NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.546 |
3.536 |
-0.010 |
-0.3% |
3.268 |
| High |
3.577 |
3.671 |
0.094 |
2.6% |
3.528 |
| Low |
3.517 |
3.494 |
-0.023 |
-0.7% |
3.247 |
| Close |
3.538 |
3.654 |
0.116 |
3.3% |
3.519 |
| Range |
0.060 |
0.177 |
0.117 |
195.0% |
0.281 |
| ATR |
0.079 |
0.086 |
0.007 |
8.8% |
0.000 |
| Volume |
66,496 |
86,318 |
19,822 |
29.8% |
285,952 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.137 |
4.073 |
3.751 |
|
| R3 |
3.960 |
3.896 |
3.703 |
|
| R2 |
3.783 |
3.783 |
3.686 |
|
| R1 |
3.719 |
3.719 |
3.670 |
3.751 |
| PP |
3.606 |
3.606 |
3.606 |
3.623 |
| S1 |
3.542 |
3.542 |
3.638 |
3.574 |
| S2 |
3.429 |
3.429 |
3.622 |
|
| S3 |
3.252 |
3.365 |
3.605 |
|
| S4 |
3.075 |
3.188 |
3.557 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.178 |
3.674 |
|
| R3 |
3.993 |
3.897 |
3.596 |
|
| R2 |
3.712 |
3.712 |
3.571 |
|
| R1 |
3.616 |
3.616 |
3.545 |
3.664 |
| PP |
3.431 |
3.431 |
3.431 |
3.456 |
| S1 |
3.335 |
3.335 |
3.493 |
3.383 |
| S2 |
3.150 |
3.150 |
3.467 |
|
| S3 |
2.869 |
3.054 |
3.442 |
|
| S4 |
2.588 |
2.773 |
3.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.671 |
3.393 |
0.278 |
7.6% |
0.108 |
3.0% |
94% |
True |
False |
83,957 |
| 10 |
3.671 |
3.247 |
0.424 |
11.6% |
0.095 |
2.6% |
96% |
True |
False |
63,997 |
| 20 |
3.671 |
3.247 |
0.424 |
11.6% |
0.083 |
2.3% |
96% |
True |
False |
49,842 |
| 40 |
3.671 |
3.142 |
0.529 |
14.5% |
0.079 |
2.2% |
97% |
True |
False |
42,652 |
| 60 |
3.671 |
3.142 |
0.529 |
14.5% |
0.076 |
2.1% |
97% |
True |
False |
37,216 |
| 80 |
3.671 |
3.142 |
0.529 |
14.5% |
0.077 |
2.1% |
97% |
True |
False |
32,852 |
| 100 |
3.671 |
3.000 |
0.671 |
18.4% |
0.073 |
2.0% |
97% |
True |
False |
30,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.423 |
|
2.618 |
4.134 |
|
1.618 |
3.957 |
|
1.000 |
3.848 |
|
0.618 |
3.780 |
|
HIGH |
3.671 |
|
0.618 |
3.603 |
|
0.500 |
3.583 |
|
0.382 |
3.562 |
|
LOW |
3.494 |
|
0.618 |
3.385 |
|
1.000 |
3.317 |
|
1.618 |
3.208 |
|
2.618 |
3.031 |
|
4.250 |
2.742 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.630 |
3.630 |
| PP |
3.606 |
3.606 |
| S1 |
3.583 |
3.583 |
|