NYMEX Natural Gas Future December 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 |
3.440 |
3.414 |
-0.026 |
-0.8% |
3.137 |
| High |
3.451 |
3.548 |
0.097 |
2.8% |
3.409 |
| Low |
3.387 |
3.366 |
-0.021 |
-0.6% |
3.112 |
| Close |
3.410 |
3.532 |
0.122 |
3.6% |
3.391 |
| Range |
0.064 |
0.182 |
0.118 |
184.4% |
0.297 |
| ATR |
0.084 |
0.091 |
0.007 |
8.3% |
0.000 |
| Volume |
88,269 |
141,037 |
52,768 |
59.8% |
421,823 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.028 |
3.962 |
3.632 |
|
| R3 |
3.846 |
3.780 |
3.582 |
|
| R2 |
3.664 |
3.664 |
3.565 |
|
| R1 |
3.598 |
3.598 |
3.549 |
3.631 |
| PP |
3.482 |
3.482 |
3.482 |
3.499 |
| S1 |
3.416 |
3.416 |
3.515 |
3.449 |
| S2 |
3.300 |
3.300 |
3.499 |
|
| S3 |
3.118 |
3.234 |
3.482 |
|
| S4 |
2.936 |
3.052 |
3.432 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.090 |
3.554 |
|
| R3 |
3.898 |
3.793 |
3.473 |
|
| R2 |
3.601 |
3.601 |
3.445 |
|
| R1 |
3.496 |
3.496 |
3.418 |
3.549 |
| PP |
3.304 |
3.304 |
3.304 |
3.330 |
| S1 |
3.199 |
3.199 |
3.364 |
3.252 |
| S2 |
3.007 |
3.007 |
3.337 |
|
| S3 |
2.710 |
2.902 |
3.309 |
|
| S4 |
2.413 |
2.605 |
3.228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.548 |
3.259 |
0.289 |
8.2% |
0.116 |
3.3% |
94% |
True |
False |
115,389 |
| 10 |
3.548 |
3.112 |
0.436 |
12.3% |
0.101 |
2.9% |
96% |
True |
False |
92,164 |
| 20 |
3.548 |
3.112 |
0.436 |
12.3% |
0.088 |
2.5% |
96% |
True |
False |
63,910 |
| 40 |
3.548 |
3.010 |
0.538 |
15.2% |
0.084 |
2.4% |
97% |
True |
False |
46,651 |
| 60 |
3.548 |
3.010 |
0.538 |
15.2% |
0.079 |
2.2% |
97% |
True |
False |
37,743 |
| 80 |
3.548 |
3.010 |
0.538 |
15.2% |
0.080 |
2.3% |
97% |
True |
False |
31,555 |
| 100 |
3.548 |
2.867 |
0.681 |
19.3% |
0.075 |
2.1% |
98% |
True |
False |
27,378 |
| 120 |
3.548 |
2.760 |
0.788 |
22.3% |
0.070 |
2.0% |
98% |
True |
False |
23,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.322 |
|
2.618 |
4.024 |
|
1.618 |
3.842 |
|
1.000 |
3.730 |
|
0.618 |
3.660 |
|
HIGH |
3.548 |
|
0.618 |
3.478 |
|
0.500 |
3.457 |
|
0.382 |
3.436 |
|
LOW |
3.366 |
|
0.618 |
3.254 |
|
1.000 |
3.184 |
|
1.618 |
3.072 |
|
2.618 |
2.890 |
|
4.250 |
2.593 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.507 |
3.507 |
| PP |
3.482 |
3.482 |
| S1 |
3.457 |
3.457 |
|