NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.536 |
3.662 |
0.126 |
3.6% |
3.515 |
| High |
3.671 |
3.674 |
0.003 |
0.1% |
3.674 |
| Low |
3.494 |
3.609 |
0.115 |
3.3% |
3.486 |
| Close |
3.654 |
3.628 |
-0.026 |
-0.7% |
3.628 |
| Range |
0.177 |
0.065 |
-0.112 |
-63.3% |
0.188 |
| ATR |
0.086 |
0.085 |
-0.002 |
-1.8% |
0.000 |
| Volume |
86,318 |
49,096 |
-37,222 |
-43.1% |
361,743 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.832 |
3.795 |
3.664 |
|
| R3 |
3.767 |
3.730 |
3.646 |
|
| R2 |
3.702 |
3.702 |
3.640 |
|
| R1 |
3.665 |
3.665 |
3.634 |
3.651 |
| PP |
3.637 |
3.637 |
3.637 |
3.630 |
| S1 |
3.600 |
3.600 |
3.622 |
3.586 |
| S2 |
3.572 |
3.572 |
3.616 |
|
| S3 |
3.507 |
3.535 |
3.610 |
|
| S4 |
3.442 |
3.470 |
3.592 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.160 |
4.082 |
3.731 |
|
| R3 |
3.972 |
3.894 |
3.680 |
|
| R2 |
3.784 |
3.784 |
3.662 |
|
| R1 |
3.706 |
3.706 |
3.645 |
3.745 |
| PP |
3.596 |
3.596 |
3.596 |
3.616 |
| S1 |
3.518 |
3.518 |
3.611 |
3.557 |
| S2 |
3.408 |
3.408 |
3.594 |
|
| S3 |
3.220 |
3.330 |
3.576 |
|
| S4 |
3.032 |
3.142 |
3.525 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.674 |
3.486 |
0.188 |
5.2% |
0.094 |
2.6% |
76% |
True |
False |
72,348 |
| 10 |
3.674 |
3.247 |
0.427 |
11.8% |
0.096 |
2.6% |
89% |
True |
False |
64,769 |
| 20 |
3.674 |
3.247 |
0.427 |
11.8% |
0.082 |
2.3% |
89% |
True |
False |
50,942 |
| 40 |
3.674 |
3.142 |
0.532 |
14.7% |
0.079 |
2.2% |
91% |
True |
False |
43,068 |
| 60 |
3.674 |
3.142 |
0.532 |
14.7% |
0.077 |
2.1% |
91% |
True |
False |
37,688 |
| 80 |
3.674 |
3.142 |
0.532 |
14.7% |
0.077 |
2.1% |
91% |
True |
False |
33,152 |
| 100 |
3.674 |
3.000 |
0.674 |
18.6% |
0.074 |
2.0% |
93% |
True |
False |
31,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.950 |
|
2.618 |
3.844 |
|
1.618 |
3.779 |
|
1.000 |
3.739 |
|
0.618 |
3.714 |
|
HIGH |
3.674 |
|
0.618 |
3.649 |
|
0.500 |
3.642 |
|
0.382 |
3.634 |
|
LOW |
3.609 |
|
0.618 |
3.569 |
|
1.000 |
3.544 |
|
1.618 |
3.504 |
|
2.618 |
3.439 |
|
4.250 |
3.333 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.642 |
3.613 |
| PP |
3.637 |
3.599 |
| S1 |
3.633 |
3.584 |
|