NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.244 |
3.301 |
0.057 |
1.8% |
3.532 |
| High |
3.287 |
3.316 |
0.029 |
0.9% |
3.539 |
| Low |
3.185 |
3.150 |
-0.035 |
-1.1% |
3.119 |
| Close |
3.263 |
3.195 |
-0.068 |
-2.1% |
3.263 |
| Range |
0.102 |
0.166 |
0.064 |
62.7% |
0.420 |
| ATR |
0.099 |
0.104 |
0.005 |
4.8% |
0.000 |
| Volume |
79,939 |
75,974 |
-3,965 |
-5.0% |
427,602 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.718 |
3.623 |
3.286 |
|
| R3 |
3.552 |
3.457 |
3.241 |
|
| R2 |
3.386 |
3.386 |
3.225 |
|
| R1 |
3.291 |
3.291 |
3.210 |
3.256 |
| PP |
3.220 |
3.220 |
3.220 |
3.203 |
| S1 |
3.125 |
3.125 |
3.180 |
3.090 |
| S2 |
3.054 |
3.054 |
3.165 |
|
| S3 |
2.888 |
2.959 |
3.149 |
|
| S4 |
2.722 |
2.793 |
3.104 |
|
|
| 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 |
3.490 |
3.119 |
0.371 |
11.6% |
0.151 |
4.7% |
20% |
False |
False |
89,977 |
| 10 |
3.675 |
3.119 |
0.556 |
17.4% |
0.115 |
3.6% |
14% |
False |
False |
69,928 |
| 20 |
3.675 |
3.119 |
0.556 |
17.4% |
0.105 |
3.3% |
14% |
False |
False |
67,974 |
| 40 |
3.675 |
3.119 |
0.556 |
17.4% |
0.087 |
2.7% |
14% |
False |
False |
52,763 |
| 60 |
3.675 |
3.119 |
0.556 |
17.4% |
0.082 |
2.6% |
14% |
False |
False |
45,415 |
| 80 |
3.675 |
3.119 |
0.556 |
17.4% |
0.080 |
2.5% |
14% |
False |
False |
39,569 |
| 100 |
3.675 |
3.119 |
0.556 |
17.4% |
0.079 |
2.5% |
14% |
False |
False |
36,176 |
| 120 |
3.675 |
2.895 |
0.780 |
24.4% |
0.075 |
2.4% |
38% |
False |
False |
33,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.022 |
|
2.618 |
3.751 |
|
1.618 |
3.585 |
|
1.000 |
3.482 |
|
0.618 |
3.419 |
|
HIGH |
3.316 |
|
0.618 |
3.253 |
|
0.500 |
3.233 |
|
0.382 |
3.213 |
|
LOW |
3.150 |
|
0.618 |
3.047 |
|
1.000 |
2.984 |
|
1.618 |
2.881 |
|
2.618 |
2.715 |
|
4.250 |
2.445 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.233 |
3.233 |
| PP |
3.220 |
3.220 |
| S1 |
3.208 |
3.208 |
|