NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.194 |
3.272 |
0.078 |
2.4% |
2.905 |
| High |
3.289 |
3.300 |
0.011 |
0.3% |
3.218 |
| Low |
3.154 |
3.209 |
0.055 |
1.7% |
2.866 |
| Close |
3.275 |
3.237 |
-0.038 |
-1.2% |
3.193 |
| Range |
0.135 |
0.091 |
-0.044 |
-32.6% |
0.352 |
| ATR |
0.117 |
0.115 |
-0.002 |
-1.6% |
0.000 |
| Volume |
204,357 |
187,557 |
-16,800 |
-8.2% |
928,918 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.522 |
3.470 |
3.287 |
|
| R3 |
3.431 |
3.379 |
3.262 |
|
| R2 |
3.340 |
3.340 |
3.254 |
|
| R1 |
3.288 |
3.288 |
3.245 |
3.269 |
| PP |
3.249 |
3.249 |
3.249 |
3.239 |
| S1 |
3.197 |
3.197 |
3.229 |
3.178 |
| S2 |
3.158 |
3.158 |
3.220 |
|
| S3 |
3.067 |
3.106 |
3.212 |
|
| S4 |
2.976 |
3.015 |
3.187 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.148 |
4.023 |
3.387 |
|
| R3 |
3.796 |
3.671 |
3.290 |
|
| R2 |
3.444 |
3.444 |
3.258 |
|
| R1 |
3.319 |
3.319 |
3.225 |
3.382 |
| PP |
3.092 |
3.092 |
3.092 |
3.124 |
| S1 |
2.967 |
2.967 |
3.161 |
3.030 |
| S2 |
2.740 |
2.740 |
3.128 |
|
| S3 |
2.388 |
2.615 |
3.096 |
|
| S4 |
2.036 |
2.263 |
2.999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.300 |
2.922 |
0.378 |
11.7% |
0.133 |
4.1% |
83% |
True |
False |
209,775 |
| 10 |
3.300 |
2.866 |
0.434 |
13.4% |
0.111 |
3.4% |
85% |
True |
False |
175,862 |
| 20 |
3.300 |
2.771 |
0.529 |
16.3% |
0.102 |
3.1% |
88% |
True |
False |
133,170 |
| 40 |
3.300 |
2.771 |
0.529 |
16.3% |
0.092 |
2.8% |
88% |
True |
False |
94,846 |
| 60 |
3.300 |
2.767 |
0.533 |
16.5% |
0.089 |
2.7% |
88% |
True |
False |
77,140 |
| 80 |
3.300 |
2.767 |
0.533 |
16.5% |
0.089 |
2.8% |
88% |
True |
False |
63,222 |
| 100 |
3.300 |
2.572 |
0.728 |
22.5% |
0.083 |
2.6% |
91% |
True |
False |
53,329 |
| 120 |
3.300 |
2.460 |
0.840 |
25.9% |
0.079 |
2.4% |
93% |
True |
False |
45,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.687 |
|
2.618 |
3.538 |
|
1.618 |
3.447 |
|
1.000 |
3.391 |
|
0.618 |
3.356 |
|
HIGH |
3.300 |
|
0.618 |
3.265 |
|
0.500 |
3.255 |
|
0.382 |
3.244 |
|
LOW |
3.209 |
|
0.618 |
3.153 |
|
1.000 |
3.118 |
|
1.618 |
3.062 |
|
2.618 |
2.971 |
|
4.250 |
2.822 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.255 |
3.211 |
| PP |
3.249 |
3.184 |
| S1 |
3.243 |
3.158 |
|