NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.542 |
3.497 |
-0.045 |
-1.3% |
3.389 |
| High |
3.556 |
3.506 |
-0.050 |
-1.4% |
3.556 |
| Low |
3.486 |
3.448 |
-0.038 |
-1.1% |
3.355 |
| Close |
3.503 |
3.481 |
-0.022 |
-0.6% |
3.503 |
| Range |
0.070 |
0.058 |
-0.012 |
-17.1% |
0.201 |
| ATR |
0.090 |
0.087 |
-0.002 |
-2.5% |
0.000 |
| Volume |
95,268 |
85,771 |
-9,497 |
-10.0% |
533,831 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.652 |
3.625 |
3.513 |
|
| R3 |
3.594 |
3.567 |
3.497 |
|
| R2 |
3.536 |
3.536 |
3.492 |
|
| R1 |
3.509 |
3.509 |
3.486 |
3.494 |
| PP |
3.478 |
3.478 |
3.478 |
3.471 |
| S1 |
3.451 |
3.451 |
3.476 |
3.436 |
| S2 |
3.420 |
3.420 |
3.470 |
|
| S3 |
3.362 |
3.393 |
3.465 |
|
| S4 |
3.304 |
3.335 |
3.449 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
3.990 |
3.614 |
|
| R3 |
3.873 |
3.789 |
3.558 |
|
| R2 |
3.672 |
3.672 |
3.540 |
|
| R1 |
3.588 |
3.588 |
3.521 |
3.630 |
| PP |
3.471 |
3.471 |
3.471 |
3.493 |
| S1 |
3.387 |
3.387 |
3.485 |
3.429 |
| S2 |
3.270 |
3.270 |
3.466 |
|
| S3 |
3.069 |
3.186 |
3.448 |
|
| S4 |
2.868 |
2.985 |
3.392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.556 |
3.366 |
0.190 |
5.5% |
0.089 |
2.6% |
61% |
False |
False |
101,507 |
| 10 |
3.556 |
3.127 |
0.429 |
12.3% |
0.102 |
2.9% |
83% |
False |
False |
98,755 |
| 20 |
3.556 |
3.112 |
0.444 |
12.8% |
0.088 |
2.5% |
83% |
False |
False |
70,207 |
| 40 |
3.556 |
3.023 |
0.533 |
15.3% |
0.083 |
2.4% |
86% |
False |
False |
50,024 |
| 60 |
3.556 |
3.010 |
0.546 |
15.7% |
0.079 |
2.3% |
86% |
False |
False |
40,309 |
| 80 |
3.556 |
3.010 |
0.546 |
15.7% |
0.079 |
2.3% |
86% |
False |
False |
33,453 |
| 100 |
3.556 |
2.927 |
0.629 |
18.1% |
0.075 |
2.2% |
88% |
False |
False |
29,054 |
| 120 |
3.556 |
2.760 |
0.796 |
22.9% |
0.071 |
2.0% |
91% |
False |
False |
25,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.753 |
|
2.618 |
3.658 |
|
1.618 |
3.600 |
|
1.000 |
3.564 |
|
0.618 |
3.542 |
|
HIGH |
3.506 |
|
0.618 |
3.484 |
|
0.500 |
3.477 |
|
0.382 |
3.470 |
|
LOW |
3.448 |
|
0.618 |
3.412 |
|
1.000 |
3.390 |
|
1.618 |
3.354 |
|
2.618 |
3.296 |
|
4.250 |
3.202 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.480 |
3.474 |
| PP |
3.478 |
3.468 |
| S1 |
3.477 |
3.461 |
|