NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.104 |
3.089 |
-0.015 |
-0.5% |
2.943 |
| High |
3.160 |
3.198 |
0.038 |
1.2% |
3.028 |
| Low |
3.076 |
3.067 |
-0.009 |
-0.3% |
2.891 |
| Close |
3.124 |
3.176 |
0.052 |
1.7% |
3.017 |
| Range |
0.084 |
0.131 |
0.047 |
56.0% |
0.137 |
| ATR |
0.109 |
0.111 |
0.002 |
1.4% |
0.000 |
| Volume |
24,740 |
22,480 |
-2,260 |
-9.1% |
132,322 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.540 |
3.489 |
3.248 |
|
| R3 |
3.409 |
3.358 |
3.212 |
|
| R2 |
3.278 |
3.278 |
3.200 |
|
| R1 |
3.227 |
3.227 |
3.188 |
3.253 |
| PP |
3.147 |
3.147 |
3.147 |
3.160 |
| S1 |
3.096 |
3.096 |
3.164 |
3.122 |
| S2 |
3.016 |
3.016 |
3.152 |
|
| S3 |
2.885 |
2.965 |
3.140 |
|
| S4 |
2.754 |
2.834 |
3.104 |
|
|
| 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 |
3.198 |
2.900 |
0.298 |
9.4% |
0.098 |
3.1% |
93% |
True |
False |
23,202 |
| 10 |
3.198 |
2.793 |
0.405 |
12.8% |
0.101 |
3.2% |
95% |
True |
False |
26,356 |
| 20 |
3.336 |
2.766 |
0.570 |
17.9% |
0.113 |
3.6% |
72% |
False |
False |
29,248 |
| 40 |
3.676 |
2.766 |
0.910 |
28.7% |
0.102 |
3.2% |
45% |
False |
False |
25,144 |
| 60 |
3.676 |
2.766 |
0.910 |
28.7% |
0.090 |
2.8% |
45% |
False |
False |
20,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.755 |
|
2.618 |
3.541 |
|
1.618 |
3.410 |
|
1.000 |
3.329 |
|
0.618 |
3.279 |
|
HIGH |
3.198 |
|
0.618 |
3.148 |
|
0.500 |
3.133 |
|
0.382 |
3.117 |
|
LOW |
3.067 |
|
0.618 |
2.986 |
|
1.000 |
2.936 |
|
1.618 |
2.855 |
|
2.618 |
2.724 |
|
4.250 |
2.510 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.162 |
3.161 |
| PP |
3.147 |
3.147 |
| S1 |
3.133 |
3.132 |
|