NYMEX Natural Gas Future February 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 |
3.176 |
3.286 |
0.110 |
3.5% |
3.080 |
| High |
3.250 |
3.373 |
0.123 |
3.8% |
3.250 |
| Low |
3.147 |
3.282 |
0.135 |
4.3% |
3.066 |
| Close |
3.234 |
3.346 |
0.112 |
3.5% |
3.234 |
| Range |
0.103 |
0.091 |
-0.012 |
-11.7% |
0.184 |
| ATR |
0.110 |
0.112 |
0.002 |
1.9% |
0.000 |
| Volume |
14,987 |
47,023 |
32,036 |
213.8% |
85,641 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.607 |
3.567 |
3.396 |
|
| R3 |
3.516 |
3.476 |
3.371 |
|
| R2 |
3.425 |
3.425 |
3.363 |
|
| R1 |
3.385 |
3.385 |
3.354 |
3.405 |
| PP |
3.334 |
3.334 |
3.334 |
3.344 |
| S1 |
3.294 |
3.294 |
3.338 |
3.314 |
| S2 |
3.243 |
3.243 |
3.329 |
|
| S3 |
3.152 |
3.203 |
3.321 |
|
| S4 |
3.061 |
3.112 |
3.296 |
|
|
| 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 |
3.373 |
3.066 |
0.307 |
9.2% |
0.094 |
2.8% |
91% |
True |
False |
26,532 |
| 10 |
3.373 |
2.891 |
0.482 |
14.4% |
0.095 |
2.8% |
94% |
True |
False |
26,498 |
| 20 |
3.373 |
2.766 |
0.607 |
18.1% |
0.113 |
3.4% |
96% |
True |
False |
29,706 |
| 40 |
3.676 |
2.766 |
0.910 |
27.2% |
0.104 |
3.1% |
64% |
False |
False |
26,095 |
| 60 |
3.676 |
2.766 |
0.910 |
27.2% |
0.090 |
2.7% |
64% |
False |
False |
20,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.760 |
|
2.618 |
3.611 |
|
1.618 |
3.520 |
|
1.000 |
3.464 |
|
0.618 |
3.429 |
|
HIGH |
3.373 |
|
0.618 |
3.338 |
|
0.500 |
3.328 |
|
0.382 |
3.317 |
|
LOW |
3.282 |
|
0.618 |
3.226 |
|
1.000 |
3.191 |
|
1.618 |
3.135 |
|
2.618 |
3.044 |
|
4.250 |
2.895 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.340 |
3.304 |
| PP |
3.334 |
3.262 |
| S1 |
3.328 |
3.220 |
|