NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.497 |
3.499 |
0.002 |
0.1% |
3.389 |
| High |
3.506 |
3.546 |
0.040 |
1.1% |
3.556 |
| Low |
3.448 |
3.489 |
0.041 |
1.2% |
3.355 |
| Close |
3.481 |
3.505 |
0.024 |
0.7% |
3.503 |
| Range |
0.058 |
0.057 |
-0.001 |
-1.7% |
0.201 |
| ATR |
0.087 |
0.086 |
-0.002 |
-1.8% |
0.000 |
| Volume |
85,771 |
72,932 |
-12,839 |
-15.0% |
533,831 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.684 |
3.652 |
3.536 |
|
| R3 |
3.627 |
3.595 |
3.521 |
|
| R2 |
3.570 |
3.570 |
3.515 |
|
| R1 |
3.538 |
3.538 |
3.510 |
3.554 |
| PP |
3.513 |
3.513 |
3.513 |
3.522 |
| S1 |
3.481 |
3.481 |
3.500 |
3.497 |
| S2 |
3.456 |
3.456 |
3.495 |
|
| S3 |
3.399 |
3.424 |
3.489 |
|
| S4 |
3.342 |
3.367 |
3.474 |
|
|
| 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 |
5.4% |
0.086 |
2.5% |
73% |
False |
False |
96,655 |
| 10 |
3.556 |
3.148 |
0.408 |
11.6% |
0.099 |
2.8% |
88% |
False |
False |
99,513 |
| 20 |
3.556 |
3.112 |
0.444 |
12.7% |
0.085 |
2.4% |
89% |
False |
False |
71,765 |
| 40 |
3.556 |
3.026 |
0.530 |
15.1% |
0.083 |
2.4% |
90% |
False |
False |
51,055 |
| 60 |
3.556 |
3.010 |
0.546 |
15.6% |
0.079 |
2.3% |
91% |
False |
False |
41,289 |
| 80 |
3.556 |
3.010 |
0.546 |
15.6% |
0.079 |
2.3% |
91% |
False |
False |
34,245 |
| 100 |
3.556 |
2.927 |
0.629 |
17.9% |
0.075 |
2.1% |
92% |
False |
False |
29,701 |
| 120 |
3.556 |
2.760 |
0.796 |
22.7% |
0.071 |
2.0% |
94% |
False |
False |
25,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.788 |
|
2.618 |
3.695 |
|
1.618 |
3.638 |
|
1.000 |
3.603 |
|
0.618 |
3.581 |
|
HIGH |
3.546 |
|
0.618 |
3.524 |
|
0.500 |
3.518 |
|
0.382 |
3.511 |
|
LOW |
3.489 |
|
0.618 |
3.454 |
|
1.000 |
3.432 |
|
1.618 |
3.397 |
|
2.618 |
3.340 |
|
4.250 |
3.247 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.518 |
3.504 |
| PP |
3.513 |
3.503 |
| S1 |
3.509 |
3.502 |
|