NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.532 |
3.475 |
-0.057 |
-1.6% |
3.612 |
| High |
3.539 |
3.490 |
-0.049 |
-1.4% |
3.675 |
| Low |
3.446 |
3.281 |
-0.165 |
-4.8% |
3.478 |
| Close |
3.465 |
3.316 |
-0.149 |
-4.3% |
3.504 |
| Range |
0.093 |
0.209 |
0.116 |
124.7% |
0.197 |
| ATR |
0.083 |
0.092 |
0.009 |
10.9% |
0.000 |
| Volume |
53,691 |
95,500 |
41,809 |
77.9% |
243,036 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.989 |
3.862 |
3.431 |
|
| R3 |
3.780 |
3.653 |
3.373 |
|
| R2 |
3.571 |
3.571 |
3.354 |
|
| R1 |
3.444 |
3.444 |
3.335 |
3.403 |
| PP |
3.362 |
3.362 |
3.362 |
3.342 |
| S1 |
3.235 |
3.235 |
3.297 |
3.194 |
| S2 |
3.153 |
3.153 |
3.278 |
|
| S3 |
2.944 |
3.026 |
3.259 |
|
| S4 |
2.735 |
2.817 |
3.201 |
|
|
| 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 |
3.632 |
3.281 |
0.351 |
10.6% |
0.109 |
3.3% |
10% |
False |
True |
61,711 |
| 10 |
3.675 |
3.281 |
0.394 |
11.9% |
0.096 |
2.9% |
9% |
False |
True |
59,413 |
| 20 |
3.675 |
3.247 |
0.428 |
12.9% |
0.091 |
2.7% |
16% |
False |
False |
57,635 |
| 40 |
3.675 |
3.168 |
0.507 |
15.3% |
0.081 |
2.4% |
29% |
False |
False |
47,111 |
| 60 |
3.675 |
3.142 |
0.533 |
16.1% |
0.078 |
2.3% |
33% |
False |
False |
41,445 |
| 80 |
3.675 |
3.142 |
0.533 |
16.1% |
0.078 |
2.4% |
33% |
False |
False |
36,159 |
| 100 |
3.675 |
3.142 |
0.533 |
16.1% |
0.076 |
2.3% |
33% |
False |
False |
33,868 |
| 120 |
3.675 |
2.895 |
0.780 |
23.5% |
0.072 |
2.2% |
54% |
False |
False |
30,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.378 |
|
2.618 |
4.037 |
|
1.618 |
3.828 |
|
1.000 |
3.699 |
|
0.618 |
3.619 |
|
HIGH |
3.490 |
|
0.618 |
3.410 |
|
0.500 |
3.386 |
|
0.382 |
3.361 |
|
LOW |
3.281 |
|
0.618 |
3.152 |
|
1.000 |
3.072 |
|
1.618 |
2.943 |
|
2.618 |
2.734 |
|
4.250 |
2.393 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.386 |
3.423 |
| PP |
3.362 |
3.387 |
| S1 |
3.339 |
3.352 |
|