NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.499 |
3.502 |
0.003 |
0.1% |
3.389 |
| High |
3.546 |
3.502 |
-0.044 |
-1.2% |
3.556 |
| Low |
3.489 |
3.414 |
-0.075 |
-2.1% |
3.355 |
| Close |
3.505 |
3.434 |
-0.071 |
-2.0% |
3.503 |
| Range |
0.057 |
0.088 |
0.031 |
54.4% |
0.201 |
| ATR |
0.086 |
0.086 |
0.000 |
0.4% |
0.000 |
| Volume |
72,932 |
105,463 |
32,531 |
44.6% |
533,831 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.714 |
3.662 |
3.482 |
|
| R3 |
3.626 |
3.574 |
3.458 |
|
| R2 |
3.538 |
3.538 |
3.450 |
|
| R1 |
3.486 |
3.486 |
3.442 |
3.468 |
| PP |
3.450 |
3.450 |
3.450 |
3.441 |
| S1 |
3.398 |
3.398 |
3.426 |
3.380 |
| S2 |
3.362 |
3.362 |
3.418 |
|
| S3 |
3.274 |
3.310 |
3.410 |
|
| S4 |
3.186 |
3.222 |
3.386 |
|
|
| 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 |
3.366 |
0.190 |
5.5% |
0.091 |
2.6% |
36% |
False |
False |
100,094 |
| 10 |
3.556 |
3.196 |
0.360 |
10.5% |
0.096 |
2.8% |
66% |
False |
False |
103,266 |
| 20 |
3.556 |
3.112 |
0.444 |
12.9% |
0.086 |
2.5% |
73% |
False |
False |
75,310 |
| 40 |
3.556 |
3.037 |
0.519 |
15.1% |
0.082 |
2.4% |
76% |
False |
False |
53,157 |
| 60 |
3.556 |
3.010 |
0.546 |
15.9% |
0.080 |
2.3% |
78% |
False |
False |
42,868 |
| 80 |
3.556 |
3.010 |
0.546 |
15.9% |
0.079 |
2.3% |
78% |
False |
False |
35,445 |
| 100 |
3.556 |
2.950 |
0.606 |
17.6% |
0.076 |
2.2% |
80% |
False |
False |
30,681 |
| 120 |
3.556 |
2.760 |
0.796 |
23.2% |
0.071 |
2.1% |
85% |
False |
False |
26,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.876 |
|
2.618 |
3.732 |
|
1.618 |
3.644 |
|
1.000 |
3.590 |
|
0.618 |
3.556 |
|
HIGH |
3.502 |
|
0.618 |
3.468 |
|
0.500 |
3.458 |
|
0.382 |
3.448 |
|
LOW |
3.414 |
|
0.618 |
3.360 |
|
1.000 |
3.326 |
|
1.618 |
3.272 |
|
2.618 |
3.184 |
|
4.250 |
3.040 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.458 |
3.480 |
| PP |
3.450 |
3.465 |
| S1 |
3.442 |
3.449 |
|