NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.205 |
3.244 |
0.039 |
1.2% |
3.532 |
| High |
3.260 |
3.287 |
0.027 |
0.8% |
3.539 |
| Low |
3.165 |
3.185 |
0.020 |
0.6% |
3.119 |
| Close |
3.237 |
3.263 |
0.026 |
0.8% |
3.263 |
| Range |
0.095 |
0.102 |
0.007 |
7.4% |
0.420 |
| ATR |
0.099 |
0.099 |
0.000 |
0.2% |
0.000 |
| Volume |
77,694 |
79,939 |
2,245 |
2.9% |
427,602 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.551 |
3.509 |
3.319 |
|
| R3 |
3.449 |
3.407 |
3.291 |
|
| R2 |
3.347 |
3.347 |
3.282 |
|
| R1 |
3.305 |
3.305 |
3.272 |
3.326 |
| PP |
3.245 |
3.245 |
3.245 |
3.256 |
| S1 |
3.203 |
3.203 |
3.254 |
3.224 |
| S2 |
3.143 |
3.143 |
3.244 |
|
| S3 |
3.041 |
3.101 |
3.235 |
|
| S4 |
2.939 |
2.999 |
3.207 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.567 |
4.335 |
3.494 |
|
| R3 |
4.147 |
3.915 |
3.379 |
|
| R2 |
3.727 |
3.727 |
3.340 |
|
| R1 |
3.495 |
3.495 |
3.302 |
3.401 |
| PP |
3.307 |
3.307 |
3.307 |
3.260 |
| S1 |
3.075 |
3.075 |
3.225 |
2.981 |
| S2 |
2.887 |
2.887 |
3.186 |
|
| S3 |
2.467 |
2.655 |
3.148 |
|
| S4 |
2.047 |
2.235 |
3.032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.539 |
3.119 |
0.420 |
12.9% |
0.136 |
4.2% |
34% |
False |
False |
85,520 |
| 10 |
3.675 |
3.119 |
0.556 |
17.0% |
0.103 |
3.2% |
26% |
False |
False |
67,063 |
| 20 |
3.675 |
3.119 |
0.556 |
17.0% |
0.100 |
3.0% |
26% |
False |
False |
65,916 |
| 40 |
3.675 |
3.119 |
0.556 |
17.0% |
0.084 |
2.6% |
26% |
False |
False |
51,437 |
| 60 |
3.675 |
3.119 |
0.556 |
17.0% |
0.080 |
2.5% |
26% |
False |
False |
44,602 |
| 80 |
3.675 |
3.119 |
0.556 |
17.0% |
0.079 |
2.4% |
26% |
False |
False |
38,820 |
| 100 |
3.675 |
3.119 |
0.556 |
17.0% |
0.079 |
2.4% |
26% |
False |
False |
35,964 |
| 120 |
3.675 |
2.895 |
0.780 |
23.9% |
0.074 |
2.3% |
47% |
False |
False |
32,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.721 |
|
2.618 |
3.554 |
|
1.618 |
3.452 |
|
1.000 |
3.389 |
|
0.618 |
3.350 |
|
HIGH |
3.287 |
|
0.618 |
3.248 |
|
0.500 |
3.236 |
|
0.382 |
3.224 |
|
LOW |
3.185 |
|
0.618 |
3.122 |
|
1.000 |
3.083 |
|
1.618 |
3.020 |
|
2.618 |
2.918 |
|
4.250 |
2.752 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.254 |
3.246 |
| PP |
3.245 |
3.228 |
| S1 |
3.236 |
3.211 |
|