NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.252 |
3.260 |
0.008 |
0.2% |
3.194 |
| High |
3.317 |
3.261 |
-0.056 |
-1.7% |
3.366 |
| Low |
3.248 |
3.144 |
-0.104 |
-3.2% |
3.154 |
| Close |
3.263 |
3.170 |
-0.093 |
-2.9% |
3.285 |
| Range |
0.069 |
0.117 |
0.048 |
69.6% |
0.212 |
| ATR |
0.111 |
0.112 |
0.001 |
0.5% |
0.000 |
| Volume |
116,938 |
156,842 |
39,904 |
34.1% |
998,111 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.543 |
3.473 |
3.234 |
|
| R3 |
3.426 |
3.356 |
3.202 |
|
| R2 |
3.309 |
3.309 |
3.191 |
|
| R1 |
3.239 |
3.239 |
3.181 |
3.216 |
| PP |
3.192 |
3.192 |
3.192 |
3.180 |
| S1 |
3.122 |
3.122 |
3.159 |
3.099 |
| S2 |
3.075 |
3.075 |
3.149 |
|
| S3 |
2.958 |
3.005 |
3.138 |
|
| S4 |
2.841 |
2.888 |
3.106 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.807 |
3.402 |
|
| R3 |
3.692 |
3.595 |
3.343 |
|
| R2 |
3.480 |
3.480 |
3.324 |
|
| R1 |
3.383 |
3.383 |
3.304 |
3.432 |
| PP |
3.268 |
3.268 |
3.268 |
3.293 |
| S1 |
3.171 |
3.171 |
3.266 |
3.220 |
| S2 |
3.056 |
3.056 |
3.246 |
|
| S3 |
2.844 |
2.959 |
3.227 |
|
| S4 |
2.632 |
2.747 |
3.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.366 |
3.144 |
0.222 |
7.0% |
0.109 |
3.4% |
12% |
False |
True |
167,412 |
| 10 |
3.366 |
2.972 |
0.394 |
12.4% |
0.115 |
3.6% |
50% |
False |
False |
188,672 |
| 20 |
3.366 |
2.866 |
0.500 |
15.8% |
0.103 |
3.3% |
61% |
False |
False |
159,236 |
| 40 |
3.366 |
2.771 |
0.595 |
18.8% |
0.096 |
3.0% |
67% |
False |
False |
114,193 |
| 60 |
3.366 |
2.767 |
0.599 |
18.9% |
0.091 |
2.9% |
67% |
False |
False |
91,751 |
| 80 |
3.366 |
2.767 |
0.599 |
18.9% |
0.091 |
2.9% |
67% |
False |
False |
74,489 |
| 100 |
3.366 |
2.651 |
0.715 |
22.6% |
0.086 |
2.7% |
73% |
False |
False |
62,928 |
| 120 |
3.366 |
2.460 |
0.906 |
28.6% |
0.081 |
2.5% |
78% |
False |
False |
53,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.758 |
|
2.618 |
3.567 |
|
1.618 |
3.450 |
|
1.000 |
3.378 |
|
0.618 |
3.333 |
|
HIGH |
3.261 |
|
0.618 |
3.216 |
|
0.500 |
3.203 |
|
0.382 |
3.189 |
|
LOW |
3.144 |
|
0.618 |
3.072 |
|
1.000 |
3.027 |
|
1.618 |
2.955 |
|
2.618 |
2.838 |
|
4.250 |
2.647 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.203 |
3.231 |
| PP |
3.192 |
3.210 |
| S1 |
3.181 |
3.190 |
|