NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.255 |
3.359 |
0.104 |
3.2% |
3.044 |
| High |
3.350 |
3.367 |
0.017 |
0.5% |
3.223 |
| Low |
3.251 |
3.277 |
0.026 |
0.8% |
3.028 |
| Close |
3.320 |
3.315 |
-0.005 |
-0.2% |
3.202 |
| Range |
0.099 |
0.090 |
-0.009 |
-9.1% |
0.195 |
| ATR |
0.120 |
0.118 |
-0.002 |
-1.8% |
0.000 |
| Volume |
173,469 |
163,396 |
-10,073 |
-5.8% |
403,141 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.590 |
3.542 |
3.365 |
|
| R3 |
3.500 |
3.452 |
3.340 |
|
| R2 |
3.410 |
3.410 |
3.332 |
|
| R1 |
3.362 |
3.362 |
3.323 |
3.341 |
| PP |
3.320 |
3.320 |
3.320 |
3.309 |
| S1 |
3.272 |
3.272 |
3.307 |
3.251 |
| S2 |
3.230 |
3.230 |
3.299 |
|
| S3 |
3.140 |
3.182 |
3.290 |
|
| S4 |
3.050 |
3.092 |
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 |
3.367 |
3.036 |
0.331 |
10.0% |
0.106 |
3.2% |
84% |
True |
False |
130,083 |
| 10 |
3.367 |
2.844 |
0.523 |
15.8% |
0.105 |
3.2% |
90% |
True |
False |
110,424 |
| 20 |
3.367 |
2.722 |
0.645 |
19.5% |
0.118 |
3.6% |
92% |
True |
False |
107,587 |
| 40 |
3.675 |
2.722 |
0.953 |
28.7% |
0.111 |
3.4% |
62% |
False |
False |
87,780 |
| 60 |
3.675 |
2.722 |
0.953 |
28.7% |
0.097 |
2.9% |
62% |
False |
False |
71,038 |
| 80 |
3.675 |
2.722 |
0.953 |
28.7% |
0.091 |
2.7% |
62% |
False |
False |
60,958 |
| 100 |
3.675 |
2.722 |
0.953 |
28.7% |
0.088 |
2.6% |
62% |
False |
False |
53,173 |
| 120 |
3.675 |
2.722 |
0.953 |
28.7% |
0.086 |
2.6% |
62% |
False |
False |
48,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.750 |
|
2.618 |
3.603 |
|
1.618 |
3.513 |
|
1.000 |
3.457 |
|
0.618 |
3.423 |
|
HIGH |
3.367 |
|
0.618 |
3.333 |
|
0.500 |
3.322 |
|
0.382 |
3.311 |
|
LOW |
3.277 |
|
0.618 |
3.221 |
|
1.000 |
3.187 |
|
1.618 |
3.131 |
|
2.618 |
3.041 |
|
4.250 |
2.895 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.322 |
3.290 |
| PP |
3.320 |
3.266 |
| S1 |
3.317 |
3.241 |
|