NYMEX Natural Gas Future December 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 |
3.387 |
3.337 |
-0.050 |
-1.5% |
3.497 |
| High |
3.403 |
3.344 |
-0.059 |
-1.7% |
3.546 |
| Low |
3.300 |
3.113 |
-0.187 |
-5.7% |
3.337 |
| Close |
3.319 |
3.149 |
-0.170 |
-5.1% |
3.361 |
| Range |
0.103 |
0.231 |
0.128 |
124.3% |
0.209 |
| ATR |
0.087 |
0.098 |
0.010 |
11.7% |
0.000 |
| Volume |
140,310 |
247,453 |
107,143 |
76.4% |
482,710 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.895 |
3.753 |
3.276 |
|
| R3 |
3.664 |
3.522 |
3.213 |
|
| R2 |
3.433 |
3.433 |
3.191 |
|
| R1 |
3.291 |
3.291 |
3.170 |
3.247 |
| PP |
3.202 |
3.202 |
3.202 |
3.180 |
| S1 |
3.060 |
3.060 |
3.128 |
3.016 |
| S2 |
2.971 |
2.971 |
3.107 |
|
| S3 |
2.740 |
2.829 |
3.085 |
|
| S4 |
2.509 |
2.598 |
3.022 |
|
|
| 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 |
3.502 |
3.113 |
0.389 |
12.4% |
0.118 |
3.7% |
9% |
False |
True |
142,354 |
| 10 |
3.556 |
3.113 |
0.443 |
14.1% |
0.102 |
3.2% |
8% |
False |
True |
119,504 |
| 20 |
3.556 |
3.112 |
0.444 |
14.1% |
0.097 |
3.1% |
8% |
False |
False |
98,787 |
| 40 |
3.556 |
3.037 |
0.519 |
16.5% |
0.086 |
2.7% |
22% |
False |
False |
66,205 |
| 60 |
3.556 |
3.010 |
0.546 |
17.3% |
0.082 |
2.6% |
25% |
False |
False |
51,675 |
| 80 |
3.556 |
3.010 |
0.546 |
17.3% |
0.081 |
2.6% |
25% |
False |
False |
42,176 |
| 100 |
3.556 |
3.010 |
0.546 |
17.3% |
0.079 |
2.5% |
25% |
False |
False |
36,318 |
| 120 |
3.556 |
2.760 |
0.796 |
25.3% |
0.074 |
2.3% |
49% |
False |
False |
31,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.326 |
|
2.618 |
3.949 |
|
1.618 |
3.718 |
|
1.000 |
3.575 |
|
0.618 |
3.487 |
|
HIGH |
3.344 |
|
0.618 |
3.256 |
|
0.500 |
3.229 |
|
0.382 |
3.201 |
|
LOW |
3.113 |
|
0.618 |
2.970 |
|
1.000 |
2.882 |
|
1.618 |
2.739 |
|
2.618 |
2.508 |
|
4.250 |
2.131 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.229 |
3.269 |
| PP |
3.202 |
3.229 |
| S1 |
3.176 |
3.189 |
|