |
2.724 |
|
| S3 |
2.456 |
2.535 |
2.712 |
|
| S4 |
2.322 |
2.401 |
2.675 |
|
|
| 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 |
2.856 |
2.546 |
0.310 |
11.3% |
0.173 |
6.3% |
65% |
False |
False |
181,597 |
| 10 |
3.029 |
2.546 |
0.483 |
17.6% |
0.145 |
5.3% |
42% |
False |
False |
176,350 |
| 20 |
3.546 |
2.546 |
1.000 |
36.4% |
0.133 |
4.8% |
20% |
False |
False |
165,886 |
| 40 |
3.556 |
2.546 |
1.010 |
36.7% |
0.110 |
4.0% |
20% |
False |
False |
118,047 |
| 60 |
3.556 |
2.546 |
1.010 |
36.7% |
0.099 |
3.6% |
20% |
False |
False |
88,645 |
| 80 |
3.556 |
2.546 |
1.010 |
36.7% |
0.092 |
3.4% |
20% |
False |
False |
71,704 |
| 100 |
3.556 |
2.546 |
1.010 |
36.7% |
0.090 |
3.3% |
20% |
False |
False |
59,940 |
| 120 |
3.556 |
2.546 |
1.010 |
36.7% |
0.085 |
3.1% |
20% |
False |
False |
51,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.348 |
|
2.618 |
3.129 |
|
1.618 |
2.995 |
|
1.000 |
2.912 |
|
0.618 |
2.861 |
|
HIGH |
2.778 |
|
0.618 |
2.727 |
|
0.500 |
2.711 |
|
0.382 |
2.695 |
|
LOW |
2.644 |
|
0.618 |
2.561 |
|
1.000 |
2.510 |
|
1.618 |
2.427 |
|
2.618 |
2.293 |
|
4.250 |
2.075 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.736 |
2.722 |
| PP |
2.724 |
2.694 |
| S1 |
2.711 |
2.667 |
|