NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.044 |
3.080 |
0.036 |
1.2% |
2.900 |
| High |
3.099 |
3.136 |
0.037 |
1.2% |
2.993 |
| Low |
3.028 |
3.045 |
0.017 |
0.6% |
2.844 |
| Close |
3.077 |
3.100 |
0.023 |
0.7% |
2.980 |
| Range |
0.071 |
0.091 |
0.020 |
28.2% |
0.149 |
| ATR |
0.119 |
0.117 |
-0.002 |
-1.7% |
0.000 |
| Volume |
89,590 |
112,533 |
22,943 |
25.6% |
467,511 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.367 |
3.324 |
3.150 |
|
| R3 |
3.276 |
3.233 |
3.125 |
|
| R2 |
3.185 |
3.185 |
3.117 |
|
| R1 |
3.142 |
3.142 |
3.108 |
3.164 |
| PP |
3.094 |
3.094 |
3.094 |
3.104 |
| S1 |
3.051 |
3.051 |
3.092 |
3.073 |
| S2 |
3.003 |
3.003 |
3.083 |
|
| S3 |
2.912 |
2.960 |
3.075 |
|
| S4 |
2.821 |
2.869 |
3.050 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.386 |
3.332 |
3.062 |
|
| R3 |
3.237 |
3.183 |
3.021 |
|
| R2 |
3.088 |
3.088 |
3.007 |
|
| R1 |
3.034 |
3.034 |
2.994 |
3.061 |
| PP |
2.939 |
2.939 |
2.939 |
2.953 |
| S1 |
2.885 |
2.885 |
2.966 |
2.912 |
| S2 |
2.790 |
2.790 |
2.953 |
|
| S3 |
2.641 |
2.736 |
2.939 |
|
| S4 |
2.492 |
2.587 |
2.898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.136 |
2.844 |
0.292 |
9.4% |
0.099 |
3.2% |
88% |
True |
False |
92,660 |
| 10 |
3.136 |
2.722 |
0.414 |
13.4% |
0.116 |
3.7% |
91% |
True |
False |
103,781 |
| 20 |
3.316 |
2.722 |
0.594 |
19.2% |
0.124 |
4.0% |
64% |
False |
False |
98,412 |
| 40 |
3.675 |
2.722 |
0.953 |
30.7% |
0.107 |
3.5% |
40% |
False |
False |
78,024 |
| 60 |
3.675 |
2.722 |
0.953 |
30.7% |
0.095 |
3.1% |
40% |
False |
False |
64,211 |
| 80 |
3.675 |
2.722 |
0.953 |
30.7% |
0.089 |
2.9% |
40% |
False |
False |
55,686 |
| 100 |
3.675 |
2.722 |
0.953 |
30.7% |
0.087 |
2.8% |
40% |
False |
False |
48,610 |
| 120 |
3.675 |
2.722 |
0.953 |
30.7% |
0.084 |
2.7% |
40% |
False |
False |
44,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.523 |
|
2.618 |
3.374 |
|
1.618 |
3.283 |
|
1.000 |
3.227 |
|
0.618 |
3.192 |
|
HIGH |
3.136 |
|
0.618 |
3.101 |
|
0.500 |
3.091 |
|
0.382 |
3.080 |
|
LOW |
3.045 |
|
0.618 |
2.989 |
|
1.000 |
2.954 |
|
1.618 |
2.898 |
|
2.618 |
2.807 |
|
4.250 |
2.658 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.097 |
3.067 |
| PP |
3.094 |
3.034 |
| S1 |
3.091 |
3.001 |
|