NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2.900 |
2.926 |
0.026 |
0.9% |
3.005 |
| High |
2.959 |
2.988 |
0.029 |
1.0% |
3.027 |
| Low |
2.875 |
2.871 |
-0.004 |
-0.1% |
2.722 |
| Close |
2.937 |
2.885 |
-0.052 |
-1.8% |
2.850 |
| Range |
0.084 |
0.117 |
0.033 |
39.3% |
0.305 |
| ATR |
0.121 |
0.121 |
0.000 |
-0.2% |
0.000 |
| Volume |
103,271 |
103,061 |
-210 |
-0.2% |
608,467 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.266 |
3.192 |
2.949 |
|
| R3 |
3.149 |
3.075 |
2.917 |
|
| R2 |
3.032 |
3.032 |
2.906 |
|
| R1 |
2.958 |
2.958 |
2.896 |
2.937 |
| PP |
2.915 |
2.915 |
2.915 |
2.904 |
| S1 |
2.841 |
2.841 |
2.874 |
2.820 |
| S2 |
2.798 |
2.798 |
2.864 |
|
| S3 |
2.681 |
2.724 |
2.853 |
|
| S4 |
2.564 |
2.607 |
2.821 |
|
|
| 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 |
2.988 |
2.722 |
0.266 |
9.2% |
0.133 |
4.6% |
61% |
True |
False |
114,901 |
| 10 |
3.067 |
2.722 |
0.345 |
12.0% |
0.127 |
4.4% |
47% |
False |
False |
105,561 |
| 20 |
3.632 |
2.722 |
0.910 |
31.5% |
0.126 |
4.4% |
18% |
False |
False |
90,675 |
| 40 |
3.675 |
2.722 |
0.953 |
33.0% |
0.103 |
3.6% |
17% |
False |
False |
70,833 |
| 60 |
3.675 |
2.722 |
0.953 |
33.0% |
0.094 |
3.3% |
17% |
False |
False |
58,843 |
| 80 |
3.675 |
2.722 |
0.953 |
33.0% |
0.088 |
3.1% |
17% |
False |
False |
51,438 |
| 100 |
3.675 |
2.722 |
0.953 |
33.0% |
0.086 |
3.0% |
17% |
False |
False |
45,155 |
| 120 |
3.675 |
2.722 |
0.953 |
33.0% |
0.082 |
2.8% |
17% |
False |
False |
41,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.485 |
|
2.618 |
3.294 |
|
1.618 |
3.177 |
|
1.000 |
3.105 |
|
0.618 |
3.060 |
|
HIGH |
2.988 |
|
0.618 |
2.943 |
|
0.500 |
2.930 |
|
0.382 |
2.916 |
|
LOW |
2.871 |
|
0.618 |
2.799 |
|
1.000 |
2.754 |
|
1.618 |
2.682 |
|
2.618 |
2.565 |
|
4.250 |
2.374 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.930 |
2.882 |
| PP |
2.915 |
2.879 |
| S1 |
2.900 |
2.877 |
|