NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.272 |
3.223 |
-0.049 |
-1.5% |
2.905 |
| High |
3.300 |
3.260 |
-0.040 |
-1.2% |
3.218 |
| Low |
3.209 |
3.184 |
-0.025 |
-0.8% |
2.866 |
| Close |
3.237 |
3.210 |
-0.027 |
-0.8% |
3.193 |
| Range |
0.091 |
0.076 |
-0.015 |
-16.5% |
0.352 |
| ATR |
0.115 |
0.112 |
-0.003 |
-2.4% |
0.000 |
| Volume |
187,557 |
171,806 |
-15,751 |
-8.4% |
928,918 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.446 |
3.404 |
3.252 |
|
| R3 |
3.370 |
3.328 |
3.231 |
|
| R2 |
3.294 |
3.294 |
3.224 |
|
| R1 |
3.252 |
3.252 |
3.217 |
3.235 |
| PP |
3.218 |
3.218 |
3.218 |
3.210 |
| S1 |
3.176 |
3.176 |
3.203 |
3.159 |
| S2 |
3.142 |
3.142 |
3.196 |
|
| S3 |
3.066 |
3.100 |
3.189 |
|
| S4 |
2.990 |
3.024 |
3.168 |
|
|
| 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 |
2.972 |
0.328 |
10.2% |
0.121 |
3.8% |
73% |
False |
False |
209,932 |
| 10 |
3.300 |
2.866 |
0.434 |
13.5% |
0.108 |
3.4% |
79% |
False |
False |
179,259 |
| 20 |
3.300 |
2.771 |
0.529 |
16.5% |
0.099 |
3.1% |
83% |
False |
False |
136,473 |
| 40 |
3.300 |
2.771 |
0.529 |
16.5% |
0.093 |
2.9% |
83% |
False |
False |
98,518 |
| 60 |
3.300 |
2.767 |
0.533 |
16.6% |
0.089 |
2.8% |
83% |
False |
False |
79,700 |
| 80 |
3.300 |
2.767 |
0.533 |
16.6% |
0.089 |
2.8% |
83% |
False |
False |
65,083 |
| 100 |
3.300 |
2.572 |
0.728 |
22.7% |
0.083 |
2.6% |
88% |
False |
False |
54,986 |
| 120 |
3.300 |
2.460 |
0.840 |
26.2% |
0.079 |
2.5% |
89% |
False |
False |
47,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.583 |
|
2.618 |
3.459 |
|
1.618 |
3.383 |
|
1.000 |
3.336 |
|
0.618 |
3.307 |
|
HIGH |
3.260 |
|
0.618 |
3.231 |
|
0.500 |
3.222 |
|
0.382 |
3.213 |
|
LOW |
3.184 |
|
0.618 |
3.137 |
|
1.000 |
3.108 |
|
1.618 |
3.061 |
|
2.618 |
2.985 |
|
4.250 |
2.861 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.222 |
3.227 |
| PP |
3.218 |
3.221 |
| S1 |
3.214 |
3.216 |
|