NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.211 |
3.345 |
0.134 |
4.2% |
3.194 |
| High |
3.366 |
3.362 |
-0.004 |
-0.1% |
3.366 |
| Low |
3.164 |
3.264 |
0.100 |
3.2% |
3.154 |
| Close |
3.341 |
3.285 |
-0.056 |
-1.7% |
3.285 |
| Range |
0.202 |
0.098 |
-0.104 |
-51.5% |
0.212 |
| ATR |
0.119 |
0.117 |
-0.001 |
-1.3% |
0.000 |
| Volume |
267,945 |
166,446 |
-101,499 |
-37.9% |
998,111 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.598 |
3.539 |
3.339 |
|
| R3 |
3.500 |
3.441 |
3.312 |
|
| R2 |
3.402 |
3.402 |
3.303 |
|
| R1 |
3.343 |
3.343 |
3.294 |
3.324 |
| PP |
3.304 |
3.304 |
3.304 |
3.294 |
| S1 |
3.245 |
3.245 |
3.276 |
3.226 |
| S2 |
3.206 |
3.206 |
3.267 |
|
| S3 |
3.108 |
3.147 |
3.258 |
|
| S4 |
3.010 |
3.049 |
3.231 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.807 |
3.402 |
|
| R3 |
3.692 |
3.595 |
3.343 |
|
| R2 |
3.480 |
3.480 |
3.324 |
|
| R1 |
3.383 |
3.383 |
3.304 |
3.432 |
| PP |
3.268 |
3.268 |
3.268 |
3.293 |
| S1 |
3.171 |
3.171 |
3.266 |
3.220 |
| S2 |
3.056 |
3.056 |
3.246 |
|
| S3 |
2.844 |
2.959 |
3.227 |
|
| S4 |
2.632 |
2.747 |
3.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.366 |
3.154 |
0.212 |
6.5% |
0.120 |
3.7% |
62% |
False |
False |
199,622 |
| 10 |
3.366 |
2.866 |
0.500 |
15.2% |
0.122 |
3.7% |
84% |
False |
False |
192,702 |
| 20 |
3.366 |
2.771 |
0.595 |
18.1% |
0.105 |
3.2% |
86% |
False |
False |
150,215 |
| 40 |
3.366 |
2.771 |
0.595 |
18.1% |
0.097 |
2.9% |
86% |
False |
False |
107,527 |
| 60 |
3.366 |
2.767 |
0.599 |
18.2% |
0.091 |
2.8% |
86% |
False |
False |
86,265 |
| 80 |
3.366 |
2.767 |
0.599 |
18.2% |
0.091 |
2.8% |
86% |
False |
False |
70,096 |
| 100 |
3.366 |
2.575 |
0.791 |
24.1% |
0.085 |
2.6% |
90% |
False |
False |
59,194 |
| 120 |
3.366 |
2.460 |
0.906 |
27.6% |
0.080 |
2.4% |
91% |
False |
False |
50,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.779 |
|
2.618 |
3.619 |
|
1.618 |
3.521 |
|
1.000 |
3.460 |
|
0.618 |
3.423 |
|
HIGH |
3.362 |
|
0.618 |
3.325 |
|
0.500 |
3.313 |
|
0.382 |
3.301 |
|
LOW |
3.264 |
|
0.618 |
3.203 |
|
1.000 |
3.166 |
|
1.618 |
3.105 |
|
2.618 |
3.007 |
|
4.250 |
2.848 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.313 |
3.278 |
| PP |
3.304 |
3.272 |
| S1 |
3.294 |
3.265 |
|