NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.563 |
3.532 |
-0.031 |
-0.9% |
3.612 |
| High |
3.564 |
3.539 |
-0.025 |
-0.7% |
3.675 |
| Low |
3.478 |
3.446 |
-0.032 |
-0.9% |
3.478 |
| Close |
3.504 |
3.465 |
-0.039 |
-1.1% |
3.504 |
| Range |
0.086 |
0.093 |
0.007 |
8.1% |
0.197 |
| ATR |
0.082 |
0.083 |
0.001 |
1.0% |
0.000 |
| Volume |
51,321 |
53,691 |
2,370 |
4.6% |
243,036 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.762 |
3.707 |
3.516 |
|
| R3 |
3.669 |
3.614 |
3.491 |
|
| R2 |
3.576 |
3.576 |
3.482 |
|
| R1 |
3.521 |
3.521 |
3.474 |
3.502 |
| PP |
3.483 |
3.483 |
3.483 |
3.474 |
| S1 |
3.428 |
3.428 |
3.456 |
3.409 |
| S2 |
3.390 |
3.390 |
3.448 |
|
| S3 |
3.297 |
3.335 |
3.439 |
|
| S4 |
3.204 |
3.242 |
3.414 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.143 |
4.021 |
3.612 |
|
| R3 |
3.946 |
3.824 |
3.558 |
|
| R2 |
3.749 |
3.749 |
3.540 |
|
| R1 |
3.627 |
3.627 |
3.522 |
3.590 |
| PP |
3.552 |
3.552 |
3.552 |
3.534 |
| S1 |
3.430 |
3.430 |
3.486 |
3.393 |
| S2 |
3.355 |
3.355 |
3.468 |
|
| S3 |
3.158 |
3.233 |
3.450 |
|
| S4 |
2.961 |
3.036 |
3.396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.675 |
3.446 |
0.229 |
6.6% |
0.078 |
2.3% |
8% |
False |
True |
49,879 |
| 10 |
3.675 |
3.446 |
0.229 |
6.6% |
0.081 |
2.3% |
8% |
False |
True |
56,932 |
| 20 |
3.675 |
3.247 |
0.428 |
12.4% |
0.083 |
2.4% |
51% |
False |
False |
55,199 |
| 40 |
3.675 |
3.168 |
0.507 |
14.6% |
0.077 |
2.2% |
59% |
False |
False |
45,326 |
| 60 |
3.675 |
3.142 |
0.533 |
15.4% |
0.076 |
2.2% |
61% |
False |
False |
40,264 |
| 80 |
3.675 |
3.142 |
0.533 |
15.4% |
0.077 |
2.2% |
61% |
False |
False |
35,228 |
| 100 |
3.675 |
3.142 |
0.533 |
15.4% |
0.075 |
2.2% |
61% |
False |
False |
33,033 |
| 120 |
3.675 |
2.895 |
0.780 |
22.5% |
0.071 |
2.0% |
73% |
False |
False |
29,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.934 |
|
2.618 |
3.782 |
|
1.618 |
3.689 |
|
1.000 |
3.632 |
|
0.618 |
3.596 |
|
HIGH |
3.539 |
|
0.618 |
3.503 |
|
0.500 |
3.493 |
|
0.382 |
3.482 |
|
LOW |
3.446 |
|
0.618 |
3.389 |
|
1.000 |
3.353 |
|
1.618 |
3.296 |
|
2.618 |
3.203 |
|
4.250 |
3.051 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.493 |
3.525 |
| PP |
3.483 |
3.505 |
| S1 |
3.474 |
3.485 |
|