NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.502 |
3.444 |
-0.058 |
-1.7% |
3.389 |
| High |
3.502 |
3.466 |
-0.036 |
-1.0% |
3.556 |
| Low |
3.414 |
3.388 |
-0.026 |
-0.8% |
3.355 |
| Close |
3.434 |
3.434 |
0.000 |
0.0% |
3.503 |
| Range |
0.088 |
0.078 |
-0.010 |
-11.4% |
0.201 |
| ATR |
0.086 |
0.085 |
-0.001 |
-0.7% |
0.000 |
| Volume |
105,463 |
98,651 |
-6,812 |
-6.5% |
533,831 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.663 |
3.627 |
3.477 |
|
| R3 |
3.585 |
3.549 |
3.455 |
|
| R2 |
3.507 |
3.507 |
3.448 |
|
| R1 |
3.471 |
3.471 |
3.441 |
3.450 |
| PP |
3.429 |
3.429 |
3.429 |
3.419 |
| S1 |
3.393 |
3.393 |
3.427 |
3.372 |
| S2 |
3.351 |
3.351 |
3.420 |
|
| S3 |
3.273 |
3.315 |
3.413 |
|
| S4 |
3.195 |
3.237 |
3.391 |
|
|
| 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 |
3.388 |
0.168 |
4.9% |
0.070 |
2.0% |
27% |
False |
True |
91,617 |
| 10 |
3.556 |
3.259 |
0.297 |
8.6% |
0.093 |
2.7% |
59% |
False |
False |
103,503 |
| 20 |
3.556 |
3.112 |
0.444 |
12.9% |
0.086 |
2.5% |
73% |
False |
False |
78,516 |
| 40 |
3.556 |
3.037 |
0.519 |
15.1% |
0.082 |
2.4% |
76% |
False |
False |
55,130 |
| 60 |
3.556 |
3.010 |
0.546 |
15.9% |
0.080 |
2.3% |
78% |
False |
False |
44,252 |
| 80 |
3.556 |
3.010 |
0.546 |
15.9% |
0.079 |
2.3% |
78% |
False |
False |
36,434 |
| 100 |
3.556 |
2.973 |
0.583 |
17.0% |
0.076 |
2.2% |
79% |
False |
False |
31,538 |
| 120 |
3.556 |
2.760 |
0.796 |
23.2% |
0.071 |
2.1% |
85% |
False |
False |
27,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.798 |
|
2.618 |
3.670 |
|
1.618 |
3.592 |
|
1.000 |
3.544 |
|
0.618 |
3.514 |
|
HIGH |
3.466 |
|
0.618 |
3.436 |
|
0.500 |
3.427 |
|
0.382 |
3.418 |
|
LOW |
3.388 |
|
0.618 |
3.340 |
|
1.000 |
3.310 |
|
1.618 |
3.262 |
|
2.618 |
3.184 |
|
4.250 |
3.057 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.432 |
3.467 |
| PP |
3.429 |
3.456 |
| S1 |
3.427 |
3.445 |
|