NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.140 |
3.255 |
0.115 |
3.7% |
3.044 |
| High |
3.223 |
3.350 |
0.127 |
3.9% |
3.223 |
| Low |
3.115 |
3.251 |
0.136 |
4.4% |
3.028 |
| Close |
3.202 |
3.320 |
0.118 |
3.7% |
3.202 |
| Range |
0.108 |
0.099 |
-0.009 |
-8.3% |
0.195 |
| ATR |
0.118 |
0.120 |
0.002 |
1.8% |
0.000 |
| Volume |
76,463 |
173,469 |
97,006 |
126.9% |
403,141 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.604 |
3.561 |
3.374 |
|
| R3 |
3.505 |
3.462 |
3.347 |
|
| R2 |
3.406 |
3.406 |
3.338 |
|
| R1 |
3.363 |
3.363 |
3.329 |
3.385 |
| PP |
3.307 |
3.307 |
3.307 |
3.318 |
| S1 |
3.264 |
3.264 |
3.311 |
3.286 |
| S2 |
3.208 |
3.208 |
3.302 |
|
| S3 |
3.109 |
3.165 |
3.293 |
|
| S4 |
3.010 |
3.066 |
3.266 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.736 |
3.664 |
3.309 |
|
| R3 |
3.541 |
3.469 |
3.256 |
|
| R2 |
3.346 |
3.346 |
3.238 |
|
| R1 |
3.274 |
3.274 |
3.220 |
3.310 |
| PP |
3.151 |
3.151 |
3.151 |
3.169 |
| S1 |
3.079 |
3.079 |
3.184 |
3.115 |
| S2 |
2.956 |
2.956 |
3.166 |
|
| S3 |
2.761 |
2.884 |
3.148 |
|
| S4 |
2.566 |
2.689 |
3.095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.350 |
3.028 |
0.322 |
9.7% |
0.102 |
3.1% |
91% |
True |
False |
115,322 |
| 10 |
3.350 |
2.844 |
0.506 |
15.2% |
0.105 |
3.2% |
94% |
True |
False |
104,412 |
| 20 |
3.350 |
2.722 |
0.628 |
18.9% |
0.122 |
3.7% |
95% |
True |
False |
103,216 |
| 40 |
3.675 |
2.722 |
0.953 |
28.7% |
0.111 |
3.3% |
63% |
False |
False |
84,566 |
| 60 |
3.675 |
2.722 |
0.953 |
28.7% |
0.096 |
2.9% |
63% |
False |
False |
68,696 |
| 80 |
3.675 |
2.722 |
0.953 |
28.7% |
0.091 |
2.7% |
63% |
False |
False |
59,256 |
| 100 |
3.675 |
2.722 |
0.953 |
28.7% |
0.087 |
2.6% |
63% |
False |
False |
51,699 |
| 120 |
3.675 |
2.722 |
0.953 |
28.7% |
0.086 |
2.6% |
63% |
False |
False |
47,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.771 |
|
2.618 |
3.609 |
|
1.618 |
3.510 |
|
1.000 |
3.449 |
|
0.618 |
3.411 |
|
HIGH |
3.350 |
|
0.618 |
3.312 |
|
0.500 |
3.301 |
|
0.382 |
3.289 |
|
LOW |
3.251 |
|
0.618 |
3.190 |
|
1.000 |
3.152 |
|
1.618 |
3.091 |
|
2.618 |
2.992 |
|
4.250 |
2.830 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.314 |
3.278 |
| PP |
3.307 |
3.235 |
| S1 |
3.301 |
3.193 |
|