NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.260 |
3.173 |
-0.087 |
-2.7% |
3.194 |
| High |
3.261 |
3.201 |
-0.060 |
-1.8% |
3.366 |
| Low |
3.144 |
3.101 |
-0.043 |
-1.4% |
3.154 |
| Close |
3.170 |
3.141 |
-0.029 |
-0.9% |
3.285 |
| Range |
0.117 |
0.100 |
-0.017 |
-14.5% |
0.212 |
| ATR |
0.112 |
0.111 |
-0.001 |
-0.8% |
0.000 |
| Volume |
156,842 |
161,637 |
4,795 |
3.1% |
998,111 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.448 |
3.394 |
3.196 |
|
| R3 |
3.348 |
3.294 |
3.169 |
|
| R2 |
3.248 |
3.248 |
3.159 |
|
| R1 |
3.194 |
3.194 |
3.150 |
3.171 |
| PP |
3.148 |
3.148 |
3.148 |
3.136 |
| S1 |
3.094 |
3.094 |
3.132 |
3.071 |
| S2 |
3.048 |
3.048 |
3.123 |
|
| S3 |
2.948 |
2.994 |
3.114 |
|
| S4 |
2.848 |
2.894 |
3.086 |
|
|
| 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 |
3.362 |
3.101 |
0.261 |
8.3% |
0.089 |
2.8% |
15% |
False |
True |
146,151 |
| 10 |
3.366 |
3.015 |
0.351 |
11.2% |
0.115 |
3.7% |
36% |
False |
False |
184,600 |
| 20 |
3.366 |
2.866 |
0.500 |
15.9% |
0.102 |
3.3% |
55% |
False |
False |
161,868 |
| 40 |
3.366 |
2.771 |
0.595 |
18.9% |
0.097 |
3.1% |
62% |
False |
False |
117,444 |
| 60 |
3.366 |
2.767 |
0.599 |
19.1% |
0.092 |
2.9% |
62% |
False |
False |
93,837 |
| 80 |
3.366 |
2.767 |
0.599 |
19.1% |
0.091 |
2.9% |
62% |
False |
False |
76,183 |
| 100 |
3.366 |
2.712 |
0.654 |
20.8% |
0.086 |
2.7% |
66% |
False |
False |
64,404 |
| 120 |
3.366 |
2.460 |
0.906 |
28.8% |
0.081 |
2.6% |
75% |
False |
False |
55,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.626 |
|
2.618 |
3.463 |
|
1.618 |
3.363 |
|
1.000 |
3.301 |
|
0.618 |
3.263 |
|
HIGH |
3.201 |
|
0.618 |
3.163 |
|
0.500 |
3.151 |
|
0.382 |
3.139 |
|
LOW |
3.101 |
|
0.618 |
3.039 |
|
1.000 |
3.001 |
|
1.618 |
2.939 |
|
2.618 |
2.839 |
|
4.250 |
2.676 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.151 |
3.209 |
| PP |
3.148 |
3.186 |
| S1 |
3.144 |
3.164 |
|