NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.223 |
3.211 |
-0.012 |
-0.4% |
2.905 |
| High |
3.260 |
3.366 |
0.106 |
3.3% |
3.218 |
| Low |
3.184 |
3.164 |
-0.020 |
-0.6% |
2.866 |
| Close |
3.210 |
3.341 |
0.131 |
4.1% |
3.193 |
| Range |
0.076 |
0.202 |
0.126 |
165.8% |
0.352 |
| ATR |
0.112 |
0.119 |
0.006 |
5.7% |
0.000 |
| Volume |
171,806 |
267,945 |
96,139 |
56.0% |
928,918 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.896 |
3.821 |
3.452 |
|
| R3 |
3.694 |
3.619 |
3.397 |
|
| R2 |
3.492 |
3.492 |
3.378 |
|
| R1 |
3.417 |
3.417 |
3.360 |
3.455 |
| PP |
3.290 |
3.290 |
3.290 |
3.309 |
| S1 |
3.215 |
3.215 |
3.322 |
3.253 |
| S2 |
3.088 |
3.088 |
3.304 |
|
| S3 |
2.886 |
3.013 |
3.285 |
|
| S4 |
2.684 |
2.811 |
3.230 |
|
|
| 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 |
3.366 |
3.015 |
0.351 |
10.5% |
0.141 |
4.2% |
93% |
True |
False |
223,049 |
| 10 |
3.366 |
2.866 |
0.500 |
15.0% |
0.121 |
3.6% |
95% |
True |
False |
192,872 |
| 20 |
3.366 |
2.771 |
0.595 |
17.8% |
0.105 |
3.1% |
96% |
True |
False |
145,469 |
| 40 |
3.366 |
2.771 |
0.595 |
17.8% |
0.096 |
2.9% |
96% |
True |
False |
104,389 |
| 60 |
3.366 |
2.767 |
0.599 |
17.9% |
0.091 |
2.7% |
96% |
True |
False |
83,842 |
| 80 |
3.366 |
2.767 |
0.599 |
17.9% |
0.091 |
2.7% |
96% |
True |
False |
68,234 |
| 100 |
3.366 |
2.572 |
0.794 |
23.8% |
0.085 |
2.5% |
97% |
True |
False |
57,610 |
| 120 |
3.366 |
2.460 |
0.906 |
27.1% |
0.080 |
2.4% |
97% |
True |
False |
49,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.225 |
|
2.618 |
3.895 |
|
1.618 |
3.693 |
|
1.000 |
3.568 |
|
0.618 |
3.491 |
|
HIGH |
3.366 |
|
0.618 |
3.289 |
|
0.500 |
3.265 |
|
0.382 |
3.241 |
|
LOW |
3.164 |
|
0.618 |
3.039 |
|
1.000 |
2.962 |
|
1.618 |
2.837 |
|
2.618 |
2.635 |
|
4.250 |
2.306 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.316 |
3.316 |
| PP |
3.290 |
3.290 |
| S1 |
3.265 |
3.265 |
|