NYMEX Natural Gas Future February 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 |
3.286 |
3.381 |
0.095 |
2.9% |
3.080 |
| High |
3.373 |
3.392 |
0.019 |
0.6% |
3.250 |
| Low |
3.282 |
3.302 |
0.020 |
0.6% |
3.066 |
| Close |
3.346 |
3.341 |
-0.005 |
-0.1% |
3.234 |
| Range |
0.091 |
0.090 |
-0.001 |
-1.1% |
0.184 |
| ATR |
0.112 |
0.111 |
-0.002 |
-1.4% |
0.000 |
| Volume |
47,023 |
49,228 |
2,205 |
4.7% |
85,641 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.615 |
3.568 |
3.391 |
|
| R3 |
3.525 |
3.478 |
3.366 |
|
| R2 |
3.435 |
3.435 |
3.358 |
|
| R1 |
3.388 |
3.388 |
3.349 |
3.367 |
| PP |
3.345 |
3.345 |
3.345 |
3.334 |
| S1 |
3.298 |
3.298 |
3.333 |
3.277 |
| S2 |
3.255 |
3.255 |
3.325 |
|
| S3 |
3.165 |
3.208 |
3.316 |
|
| S4 |
3.075 |
3.118 |
3.292 |
|
|
| 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 |
3.392 |
3.067 |
0.325 |
9.7% |
0.100 |
3.0% |
84% |
True |
False |
31,691 |
| 10 |
3.392 |
2.891 |
0.501 |
15.0% |
0.097 |
2.9% |
90% |
True |
False |
28,394 |
| 20 |
3.392 |
2.766 |
0.626 |
18.7% |
0.110 |
3.3% |
92% |
True |
False |
30,675 |
| 40 |
3.676 |
2.766 |
0.910 |
27.2% |
0.105 |
3.1% |
63% |
False |
False |
27,024 |
| 60 |
3.676 |
2.766 |
0.910 |
27.2% |
0.091 |
2.7% |
63% |
False |
False |
21,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.775 |
|
2.618 |
3.628 |
|
1.618 |
3.538 |
|
1.000 |
3.482 |
|
0.618 |
3.448 |
|
HIGH |
3.392 |
|
0.618 |
3.358 |
|
0.500 |
3.347 |
|
0.382 |
3.336 |
|
LOW |
3.302 |
|
0.618 |
3.246 |
|
1.000 |
3.212 |
|
1.618 |
3.156 |
|
2.618 |
3.066 |
|
4.250 |
2.920 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.347 |
3.317 |
| PP |
3.345 |
3.293 |
| S1 |
3.343 |
3.270 |
|