NYMEX Natural Gas Future January 2017
| 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 |
2.842 |
2.900 |
0.058 |
2.0% |
3.005 |
| High |
2.900 |
2.959 |
0.059 |
2.0% |
3.027 |
| Low |
2.765 |
2.875 |
0.110 |
4.0% |
2.722 |
| Close |
2.850 |
2.937 |
0.087 |
3.1% |
2.850 |
| Range |
0.135 |
0.084 |
-0.051 |
-37.8% |
0.305 |
| ATR |
0.122 |
0.121 |
-0.001 |
-0.7% |
0.000 |
| Volume |
117,126 |
103,271 |
-13,855 |
-11.8% |
608,467 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.176 |
3.140 |
2.983 |
|
| R3 |
3.092 |
3.056 |
2.960 |
|
| R2 |
3.008 |
3.008 |
2.952 |
|
| R1 |
2.972 |
2.972 |
2.945 |
2.990 |
| PP |
2.924 |
2.924 |
2.924 |
2.933 |
| S1 |
2.888 |
2.888 |
2.929 |
2.906 |
| S2 |
2.840 |
2.840 |
2.922 |
|
| S3 |
2.756 |
2.804 |
2.914 |
|
| S4 |
2.672 |
2.720 |
2.891 |
|
|
| 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 |
3.012 |
2.722 |
0.290 |
9.9% |
0.156 |
5.3% |
74% |
False |
False |
122,491 |
| 10 |
3.194 |
2.722 |
0.472 |
16.1% |
0.131 |
4.5% |
46% |
False |
False |
104,749 |
| 20 |
3.675 |
2.722 |
0.953 |
32.4% |
0.123 |
4.2% |
23% |
False |
False |
87,339 |
| 40 |
3.675 |
2.722 |
0.953 |
32.4% |
0.103 |
3.5% |
23% |
False |
False |
69,578 |
| 60 |
3.675 |
2.722 |
0.953 |
32.4% |
0.093 |
3.2% |
23% |
False |
False |
58,047 |
| 80 |
3.675 |
2.722 |
0.953 |
32.4% |
0.088 |
3.0% |
23% |
False |
False |
50,359 |
| 100 |
3.675 |
2.722 |
0.953 |
32.4% |
0.086 |
2.9% |
23% |
False |
False |
44,262 |
| 120 |
3.675 |
2.722 |
0.953 |
32.4% |
0.082 |
2.8% |
23% |
False |
False |
40,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.316 |
|
2.618 |
3.179 |
|
1.618 |
3.095 |
|
1.000 |
3.043 |
|
0.618 |
3.011 |
|
HIGH |
2.959 |
|
0.618 |
2.927 |
|
0.500 |
2.917 |
|
0.382 |
2.907 |
|
LOW |
2.875 |
|
0.618 |
2.823 |
|
1.000 |
2.791 |
|
1.618 |
2.739 |
|
2.618 |
2.655 |
|
4.250 |
2.518 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.930 |
2.909 |
| PP |
2.924 |
2.882 |
| S1 |
2.917 |
2.854 |
|