NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.465 |
3.440 |
-0.025 |
-0.7% |
3.137 |
| High |
3.478 |
3.451 |
-0.027 |
-0.8% |
3.409 |
| Low |
3.406 |
3.387 |
-0.019 |
-0.6% |
3.112 |
| Close |
3.429 |
3.410 |
-0.019 |
-0.6% |
3.391 |
| Range |
0.072 |
0.064 |
-0.008 |
-11.1% |
0.297 |
| ATR |
0.086 |
0.084 |
-0.002 |
-1.8% |
0.000 |
| Volume |
97,191 |
88,269 |
-8,922 |
-9.2% |
421,823 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.608 |
3.573 |
3.445 |
|
| R3 |
3.544 |
3.509 |
3.428 |
|
| R2 |
3.480 |
3.480 |
3.422 |
|
| R1 |
3.445 |
3.445 |
3.416 |
3.431 |
| PP |
3.416 |
3.416 |
3.416 |
3.409 |
| S1 |
3.381 |
3.381 |
3.404 |
3.367 |
| S2 |
3.352 |
3.352 |
3.398 |
|
| S3 |
3.288 |
3.317 |
3.392 |
|
| S4 |
3.224 |
3.253 |
3.375 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.090 |
3.554 |
|
| R3 |
3.898 |
3.793 |
3.473 |
|
| R2 |
3.601 |
3.601 |
3.445 |
|
| R1 |
3.496 |
3.496 |
3.418 |
3.549 |
| PP |
3.304 |
3.304 |
3.304 |
3.330 |
| S1 |
3.199 |
3.199 |
3.364 |
3.252 |
| S2 |
3.007 |
3.007 |
3.337 |
|
| S3 |
2.710 |
2.902 |
3.309 |
|
| S4 |
2.413 |
2.605 |
3.228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.478 |
3.196 |
0.282 |
8.3% |
0.100 |
2.9% |
76% |
False |
False |
106,438 |
| 10 |
3.478 |
3.112 |
0.366 |
10.7% |
0.089 |
2.6% |
81% |
False |
False |
82,154 |
| 20 |
3.478 |
3.112 |
0.366 |
10.7% |
0.082 |
2.4% |
81% |
False |
False |
58,670 |
| 40 |
3.478 |
3.010 |
0.468 |
13.7% |
0.080 |
2.4% |
85% |
False |
False |
43,592 |
| 60 |
3.478 |
3.010 |
0.468 |
13.7% |
0.077 |
2.3% |
85% |
False |
False |
35,571 |
| 80 |
3.478 |
3.010 |
0.468 |
13.7% |
0.078 |
2.3% |
85% |
False |
False |
29,911 |
| 100 |
3.478 |
2.867 |
0.611 |
17.9% |
0.074 |
2.2% |
89% |
False |
False |
26,007 |
| 120 |
3.478 |
2.760 |
0.718 |
21.1% |
0.070 |
2.0% |
91% |
False |
False |
22,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.723 |
|
2.618 |
3.619 |
|
1.618 |
3.555 |
|
1.000 |
3.515 |
|
0.618 |
3.491 |
|
HIGH |
3.451 |
|
0.618 |
3.427 |
|
0.500 |
3.419 |
|
0.382 |
3.411 |
|
LOW |
3.387 |
|
0.618 |
3.347 |
|
1.000 |
3.323 |
|
1.618 |
3.283 |
|
2.618 |
3.219 |
|
4.250 |
3.115 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.419 |
3.417 |
| PP |
3.416 |
3.414 |
| S1 |
3.413 |
3.412 |
|