NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.662 |
3.612 |
-0.050 |
-1.4% |
3.515 |
| High |
3.674 |
3.633 |
-0.041 |
-1.1% |
3.674 |
| Low |
3.609 |
3.581 |
-0.028 |
-0.8% |
3.486 |
| Close |
3.628 |
3.615 |
-0.013 |
-0.4% |
3.628 |
| Range |
0.065 |
0.052 |
-0.013 |
-20.0% |
0.188 |
| ATR |
0.085 |
0.082 |
-0.002 |
-2.8% |
0.000 |
| Volume |
49,096 |
47,331 |
-1,765 |
-3.6% |
361,743 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.766 |
3.742 |
3.644 |
|
| R3 |
3.714 |
3.690 |
3.629 |
|
| R2 |
3.662 |
3.662 |
3.625 |
|
| R1 |
3.638 |
3.638 |
3.620 |
3.650 |
| PP |
3.610 |
3.610 |
3.610 |
3.616 |
| S1 |
3.586 |
3.586 |
3.610 |
3.598 |
| S2 |
3.558 |
3.558 |
3.605 |
|
| S3 |
3.506 |
3.534 |
3.601 |
|
| S4 |
3.454 |
3.482 |
3.586 |
|
|
| 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 |
3.494 |
0.180 |
5.0% |
0.084 |
2.3% |
67% |
False |
False |
63,986 |
| 10 |
3.674 |
3.265 |
0.409 |
11.3% |
0.095 |
2.6% |
86% |
False |
False |
66,020 |
| 20 |
3.674 |
3.247 |
0.427 |
11.8% |
0.082 |
2.3% |
86% |
False |
False |
51,818 |
| 40 |
3.674 |
3.142 |
0.532 |
14.7% |
0.078 |
2.2% |
89% |
False |
False |
43,401 |
| 60 |
3.674 |
3.142 |
0.532 |
14.7% |
0.076 |
2.1% |
89% |
False |
False |
38,033 |
| 80 |
3.674 |
3.142 |
0.532 |
14.7% |
0.077 |
2.1% |
89% |
False |
False |
33,493 |
| 100 |
3.674 |
3.051 |
0.623 |
17.2% |
0.073 |
2.0% |
91% |
False |
False |
31,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.854 |
|
2.618 |
3.769 |
|
1.618 |
3.717 |
|
1.000 |
3.685 |
|
0.618 |
3.665 |
|
HIGH |
3.633 |
|
0.618 |
3.613 |
|
0.500 |
3.607 |
|
0.382 |
3.601 |
|
LOW |
3.581 |
|
0.618 |
3.549 |
|
1.000 |
3.529 |
|
1.618 |
3.497 |
|
2.618 |
3.445 |
|
4.250 |
3.360 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.605 |
| PP |
3.610 |
3.594 |
| S1 |
3.607 |
3.584 |
|