NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.011 |
3.130 |
0.119 |
4.0% |
2.898 |
| High |
3.121 |
3.265 |
0.144 |
4.6% |
3.121 |
| Low |
3.001 |
3.130 |
0.129 |
4.3% |
2.891 |
| Close |
3.085 |
3.232 |
0.147 |
4.8% |
3.085 |
| Range |
0.120 |
0.135 |
0.015 |
12.5% |
0.230 |
| ATR |
0.130 |
0.133 |
0.004 |
2.8% |
0.000 |
| Volume |
36,482 |
11,771 |
-24,711 |
-67.7% |
327,010 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.614 |
3.558 |
3.306 |
|
| R3 |
3.479 |
3.423 |
3.269 |
|
| R2 |
3.344 |
3.344 |
3.257 |
|
| R1 |
3.288 |
3.288 |
3.244 |
3.316 |
| PP |
3.209 |
3.209 |
3.209 |
3.223 |
| S1 |
3.153 |
3.153 |
3.220 |
3.181 |
| S2 |
3.074 |
3.074 |
3.207 |
|
| S3 |
2.939 |
3.018 |
3.195 |
|
| S4 |
2.804 |
2.883 |
3.158 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.722 |
3.634 |
3.212 |
|
| R3 |
3.492 |
3.404 |
3.148 |
|
| R2 |
3.262 |
3.262 |
3.127 |
|
| R1 |
3.174 |
3.174 |
3.106 |
3.218 |
| PP |
3.032 |
3.032 |
3.032 |
3.055 |
| S1 |
2.944 |
2.944 |
3.064 |
2.988 |
| S2 |
2.802 |
2.802 |
3.043 |
|
| S3 |
2.572 |
2.714 |
3.022 |
|
| S4 |
2.342 |
2.484 |
2.959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.265 |
2.891 |
0.374 |
11.6% |
0.117 |
3.6% |
91% |
True |
False |
67,756 |
| 10 |
3.265 |
2.644 |
0.621 |
19.2% |
0.124 |
3.8% |
95% |
True |
False |
102,854 |
| 20 |
3.265 |
2.546 |
0.719 |
22.2% |
0.137 |
4.2% |
95% |
True |
False |
140,397 |
| 40 |
3.556 |
2.546 |
1.010 |
31.3% |
0.121 |
3.7% |
68% |
False |
False |
131,219 |
| 60 |
3.556 |
2.546 |
1.010 |
31.3% |
0.105 |
3.2% |
68% |
False |
False |
99,592 |
| 80 |
3.556 |
2.546 |
1.010 |
31.3% |
0.097 |
3.0% |
68% |
False |
False |
80,741 |
| 100 |
3.556 |
2.546 |
1.010 |
31.3% |
0.093 |
2.9% |
68% |
False |
False |
67,520 |
| 120 |
3.556 |
2.546 |
1.010 |
31.3% |
0.090 |
2.8% |
68% |
False |
False |
58,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.839 |
|
2.618 |
3.618 |
|
1.618 |
3.483 |
|
1.000 |
3.400 |
|
0.618 |
3.348 |
|
HIGH |
3.265 |
|
0.618 |
3.213 |
|
0.500 |
3.198 |
|
0.382 |
3.182 |
|
LOW |
3.130 |
|
0.618 |
3.047 |
|
1.000 |
2.995 |
|
1.618 |
2.912 |
|
2.618 |
2.777 |
|
4.250 |
2.556 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.221 |
3.185 |
| PP |
3.209 |
3.137 |
| S1 |
3.198 |
3.090 |
|