NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
2.851 |
2.757 |
-0.094 |
-3.3% |
3.260 |
High |
2.879 |
2.776 |
-0.103 |
-3.6% |
3.317 |
Low |
2.755 |
2.627 |
-0.128 |
-4.6% |
2.955 |
Close |
2.774 |
2.731 |
-0.043 |
-1.6% |
2.993 |
Range |
0.124 |
0.149 |
0.025 |
20.2% |
0.362 |
ATR |
0.124 |
0.125 |
0.002 |
1.5% |
0.000 |
Volume |
99,283 |
83,053 |
-16,230 |
-16.3% |
734,682 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.158 |
3.094 |
2.813 |
|
R3 |
3.009 |
2.945 |
2.772 |
|
R2 |
2.860 |
2.860 |
2.758 |
|
R1 |
2.796 |
2.796 |
2.745 |
2.754 |
PP |
2.711 |
2.711 |
2.711 |
2.690 |
S1 |
2.647 |
2.647 |
2.717 |
2.605 |
S2 |
2.562 |
2.562 |
2.704 |
|
S3 |
2.413 |
2.498 |
2.690 |
|
S4 |
2.264 |
2.349 |
2.649 |
|
|
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 |
3.201 |
2.627 |
0.574 |
21.0% |
0.151 |
5.5% |
18% |
False |
True |
135,277 |
10 |
3.366 |
2.627 |
0.739 |
27.1% |
0.130 |
4.8% |
14% |
False |
True |
151,345 |
20 |
3.366 |
2.627 |
0.739 |
27.1% |
0.119 |
4.4% |
14% |
False |
True |
165,302 |
40 |
3.366 |
2.627 |
0.739 |
27.1% |
0.103 |
3.8% |
14% |
False |
True |
125,721 |
60 |
3.366 |
2.627 |
0.739 |
27.1% |
0.096 |
3.5% |
14% |
False |
True |
99,731 |
80 |
3.366 |
2.627 |
0.739 |
27.1% |
0.093 |
3.4% |
14% |
False |
True |
81,485 |
100 |
3.366 |
2.627 |
0.739 |
27.1% |
0.091 |
3.3% |
14% |
False |
True |
69,023 |
120 |
3.366 |
2.460 |
0.906 |
33.2% |
0.085 |
3.1% |
30% |
False |
False |
59,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.409 |
2.618 |
3.166 |
1.618 |
3.017 |
1.000 |
2.925 |
0.618 |
2.868 |
HIGH |
2.776 |
0.618 |
2.719 |
0.500 |
2.702 |
0.382 |
2.684 |
LOW |
2.627 |
0.618 |
2.535 |
1.000 |
2.478 |
1.618 |
2.386 |
2.618 |
2.237 |
4.250 |
1.994 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
2.721 |
2.836 |
PP |
2.711 |
2.801 |
S1 |
2.702 |
2.766 |
|