NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.414 |
3.542 |
0.128 |
3.7% |
3.389 |
| High |
3.548 |
3.556 |
0.008 |
0.2% |
3.556 |
| Low |
3.366 |
3.486 |
0.120 |
3.6% |
3.355 |
| Close |
3.532 |
3.503 |
-0.029 |
-0.8% |
3.503 |
| Range |
0.182 |
0.070 |
-0.112 |
-61.5% |
0.201 |
| ATR |
0.091 |
0.090 |
-0.002 |
-1.6% |
0.000 |
| Volume |
141,037 |
95,268 |
-45,769 |
-32.5% |
533,831 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.684 |
3.542 |
|
| R3 |
3.655 |
3.614 |
3.522 |
|
| R2 |
3.585 |
3.585 |
3.516 |
|
| R1 |
3.544 |
3.544 |
3.509 |
3.530 |
| PP |
3.515 |
3.515 |
3.515 |
3.508 |
| S1 |
3.474 |
3.474 |
3.497 |
3.460 |
| S2 |
3.445 |
3.445 |
3.490 |
|
| S3 |
3.375 |
3.404 |
3.484 |
|
| S4 |
3.305 |
3.334 |
3.465 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
3.990 |
3.614 |
|
| R3 |
3.873 |
3.789 |
3.558 |
|
| R2 |
3.672 |
3.672 |
3.540 |
|
| R1 |
3.588 |
3.588 |
3.521 |
3.630 |
| PP |
3.471 |
3.471 |
3.471 |
3.493 |
| S1 |
3.387 |
3.387 |
3.485 |
3.429 |
| S2 |
3.270 |
3.270 |
3.466 |
|
| S3 |
3.069 |
3.186 |
3.448 |
|
| S4 |
2.868 |
2.985 |
3.392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.556 |
3.355 |
0.201 |
5.7% |
0.100 |
2.9% |
74% |
True |
False |
106,766 |
| 10 |
3.556 |
3.112 |
0.444 |
12.7% |
0.102 |
2.9% |
88% |
True |
False |
95,565 |
| 20 |
3.556 |
3.112 |
0.444 |
12.7% |
0.087 |
2.5% |
88% |
True |
False |
67,272 |
| 40 |
3.556 |
3.010 |
0.546 |
15.6% |
0.084 |
2.4% |
90% |
True |
False |
48,522 |
| 60 |
3.556 |
3.010 |
0.546 |
15.6% |
0.079 |
2.3% |
90% |
True |
False |
39,095 |
| 80 |
3.556 |
3.010 |
0.546 |
15.6% |
0.079 |
2.3% |
90% |
True |
False |
32,563 |
| 100 |
3.556 |
2.878 |
0.678 |
19.4% |
0.075 |
2.1% |
92% |
True |
False |
28,268 |
| 120 |
3.556 |
2.760 |
0.796 |
22.7% |
0.071 |
2.0% |
93% |
True |
False |
24,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.854 |
|
2.618 |
3.739 |
|
1.618 |
3.669 |
|
1.000 |
3.626 |
|
0.618 |
3.599 |
|
HIGH |
3.556 |
|
0.618 |
3.529 |
|
0.500 |
3.521 |
|
0.382 |
3.513 |
|
LOW |
3.486 |
|
0.618 |
3.443 |
|
1.000 |
3.416 |
|
1.618 |
3.373 |
|
2.618 |
3.303 |
|
4.250 |
3.189 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.521 |
3.489 |
| PP |
3.515 |
3.475 |
| S1 |
3.509 |
3.461 |
|