NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.089 |
3.176 |
0.087 |
2.8% |
3.080 |
| High |
3.198 |
3.250 |
0.052 |
1.6% |
3.250 |
| Low |
3.067 |
3.147 |
0.080 |
2.6% |
3.066 |
| Close |
3.176 |
3.234 |
0.058 |
1.8% |
3.234 |
| Range |
0.131 |
0.103 |
-0.028 |
-21.4% |
0.184 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.5% |
0.000 |
| Volume |
22,480 |
14,987 |
-7,493 |
-33.3% |
85,641 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.519 |
3.480 |
3.291 |
|
| R3 |
3.416 |
3.377 |
3.262 |
|
| R2 |
3.313 |
3.313 |
3.253 |
|
| R1 |
3.274 |
3.274 |
3.243 |
3.294 |
| PP |
3.210 |
3.210 |
3.210 |
3.220 |
| S1 |
3.171 |
3.171 |
3.225 |
3.191 |
| S2 |
3.107 |
3.107 |
3.215 |
|
| S3 |
3.004 |
3.068 |
3.206 |
|
| S4 |
2.901 |
2.965 |
3.177 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.735 |
3.669 |
3.335 |
|
| R3 |
3.551 |
3.485 |
3.285 |
|
| R2 |
3.367 |
3.367 |
3.268 |
|
| R1 |
3.301 |
3.301 |
3.251 |
3.334 |
| PP |
3.183 |
3.183 |
3.183 |
3.200 |
| S1 |
3.117 |
3.117 |
3.217 |
3.150 |
| S2 |
2.999 |
2.999 |
3.200 |
|
| S3 |
2.815 |
2.933 |
3.183 |
|
| S4 |
2.631 |
2.749 |
3.133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.250 |
2.910 |
0.340 |
10.5% |
0.099 |
3.1% |
95% |
True |
False |
21,679 |
| 10 |
3.250 |
2.818 |
0.432 |
13.4% |
0.099 |
3.1% |
96% |
True |
False |
25,069 |
| 20 |
3.336 |
2.766 |
0.570 |
17.6% |
0.114 |
3.5% |
82% |
False |
False |
28,790 |
| 40 |
3.676 |
2.766 |
0.910 |
28.1% |
0.103 |
3.2% |
51% |
False |
False |
25,263 |
| 60 |
3.676 |
2.766 |
0.910 |
28.1% |
0.090 |
2.8% |
51% |
False |
False |
20,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.688 |
|
2.618 |
3.520 |
|
1.618 |
3.417 |
|
1.000 |
3.353 |
|
0.618 |
3.314 |
|
HIGH |
3.250 |
|
0.618 |
3.211 |
|
0.500 |
3.199 |
|
0.382 |
3.186 |
|
LOW |
3.147 |
|
0.618 |
3.083 |
|
1.000 |
3.044 |
|
1.618 |
2.980 |
|
2.618 |
2.877 |
|
4.250 |
2.709 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.222 |
3.209 |
| PP |
3.210 |
3.184 |
| S1 |
3.199 |
3.159 |
|