NYMEX Natural Gas Future January 2017
| 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 |
2.860 |
2.842 |
-0.018 |
-0.6% |
3.005 |
| High |
2.895 |
2.900 |
0.005 |
0.2% |
3.027 |
| Low |
2.749 |
2.765 |
0.016 |
0.6% |
2.722 |
| Close |
2.811 |
2.850 |
0.039 |
1.4% |
2.850 |
| Range |
0.146 |
0.135 |
-0.011 |
-7.5% |
0.305 |
| ATR |
0.121 |
0.122 |
0.001 |
0.8% |
0.000 |
| Volume |
112,519 |
117,126 |
4,607 |
4.1% |
608,467 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.182 |
2.924 |
|
| R3 |
3.108 |
3.047 |
2.887 |
|
| R2 |
2.973 |
2.973 |
2.875 |
|
| R1 |
2.912 |
2.912 |
2.862 |
2.943 |
| PP |
2.838 |
2.838 |
2.838 |
2.854 |
| S1 |
2.777 |
2.777 |
2.838 |
2.808 |
| S2 |
2.703 |
2.703 |
2.825 |
|
| S3 |
2.568 |
2.642 |
2.813 |
|
| S4 |
2.433 |
2.507 |
2.776 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.781 |
3.621 |
3.018 |
|
| R3 |
3.476 |
3.316 |
2.934 |
|
| R2 |
3.171 |
3.171 |
2.906 |
|
| R1 |
3.011 |
3.011 |
2.878 |
2.939 |
| PP |
2.866 |
2.866 |
2.866 |
2.830 |
| S1 |
2.706 |
2.706 |
2.822 |
2.634 |
| S2 |
2.561 |
2.561 |
2.794 |
|
| S3 |
2.256 |
2.401 |
2.766 |
|
| S4 |
1.951 |
2.096 |
2.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.027 |
2.722 |
0.305 |
10.7% |
0.157 |
5.5% |
42% |
False |
False |
121,693 |
| 10 |
3.316 |
2.722 |
0.594 |
20.8% |
0.140 |
4.9% |
22% |
False |
False |
102,020 |
| 20 |
3.675 |
2.722 |
0.953 |
33.4% |
0.121 |
4.3% |
13% |
False |
False |
84,542 |
| 40 |
3.675 |
2.722 |
0.953 |
33.4% |
0.102 |
3.6% |
13% |
False |
False |
67,742 |
| 60 |
3.675 |
2.722 |
0.953 |
33.4% |
0.093 |
3.3% |
13% |
False |
False |
56,892 |
| 80 |
3.675 |
2.722 |
0.953 |
33.4% |
0.088 |
3.1% |
13% |
False |
False |
49,401 |
| 100 |
3.675 |
2.722 |
0.953 |
33.4% |
0.086 |
3.0% |
13% |
False |
False |
43,430 |
| 120 |
3.675 |
2.722 |
0.953 |
33.4% |
0.082 |
2.9% |
13% |
False |
False |
40,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.474 |
|
2.618 |
3.253 |
|
1.618 |
3.118 |
|
1.000 |
3.035 |
|
0.618 |
2.983 |
|
HIGH |
2.900 |
|
0.618 |
2.848 |
|
0.500 |
2.833 |
|
0.382 |
2.817 |
|
LOW |
2.765 |
|
0.618 |
2.682 |
|
1.000 |
2.630 |
|
1.618 |
2.547 |
|
2.618 |
2.412 |
|
4.250 |
2.191 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.844 |
2.838 |
| PP |
2.838 |
2.826 |
| S1 |
2.833 |
2.814 |
|