NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2.757 |
2.746 |
-0.011 |
-0.4% |
3.260 |
| High |
2.776 |
2.793 |
0.017 |
0.6% |
3.317 |
| Low |
2.627 |
2.684 |
0.057 |
2.2% |
2.955 |
| Close |
2.731 |
2.764 |
0.033 |
1.2% |
2.993 |
| Range |
0.149 |
0.109 |
-0.040 |
-26.8% |
0.362 |
| ATR |
0.125 |
0.124 |
-0.001 |
-0.9% |
0.000 |
| Volume |
83,053 |
13,570 |
-69,483 |
-83.7% |
734,682 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.074 |
3.028 |
2.824 |
|
| R3 |
2.965 |
2.919 |
2.794 |
|
| R2 |
2.856 |
2.856 |
2.784 |
|
| R1 |
2.810 |
2.810 |
2.774 |
2.833 |
| PP |
2.747 |
2.747 |
2.747 |
2.759 |
| S1 |
2.701 |
2.701 |
2.754 |
2.724 |
| S2 |
2.638 |
2.638 |
2.744 |
|
| S3 |
2.529 |
2.592 |
2.734 |
|
| S4 |
2.420 |
2.483 |
2.704 |
|
|
| 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 |
3.121 |
2.627 |
0.494 |
17.9% |
0.153 |
5.5% |
28% |
False |
False |
105,664 |
| 10 |
3.362 |
2.627 |
0.735 |
26.6% |
0.121 |
4.4% |
19% |
False |
False |
125,907 |
| 20 |
3.366 |
2.627 |
0.739 |
26.7% |
0.121 |
4.4% |
19% |
False |
False |
159,390 |
| 40 |
3.366 |
2.627 |
0.739 |
26.7% |
0.103 |
3.7% |
19% |
False |
False |
124,749 |
| 60 |
3.366 |
2.627 |
0.739 |
26.7% |
0.096 |
3.5% |
19% |
False |
False |
99,179 |
| 80 |
3.366 |
2.627 |
0.739 |
26.7% |
0.093 |
3.4% |
19% |
False |
False |
81,358 |
| 100 |
3.366 |
2.627 |
0.739 |
26.7% |
0.091 |
3.3% |
19% |
False |
False |
68,951 |
| 120 |
3.366 |
2.460 |
0.906 |
32.8% |
0.085 |
3.1% |
34% |
False |
False |
59,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.256 |
|
2.618 |
3.078 |
|
1.618 |
2.969 |
|
1.000 |
2.902 |
|
0.618 |
2.860 |
|
HIGH |
2.793 |
|
0.618 |
2.751 |
|
0.500 |
2.739 |
|
0.382 |
2.726 |
|
LOW |
2.684 |
|
0.618 |
2.617 |
|
1.000 |
2.575 |
|
1.618 |
2.508 |
|
2.618 |
2.399 |
|
4.250 |
2.221 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.756 |
2.760 |
| PP |
2.747 |
2.757 |
| S1 |
2.739 |
2.753 |
|