NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.007 |
2.851 |
-0.156 |
-5.2% |
3.260 |
| High |
3.044 |
2.879 |
-0.165 |
-5.4% |
3.317 |
| Low |
2.827 |
2.755 |
-0.072 |
-2.5% |
2.955 |
| Close |
2.831 |
2.774 |
-0.057 |
-2.0% |
2.993 |
| Range |
0.217 |
0.124 |
-0.093 |
-42.9% |
0.362 |
| ATR |
0.124 |
0.124 |
0.000 |
0.0% |
0.000 |
| Volume |
162,042 |
99,283 |
-62,759 |
-38.7% |
734,682 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.098 |
2.842 |
|
| R3 |
3.051 |
2.974 |
2.808 |
|
| R2 |
2.927 |
2.927 |
2.797 |
|
| R1 |
2.850 |
2.850 |
2.785 |
2.827 |
| PP |
2.803 |
2.803 |
2.803 |
2.791 |
| S1 |
2.726 |
2.726 |
2.763 |
2.703 |
| S2 |
2.679 |
2.679 |
2.751 |
|
| S3 |
2.555 |
2.602 |
2.740 |
|
| S4 |
2.431 |
2.478 |
2.706 |
|
|
| 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 |
3.261 |
2.755 |
0.506 |
18.2% |
0.145 |
5.2% |
4% |
False |
True |
150,035 |
| 10 |
3.366 |
2.755 |
0.611 |
22.0% |
0.123 |
4.4% |
3% |
False |
True |
160,220 |
| 20 |
3.366 |
2.755 |
0.611 |
22.0% |
0.117 |
4.2% |
3% |
False |
True |
168,041 |
| 40 |
3.366 |
2.755 |
0.611 |
22.0% |
0.102 |
3.7% |
3% |
False |
True |
124,980 |
| 60 |
3.366 |
2.755 |
0.611 |
22.0% |
0.095 |
3.4% |
3% |
False |
True |
98,905 |
| 80 |
3.366 |
2.755 |
0.611 |
22.0% |
0.094 |
3.4% |
3% |
False |
True |
80,716 |
| 100 |
3.366 |
2.755 |
0.611 |
22.0% |
0.090 |
3.2% |
3% |
False |
True |
68,331 |
| 120 |
3.366 |
2.460 |
0.906 |
32.7% |
0.084 |
3.0% |
35% |
False |
False |
58,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.406 |
|
2.618 |
3.204 |
|
1.618 |
3.080 |
|
1.000 |
3.003 |
|
0.618 |
2.956 |
|
HIGH |
2.879 |
|
0.618 |
2.832 |
|
0.500 |
2.817 |
|
0.382 |
2.802 |
|
LOW |
2.755 |
|
0.618 |
2.678 |
|
1.000 |
2.631 |
|
1.618 |
2.554 |
|
2.618 |
2.430 |
|
4.250 |
2.228 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.817 |
2.938 |
| PP |
2.803 |
2.883 |
| S1 |
2.788 |
2.829 |
|