NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.301 |
3.159 |
-0.142 |
-4.3% |
3.532 |
| High |
3.316 |
3.194 |
-0.122 |
-3.7% |
3.539 |
| Low |
3.150 |
3.029 |
-0.121 |
-3.8% |
3.119 |
| Close |
3.195 |
3.078 |
-0.117 |
-3.7% |
3.263 |
| Range |
0.166 |
0.165 |
-0.001 |
-0.6% |
0.420 |
| ATR |
0.104 |
0.108 |
0.004 |
4.3% |
0.000 |
| Volume |
75,974 |
94,942 |
18,968 |
25.0% |
427,602 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.502 |
3.169 |
|
| R3 |
3.430 |
3.337 |
3.123 |
|
| R2 |
3.265 |
3.265 |
3.108 |
|
| R1 |
3.172 |
3.172 |
3.093 |
3.136 |
| PP |
3.100 |
3.100 |
3.100 |
3.083 |
| S1 |
3.007 |
3.007 |
3.063 |
2.971 |
| S2 |
2.935 |
2.935 |
3.048 |
|
| S3 |
2.770 |
2.842 |
3.033 |
|
| S4 |
2.605 |
2.677 |
2.987 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.567 |
4.335 |
3.494 |
|
| R3 |
4.147 |
3.915 |
3.379 |
|
| R2 |
3.727 |
3.727 |
3.340 |
|
| R1 |
3.495 |
3.495 |
3.302 |
3.401 |
| PP |
3.307 |
3.307 |
3.307 |
3.260 |
| S1 |
3.075 |
3.075 |
3.225 |
2.981 |
| S2 |
2.887 |
2.887 |
3.186 |
|
| S3 |
2.467 |
2.655 |
3.148 |
|
| S4 |
2.047 |
2.235 |
3.032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.316 |
3.029 |
0.287 |
9.3% |
0.142 |
4.6% |
17% |
False |
True |
89,865 |
| 10 |
3.632 |
3.029 |
0.603 |
19.6% |
0.126 |
4.1% |
8% |
False |
True |
75,788 |
| 20 |
3.675 |
3.029 |
0.646 |
21.0% |
0.109 |
3.5% |
8% |
False |
True |
70,510 |
| 40 |
3.675 |
3.029 |
0.646 |
21.0% |
0.090 |
2.9% |
8% |
False |
True |
54,356 |
| 60 |
3.675 |
3.029 |
0.646 |
21.0% |
0.084 |
2.7% |
8% |
False |
True |
46,540 |
| 80 |
3.675 |
3.029 |
0.646 |
21.0% |
0.081 |
2.6% |
8% |
False |
True |
40,505 |
| 100 |
3.675 |
3.029 |
0.646 |
21.0% |
0.080 |
2.6% |
8% |
False |
True |
36,740 |
| 120 |
3.675 |
2.895 |
0.780 |
25.3% |
0.076 |
2.5% |
23% |
False |
False |
33,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.895 |
|
2.618 |
3.626 |
|
1.618 |
3.461 |
|
1.000 |
3.359 |
|
0.618 |
3.296 |
|
HIGH |
3.194 |
|
0.618 |
3.131 |
|
0.500 |
3.112 |
|
0.382 |
3.092 |
|
LOW |
3.029 |
|
0.618 |
2.927 |
|
1.000 |
2.864 |
|
1.618 |
2.762 |
|
2.618 |
2.597 |
|
4.250 |
2.328 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.112 |
3.173 |
| PP |
3.100 |
3.141 |
| S1 |
3.089 |
3.110 |
|