NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.292 |
3.205 |
-0.087 |
-2.6% |
3.612 |
| High |
3.302 |
3.260 |
-0.042 |
-1.3% |
3.675 |
| Low |
3.119 |
3.165 |
0.046 |
1.5% |
3.478 |
| Close |
3.187 |
3.237 |
0.050 |
1.6% |
3.504 |
| Range |
0.183 |
0.095 |
-0.088 |
-48.1% |
0.197 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.3% |
0.000 |
| Volume |
120,778 |
77,694 |
-43,084 |
-35.7% |
243,036 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.506 |
3.466 |
3.289 |
|
| R3 |
3.411 |
3.371 |
3.263 |
|
| R2 |
3.316 |
3.316 |
3.254 |
|
| R1 |
3.276 |
3.276 |
3.246 |
3.296 |
| PP |
3.221 |
3.221 |
3.221 |
3.231 |
| S1 |
3.181 |
3.181 |
3.228 |
3.201 |
| S2 |
3.126 |
3.126 |
3.220 |
|
| S3 |
3.031 |
3.086 |
3.211 |
|
| S4 |
2.936 |
2.991 |
3.185 |
|
|
| 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 |
3.564 |
3.119 |
0.445 |
13.7% |
0.133 |
4.1% |
27% |
False |
False |
79,796 |
| 10 |
3.675 |
3.119 |
0.556 |
17.2% |
0.100 |
3.1% |
21% |
False |
False |
63,979 |
| 20 |
3.675 |
3.119 |
0.556 |
17.2% |
0.097 |
3.0% |
21% |
False |
False |
63,988 |
| 40 |
3.675 |
3.119 |
0.556 |
17.2% |
0.083 |
2.6% |
21% |
False |
False |
50,462 |
| 60 |
3.675 |
3.119 |
0.556 |
17.2% |
0.080 |
2.5% |
21% |
False |
False |
43,734 |
| 80 |
3.675 |
3.119 |
0.556 |
17.2% |
0.079 |
2.4% |
21% |
False |
False |
38,074 |
| 100 |
3.675 |
3.119 |
0.556 |
17.2% |
0.078 |
2.4% |
21% |
False |
False |
35,379 |
| 120 |
3.675 |
2.895 |
0.780 |
24.1% |
0.074 |
2.3% |
44% |
False |
False |
32,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.664 |
|
2.618 |
3.509 |
|
1.618 |
3.414 |
|
1.000 |
3.355 |
|
0.618 |
3.319 |
|
HIGH |
3.260 |
|
0.618 |
3.224 |
|
0.500 |
3.213 |
|
0.382 |
3.201 |
|
LOW |
3.165 |
|
0.618 |
3.106 |
|
1.000 |
3.070 |
|
1.618 |
3.011 |
|
2.618 |
2.916 |
|
4.250 |
2.761 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.229 |
3.305 |
| PP |
3.221 |
3.282 |
| S1 |
3.213 |
3.260 |
|