NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.444 |
3.425 |
-0.019 |
-0.6% |
3.497 |
| High |
3.466 |
3.425 |
-0.041 |
-1.2% |
3.546 |
| Low |
3.388 |
3.337 |
-0.051 |
-1.5% |
3.337 |
| Close |
3.434 |
3.361 |
-0.073 |
-2.1% |
3.361 |
| Range |
0.078 |
0.088 |
0.010 |
12.8% |
0.209 |
| ATR |
0.085 |
0.086 |
0.001 |
1.0% |
0.000 |
| Volume |
98,651 |
119,893 |
21,242 |
21.5% |
482,710 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.638 |
3.588 |
3.409 |
|
| R3 |
3.550 |
3.500 |
3.385 |
|
| R2 |
3.462 |
3.462 |
3.377 |
|
| R1 |
3.412 |
3.412 |
3.369 |
3.393 |
| PP |
3.374 |
3.374 |
3.374 |
3.365 |
| S1 |
3.324 |
3.324 |
3.353 |
3.305 |
| S2 |
3.286 |
3.286 |
3.345 |
|
| S3 |
3.198 |
3.236 |
3.337 |
|
| S4 |
3.110 |
3.148 |
3.313 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.042 |
3.910 |
3.476 |
|
| R3 |
3.833 |
3.701 |
3.418 |
|
| R2 |
3.624 |
3.624 |
3.399 |
|
| R1 |
3.492 |
3.492 |
3.380 |
3.454 |
| PP |
3.415 |
3.415 |
3.415 |
3.395 |
| S1 |
3.283 |
3.283 |
3.342 |
3.245 |
| S2 |
3.206 |
3.206 |
3.323 |
|
| S3 |
2.997 |
3.074 |
3.304 |
|
| S4 |
2.788 |
2.865 |
3.246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.546 |
3.337 |
0.209 |
6.2% |
0.074 |
2.2% |
11% |
False |
True |
96,542 |
| 10 |
3.556 |
3.337 |
0.219 |
6.5% |
0.087 |
2.6% |
11% |
False |
True |
101,654 |
| 20 |
3.556 |
3.112 |
0.444 |
13.2% |
0.086 |
2.5% |
56% |
False |
False |
83,001 |
| 40 |
3.556 |
3.037 |
0.519 |
15.4% |
0.081 |
2.4% |
62% |
False |
False |
57,614 |
| 60 |
3.556 |
3.010 |
0.546 |
16.2% |
0.079 |
2.4% |
64% |
False |
False |
45,742 |
| 80 |
3.556 |
3.010 |
0.546 |
16.2% |
0.079 |
2.3% |
64% |
False |
False |
37,713 |
| 100 |
3.556 |
2.998 |
0.558 |
16.6% |
0.076 |
2.3% |
65% |
False |
False |
32,609 |
| 120 |
3.556 |
2.760 |
0.796 |
23.7% |
0.072 |
2.1% |
76% |
False |
False |
28,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.799 |
|
2.618 |
3.655 |
|
1.618 |
3.567 |
|
1.000 |
3.513 |
|
0.618 |
3.479 |
|
HIGH |
3.425 |
|
0.618 |
3.391 |
|
0.500 |
3.381 |
|
0.382 |
3.371 |
|
LOW |
3.337 |
|
0.618 |
3.283 |
|
1.000 |
3.249 |
|
1.618 |
3.195 |
|
2.618 |
3.107 |
|
4.250 |
2.963 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.381 |
3.420 |
| PP |
3.374 |
3.400 |
| S1 |
3.368 |
3.381 |
|