NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.131 |
3.052 |
-0.079 |
-2.5% |
3.497 |
| High |
3.136 |
3.099 |
-0.037 |
-1.2% |
3.546 |
| Low |
2.972 |
2.996 |
0.024 |
0.8% |
3.337 |
| Close |
3.036 |
3.068 |
0.032 |
1.1% |
3.361 |
| Range |
0.164 |
0.103 |
-0.061 |
-37.2% |
0.209 |
| ATR |
0.103 |
0.103 |
0.000 |
0.0% |
0.000 |
| Volume |
265,616 |
191,943 |
-73,673 |
-27.7% |
482,710 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.363 |
3.319 |
3.125 |
|
| R3 |
3.260 |
3.216 |
3.096 |
|
| R2 |
3.157 |
3.157 |
3.087 |
|
| R1 |
3.113 |
3.113 |
3.077 |
3.135 |
| PP |
3.054 |
3.054 |
3.054 |
3.066 |
| S1 |
3.010 |
3.010 |
3.059 |
3.032 |
| S2 |
2.951 |
2.951 |
3.049 |
|
| S3 |
2.848 |
2.907 |
3.040 |
|
| S4 |
2.745 |
2.804 |
3.011 |
|
|
| 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 |
3.425 |
2.972 |
0.453 |
14.8% |
0.138 |
4.5% |
21% |
False |
False |
193,043 |
| 10 |
3.556 |
2.972 |
0.584 |
19.0% |
0.104 |
3.4% |
16% |
False |
False |
142,330 |
| 20 |
3.556 |
2.972 |
0.584 |
19.0% |
0.103 |
3.3% |
16% |
False |
False |
117,247 |
| 40 |
3.556 |
2.972 |
0.584 |
19.0% |
0.088 |
2.9% |
16% |
False |
False |
76,123 |
| 60 |
3.556 |
2.972 |
0.584 |
19.0% |
0.084 |
2.7% |
16% |
False |
False |
58,577 |
| 80 |
3.556 |
2.972 |
0.584 |
19.0% |
0.081 |
2.7% |
16% |
False |
False |
47,523 |
| 100 |
3.556 |
2.972 |
0.584 |
19.0% |
0.080 |
2.6% |
16% |
False |
False |
40,691 |
| 120 |
3.556 |
2.760 |
0.796 |
25.9% |
0.075 |
2.5% |
39% |
False |
False |
35,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.537 |
|
2.618 |
3.369 |
|
1.618 |
3.266 |
|
1.000 |
3.202 |
|
0.618 |
3.163 |
|
HIGH |
3.099 |
|
0.618 |
3.060 |
|
0.500 |
3.048 |
|
0.382 |
3.035 |
|
LOW |
2.996 |
|
0.618 |
2.932 |
|
1.000 |
2.893 |
|
1.618 |
2.829 |
|
2.618 |
2.726 |
|
4.250 |
2.558 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.061 |
3.158 |
| PP |
3.054 |
3.128 |
| S1 |
3.048 |
3.098 |
|