NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.173 |
3.120 |
-0.053 |
-1.7% |
3.260 |
| High |
3.201 |
3.121 |
-0.080 |
-2.5% |
3.317 |
| Low |
3.101 |
2.955 |
-0.146 |
-4.7% |
2.955 |
| Close |
3.141 |
2.993 |
-0.148 |
-4.7% |
2.993 |
| Range |
0.100 |
0.166 |
0.066 |
66.0% |
0.362 |
| ATR |
0.111 |
0.116 |
0.005 |
4.8% |
0.000 |
| Volume |
161,637 |
170,372 |
8,735 |
5.4% |
734,682 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.521 |
3.423 |
3.084 |
|
| R3 |
3.355 |
3.257 |
3.039 |
|
| R2 |
3.189 |
3.189 |
3.023 |
|
| R1 |
3.091 |
3.091 |
3.008 |
3.057 |
| PP |
3.023 |
3.023 |
3.023 |
3.006 |
| S1 |
2.925 |
2.925 |
2.978 |
2.891 |
| S2 |
2.857 |
2.857 |
2.963 |
|
| S3 |
2.691 |
2.759 |
2.947 |
|
| S4 |
2.525 |
2.593 |
2.902 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
3.946 |
3.192 |
|
| R3 |
3.812 |
3.584 |
3.093 |
|
| R2 |
3.450 |
3.450 |
3.059 |
|
| R1 |
3.222 |
3.222 |
3.026 |
3.155 |
| PP |
3.088 |
3.088 |
3.088 |
3.055 |
| S1 |
2.860 |
2.860 |
2.960 |
2.793 |
| S2 |
2.726 |
2.726 |
2.927 |
|
| S3 |
2.364 |
2.498 |
2.893 |
|
| S4 |
2.002 |
2.136 |
2.794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.317 |
2.955 |
0.362 |
12.1% |
0.102 |
3.4% |
10% |
False |
True |
146,936 |
| 10 |
3.366 |
2.955 |
0.411 |
13.7% |
0.111 |
3.7% |
9% |
False |
True |
173,279 |
| 20 |
3.366 |
2.866 |
0.500 |
16.7% |
0.106 |
3.5% |
25% |
False |
False |
165,426 |
| 40 |
3.366 |
2.771 |
0.595 |
19.9% |
0.098 |
3.3% |
37% |
False |
False |
120,740 |
| 60 |
3.366 |
2.767 |
0.599 |
20.0% |
0.092 |
3.1% |
38% |
False |
False |
95,716 |
| 80 |
3.366 |
2.767 |
0.599 |
20.0% |
0.091 |
3.1% |
38% |
False |
False |
77,982 |
| 100 |
3.366 |
2.740 |
0.626 |
20.9% |
0.087 |
2.9% |
40% |
False |
False |
65,964 |
| 120 |
3.366 |
2.460 |
0.906 |
30.3% |
0.082 |
2.7% |
59% |
False |
False |
56,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.827 |
|
2.618 |
3.556 |
|
1.618 |
3.390 |
|
1.000 |
3.287 |
|
0.618 |
3.224 |
|
HIGH |
3.121 |
|
0.618 |
3.058 |
|
0.500 |
3.038 |
|
0.382 |
3.018 |
|
LOW |
2.955 |
|
0.618 |
2.852 |
|
1.000 |
2.789 |
|
1.618 |
2.686 |
|
2.618 |
2.520 |
|
4.250 |
2.250 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.038 |
3.108 |
| PP |
3.023 |
3.070 |
| S1 |
3.008 |
3.031 |
|