NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.425 |
3.387 |
-0.038 |
-1.1% |
3.497 |
| High |
3.425 |
3.403 |
-0.022 |
-0.6% |
3.546 |
| Low |
3.337 |
3.300 |
-0.037 |
-1.1% |
3.337 |
| Close |
3.361 |
3.319 |
-0.042 |
-1.2% |
3.361 |
| Range |
0.088 |
0.103 |
0.015 |
17.0% |
0.209 |
| ATR |
0.086 |
0.087 |
0.001 |
1.4% |
0.000 |
| Volume |
119,893 |
140,310 |
20,417 |
17.0% |
482,710 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.650 |
3.587 |
3.376 |
|
| R3 |
3.547 |
3.484 |
3.347 |
|
| R2 |
3.444 |
3.444 |
3.338 |
|
| R1 |
3.381 |
3.381 |
3.328 |
3.361 |
| PP |
3.341 |
3.341 |
3.341 |
3.331 |
| S1 |
3.278 |
3.278 |
3.310 |
3.258 |
| S2 |
3.238 |
3.238 |
3.300 |
|
| S3 |
3.135 |
3.175 |
3.291 |
|
| S4 |
3.032 |
3.072 |
3.262 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.042 |
3.910 |
3.476 |
|
| R3 |
3.833 |
3.701 |
3.418 |
|
| R2 |
3.624 |
3.624 |
3.399 |
|
| R1 |
3.492 |
3.492 |
3.380 |
3.454 |
| PP |
3.415 |
3.415 |
3.415 |
3.395 |
| S1 |
3.283 |
3.283 |
3.342 |
3.245 |
| S2 |
3.206 |
3.206 |
3.323 |
|
| S3 |
2.997 |
3.074 |
3.304 |
|
| S4 |
2.788 |
2.865 |
3.246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.546 |
3.300 |
0.246 |
7.4% |
0.083 |
2.5% |
8% |
False |
True |
107,449 |
| 10 |
3.556 |
3.300 |
0.256 |
7.7% |
0.086 |
2.6% |
7% |
False |
True |
104,478 |
| 20 |
3.556 |
3.112 |
0.444 |
13.4% |
0.088 |
2.7% |
47% |
False |
False |
88,428 |
| 40 |
3.556 |
3.037 |
0.519 |
15.6% |
0.082 |
2.5% |
54% |
False |
False |
60,484 |
| 60 |
3.556 |
3.010 |
0.546 |
16.5% |
0.080 |
2.4% |
57% |
False |
False |
47,836 |
| 80 |
3.556 |
3.010 |
0.546 |
16.5% |
0.079 |
2.4% |
57% |
False |
False |
39,238 |
| 100 |
3.556 |
3.010 |
0.546 |
16.5% |
0.077 |
2.3% |
57% |
False |
False |
33,912 |
| 120 |
3.556 |
2.760 |
0.796 |
24.0% |
0.072 |
2.2% |
70% |
False |
False |
29,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.841 |
|
2.618 |
3.673 |
|
1.618 |
3.570 |
|
1.000 |
3.506 |
|
0.618 |
3.467 |
|
HIGH |
3.403 |
|
0.618 |
3.364 |
|
0.500 |
3.352 |
|
0.382 |
3.339 |
|
LOW |
3.300 |
|
0.618 |
3.236 |
|
1.000 |
3.197 |
|
1.618 |
3.133 |
|
2.618 |
3.030 |
|
4.250 |
2.862 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.352 |
3.383 |
| PP |
3.341 |
3.362 |
| S1 |
3.330 |
3.340 |
|