NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.260 |
3.252 |
-0.008 |
-0.2% |
3.194 |
| High |
3.271 |
3.317 |
0.046 |
1.4% |
3.366 |
| Low |
3.211 |
3.248 |
0.037 |
1.2% |
3.154 |
| Close |
3.244 |
3.263 |
0.019 |
0.6% |
3.285 |
| Range |
0.060 |
0.069 |
0.009 |
15.0% |
0.212 |
| ATR |
0.114 |
0.111 |
-0.003 |
-2.6% |
0.000 |
| Volume |
128,893 |
116,938 |
-11,955 |
-9.3% |
998,111 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.483 |
3.442 |
3.301 |
|
| R3 |
3.414 |
3.373 |
3.282 |
|
| R2 |
3.345 |
3.345 |
3.276 |
|
| R1 |
3.304 |
3.304 |
3.269 |
3.325 |
| PP |
3.276 |
3.276 |
3.276 |
3.286 |
| S1 |
3.235 |
3.235 |
3.257 |
3.256 |
| S2 |
3.207 |
3.207 |
3.250 |
|
| S3 |
3.138 |
3.166 |
3.244 |
|
| S4 |
3.069 |
3.097 |
3.225 |
|
|
| 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 |
3.164 |
0.202 |
6.2% |
0.101 |
3.1% |
49% |
False |
False |
170,405 |
| 10 |
3.366 |
2.922 |
0.444 |
13.6% |
0.117 |
3.6% |
77% |
False |
False |
190,090 |
| 20 |
3.366 |
2.771 |
0.595 |
18.2% |
0.102 |
3.1% |
83% |
False |
False |
153,229 |
| 40 |
3.366 |
2.771 |
0.595 |
18.2% |
0.096 |
2.9% |
83% |
False |
False |
111,350 |
| 60 |
3.366 |
2.767 |
0.599 |
18.4% |
0.091 |
2.8% |
83% |
False |
False |
89,532 |
| 80 |
3.366 |
2.767 |
0.599 |
18.4% |
0.090 |
2.8% |
83% |
False |
False |
72,717 |
| 100 |
3.366 |
2.622 |
0.744 |
22.8% |
0.085 |
2.6% |
86% |
False |
False |
61,448 |
| 120 |
3.366 |
2.460 |
0.906 |
27.8% |
0.080 |
2.5% |
89% |
False |
False |
52,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.610 |
|
2.618 |
3.498 |
|
1.618 |
3.429 |
|
1.000 |
3.386 |
|
0.618 |
3.360 |
|
HIGH |
3.317 |
|
0.618 |
3.291 |
|
0.500 |
3.283 |
|
0.382 |
3.274 |
|
LOW |
3.248 |
|
0.618 |
3.205 |
|
1.000 |
3.179 |
|
1.618 |
3.136 |
|
2.618 |
3.067 |
|
4.250 |
2.955 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.283 |
3.287 |
| PP |
3.276 |
3.279 |
| S1 |
3.270 |
3.271 |
|