NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.052 |
3.081 |
0.029 |
1.0% |
3.387 |
| High |
3.099 |
3.125 |
0.026 |
0.8% |
3.403 |
| Low |
2.996 |
3.016 |
0.020 |
0.7% |
2.972 |
| Close |
3.068 |
3.105 |
0.037 |
1.2% |
3.105 |
| Range |
0.103 |
0.109 |
0.006 |
5.8% |
0.431 |
| ATR |
0.103 |
0.104 |
0.000 |
0.4% |
0.000 |
| Volume |
191,943 |
157,123 |
-34,820 |
-18.1% |
1,002,445 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.409 |
3.366 |
3.165 |
|
| R3 |
3.300 |
3.257 |
3.135 |
|
| R2 |
3.191 |
3.191 |
3.125 |
|
| R1 |
3.148 |
3.148 |
3.115 |
3.170 |
| PP |
3.082 |
3.082 |
3.082 |
3.093 |
| S1 |
3.039 |
3.039 |
3.095 |
3.061 |
| S2 |
2.973 |
2.973 |
3.085 |
|
| S3 |
2.864 |
2.930 |
3.075 |
|
| S4 |
2.755 |
2.821 |
3.045 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.453 |
4.210 |
3.342 |
|
| R3 |
4.022 |
3.779 |
3.224 |
|
| R2 |
3.591 |
3.591 |
3.184 |
|
| R1 |
3.348 |
3.348 |
3.145 |
3.254 |
| PP |
3.160 |
3.160 |
3.160 |
3.113 |
| S1 |
2.917 |
2.917 |
3.065 |
2.823 |
| S2 |
2.729 |
2.729 |
3.026 |
|
| S3 |
2.298 |
2.486 |
2.986 |
|
| S4 |
1.867 |
2.055 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.403 |
2.972 |
0.431 |
13.9% |
0.142 |
4.6% |
31% |
False |
False |
200,489 |
| 10 |
3.546 |
2.972 |
0.574 |
18.5% |
0.108 |
3.5% |
23% |
False |
False |
148,515 |
| 20 |
3.556 |
2.972 |
0.584 |
18.8% |
0.105 |
3.4% |
23% |
False |
False |
122,040 |
| 40 |
3.556 |
2.972 |
0.584 |
18.8% |
0.088 |
2.8% |
23% |
False |
False |
79,190 |
| 60 |
3.556 |
2.972 |
0.584 |
18.8% |
0.084 |
2.7% |
23% |
False |
False |
60,856 |
| 80 |
3.556 |
2.972 |
0.584 |
18.8% |
0.082 |
2.6% |
23% |
False |
False |
49,301 |
| 100 |
3.556 |
2.972 |
0.584 |
18.8% |
0.081 |
2.6% |
23% |
False |
False |
42,159 |
| 120 |
3.556 |
2.760 |
0.796 |
25.6% |
0.076 |
2.4% |
43% |
False |
False |
36,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.588 |
|
2.618 |
3.410 |
|
1.618 |
3.301 |
|
1.000 |
3.234 |
|
0.618 |
3.192 |
|
HIGH |
3.125 |
|
0.618 |
3.083 |
|
0.500 |
3.071 |
|
0.382 |
3.058 |
|
LOW |
3.016 |
|
0.618 |
2.949 |
|
1.000 |
2.907 |
|
1.618 |
2.840 |
|
2.618 |
2.731 |
|
4.250 |
2.553 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.094 |
3.088 |
| PP |
3.082 |
3.071 |
| S1 |
3.071 |
3.054 |
|