NYMEX Natural Gas Future February 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 |
3.080 |
3.104 |
0.024 |
0.8% |
2.943 |
| High |
3.126 |
3.160 |
0.034 |
1.1% |
3.028 |
| Low |
3.066 |
3.076 |
0.010 |
0.3% |
2.891 |
| Close |
3.111 |
3.124 |
0.013 |
0.4% |
3.017 |
| Range |
0.060 |
0.084 |
0.024 |
40.0% |
0.137 |
| ATR |
0.111 |
0.109 |
-0.002 |
-1.8% |
0.000 |
| Volume |
23,434 |
24,740 |
1,306 |
5.6% |
132,322 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.372 |
3.332 |
3.170 |
|
| R3 |
3.288 |
3.248 |
3.147 |
|
| R2 |
3.204 |
3.204 |
3.139 |
|
| R1 |
3.164 |
3.164 |
3.132 |
3.184 |
| PP |
3.120 |
3.120 |
3.120 |
3.130 |
| S1 |
3.080 |
3.080 |
3.116 |
3.100 |
| S2 |
3.036 |
3.036 |
3.109 |
|
| S3 |
2.952 |
2.996 |
3.101 |
|
| S4 |
2.868 |
2.912 |
3.078 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.390 |
3.340 |
3.092 |
|
| R3 |
3.253 |
3.203 |
3.055 |
|
| R2 |
3.116 |
3.116 |
3.042 |
|
| R1 |
3.066 |
3.066 |
3.030 |
3.091 |
| PP |
2.979 |
2.979 |
2.979 |
2.991 |
| S1 |
2.929 |
2.929 |
3.004 |
2.954 |
| S2 |
2.842 |
2.842 |
2.992 |
|
| S3 |
2.705 |
2.792 |
2.979 |
|
| S4 |
2.568 |
2.655 |
2.942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.160 |
2.891 |
0.269 |
8.6% |
0.089 |
2.8% |
87% |
True |
False |
23,232 |
| 10 |
3.160 |
2.766 |
0.394 |
12.6% |
0.107 |
3.4% |
91% |
True |
False |
28,470 |
| 20 |
3.336 |
2.766 |
0.570 |
18.2% |
0.116 |
3.7% |
63% |
False |
False |
29,992 |
| 40 |
3.676 |
2.766 |
0.910 |
29.1% |
0.100 |
3.2% |
39% |
False |
False |
24,931 |
| 60 |
3.676 |
2.766 |
0.910 |
29.1% |
0.089 |
2.9% |
39% |
False |
False |
19,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.517 |
|
2.618 |
3.380 |
|
1.618 |
3.296 |
|
1.000 |
3.244 |
|
0.618 |
3.212 |
|
HIGH |
3.160 |
|
0.618 |
3.128 |
|
0.500 |
3.118 |
|
0.382 |
3.108 |
|
LOW |
3.076 |
|
0.618 |
3.024 |
|
1.000 |
2.992 |
|
1.618 |
2.940 |
|
2.618 |
2.856 |
|
4.250 |
2.719 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.122 |
3.094 |
| PP |
3.120 |
3.065 |
| S1 |
3.118 |
3.035 |
|