NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.120 |
3.007 |
-0.113 |
-3.6% |
3.260 |
| High |
3.121 |
3.044 |
-0.077 |
-2.5% |
3.317 |
| Low |
2.955 |
2.827 |
-0.128 |
-4.3% |
2.955 |
| Close |
2.993 |
2.831 |
-0.162 |
-5.4% |
2.993 |
| Range |
0.166 |
0.217 |
0.051 |
30.7% |
0.362 |
| ATR |
0.116 |
0.124 |
0.007 |
6.2% |
0.000 |
| Volume |
170,372 |
162,042 |
-8,330 |
-4.9% |
734,682 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.552 |
3.408 |
2.950 |
|
| R3 |
3.335 |
3.191 |
2.891 |
|
| R2 |
3.118 |
3.118 |
2.871 |
|
| R1 |
2.974 |
2.974 |
2.851 |
2.938 |
| PP |
2.901 |
2.901 |
2.901 |
2.882 |
| S1 |
2.757 |
2.757 |
2.811 |
2.721 |
| S2 |
2.684 |
2.684 |
2.791 |
|
| S3 |
2.467 |
2.540 |
2.771 |
|
| S4 |
2.250 |
2.323 |
2.712 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
3.946 |
3.192 |
|
| R3 |
3.812 |
3.584 |
3.093 |
|
| R2 |
3.450 |
3.450 |
3.059 |
|
| R1 |
3.222 |
3.222 |
3.026 |
3.155 |
| PP |
3.088 |
3.088 |
3.088 |
3.055 |
| S1 |
2.860 |
2.860 |
2.960 |
2.793 |
| S2 |
2.726 |
2.726 |
2.927 |
|
| S3 |
2.364 |
2.498 |
2.893 |
|
| S4 |
2.002 |
2.136 |
2.794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.317 |
2.827 |
0.490 |
17.3% |
0.134 |
4.7% |
1% |
False |
True |
153,566 |
| 10 |
3.366 |
2.827 |
0.539 |
19.0% |
0.120 |
4.2% |
1% |
False |
True |
169,047 |
| 20 |
3.366 |
2.827 |
0.539 |
19.0% |
0.113 |
4.0% |
1% |
False |
True |
168,909 |
| 40 |
3.366 |
2.771 |
0.595 |
21.0% |
0.101 |
3.6% |
10% |
False |
False |
123,551 |
| 60 |
3.366 |
2.767 |
0.599 |
21.2% |
0.094 |
3.3% |
11% |
False |
False |
97,796 |
| 80 |
3.366 |
2.767 |
0.599 |
21.2% |
0.093 |
3.3% |
11% |
False |
False |
79,728 |
| 100 |
3.366 |
2.762 |
0.604 |
21.3% |
0.089 |
3.1% |
11% |
False |
False |
67,428 |
| 120 |
3.366 |
2.460 |
0.906 |
32.0% |
0.083 |
2.9% |
41% |
False |
False |
57,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.966 |
|
2.618 |
3.612 |
|
1.618 |
3.395 |
|
1.000 |
3.261 |
|
0.618 |
3.178 |
|
HIGH |
3.044 |
|
0.618 |
2.961 |
|
0.500 |
2.936 |
|
0.382 |
2.910 |
|
LOW |
2.827 |
|
0.618 |
2.693 |
|
1.000 |
2.610 |
|
1.618 |
2.476 |
|
2.618 |
2.259 |
|
4.250 |
1.905 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.936 |
3.014 |
| PP |
2.901 |
2.953 |
| S1 |
2.866 |
2.892 |
|