NYMEX Natural Gas Future February 2017
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3.381 |
3.349 |
-0.032 |
-0.9% |
3.080 |
| High |
3.392 |
3.384 |
-0.008 |
-0.2% |
3.250 |
| Low |
3.302 |
3.314 |
0.012 |
0.4% |
3.066 |
| Close |
3.341 |
3.359 |
0.018 |
0.5% |
3.234 |
| Range |
0.090 |
0.070 |
-0.020 |
-22.2% |
0.184 |
| ATR |
0.111 |
0.108 |
-0.003 |
-2.6% |
0.000 |
| Volume |
49,228 |
58,983 |
9,755 |
19.8% |
85,641 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.562 |
3.531 |
3.398 |
|
| R3 |
3.492 |
3.461 |
3.378 |
|
| R2 |
3.422 |
3.422 |
3.372 |
|
| R1 |
3.391 |
3.391 |
3.365 |
3.407 |
| PP |
3.352 |
3.352 |
3.352 |
3.360 |
| S1 |
3.321 |
3.321 |
3.353 |
3.337 |
| S2 |
3.282 |
3.282 |
3.346 |
|
| S3 |
3.212 |
3.251 |
3.340 |
|
| S4 |
3.142 |
3.181 |
3.321 |
|
|
| 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% |
0.097 |
2.9% |
90% |
False |
False |
38,540 |
| 10 |
3.392 |
2.891 |
0.501 |
14.9% |
0.093 |
2.8% |
93% |
False |
False |
30,886 |
| 20 |
3.392 |
2.766 |
0.626 |
18.6% |
0.106 |
3.1% |
95% |
False |
False |
32,039 |
| 40 |
3.676 |
2.766 |
0.910 |
27.1% |
0.105 |
3.1% |
65% |
False |
False |
28,100 |
| 60 |
3.676 |
2.766 |
0.910 |
27.1% |
0.091 |
2.7% |
65% |
False |
False |
22,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.682 |
|
2.618 |
3.567 |
|
1.618 |
3.497 |
|
1.000 |
3.454 |
|
0.618 |
3.427 |
|
HIGH |
3.384 |
|
0.618 |
3.357 |
|
0.500 |
3.349 |
|
0.382 |
3.341 |
|
LOW |
3.314 |
|
0.618 |
3.271 |
|
1.000 |
3.244 |
|
1.618 |
3.201 |
|
2.618 |
3.131 |
|
4.250 |
3.017 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.356 |
3.352 |
| PP |
3.352 |
3.344 |
| S1 |
3.349 |
3.337 |
|