NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.337 |
3.131 |
-0.206 |
-6.2% |
3.497 |
| High |
3.344 |
3.136 |
-0.208 |
-6.2% |
3.546 |
| Low |
3.113 |
2.972 |
-0.141 |
-4.5% |
3.337 |
| Close |
3.149 |
3.036 |
-0.113 |
-3.6% |
3.361 |
| Range |
0.231 |
0.164 |
-0.067 |
-29.0% |
0.209 |
| ATR |
0.098 |
0.103 |
0.006 |
5.8% |
0.000 |
| Volume |
247,453 |
265,616 |
18,163 |
7.3% |
482,710 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.540 |
3.452 |
3.126 |
|
| R3 |
3.376 |
3.288 |
3.081 |
|
| R2 |
3.212 |
3.212 |
3.066 |
|
| R1 |
3.124 |
3.124 |
3.051 |
3.086 |
| PP |
3.048 |
3.048 |
3.048 |
3.029 |
| S1 |
2.960 |
2.960 |
3.021 |
2.922 |
| S2 |
2.884 |
2.884 |
3.006 |
|
| S3 |
2.720 |
2.796 |
2.991 |
|
| S4 |
2.556 |
2.632 |
2.946 |
|
|
| 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 |
3.466 |
2.972 |
0.494 |
16.3% |
0.133 |
4.4% |
13% |
False |
True |
174,384 |
| 10 |
3.556 |
2.972 |
0.584 |
19.2% |
0.112 |
3.7% |
11% |
False |
True |
137,239 |
| 20 |
3.556 |
2.972 |
0.584 |
19.2% |
0.101 |
3.3% |
11% |
False |
True |
109,696 |
| 40 |
3.556 |
2.972 |
0.584 |
19.2% |
0.087 |
2.9% |
11% |
False |
True |
72,085 |
| 60 |
3.556 |
2.972 |
0.584 |
19.2% |
0.083 |
2.7% |
11% |
False |
True |
55,751 |
| 80 |
3.556 |
2.972 |
0.584 |
19.2% |
0.081 |
2.7% |
11% |
False |
True |
45,293 |
| 100 |
3.556 |
2.972 |
0.584 |
19.2% |
0.080 |
2.6% |
11% |
False |
True |
38,891 |
| 120 |
3.556 |
2.760 |
0.796 |
26.2% |
0.075 |
2.5% |
35% |
False |
False |
33,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.833 |
|
2.618 |
3.565 |
|
1.618 |
3.401 |
|
1.000 |
3.300 |
|
0.618 |
3.237 |
|
HIGH |
3.136 |
|
0.618 |
3.073 |
|
0.500 |
3.054 |
|
0.382 |
3.035 |
|
LOW |
2.972 |
|
0.618 |
2.871 |
|
1.000 |
2.808 |
|
1.618 |
2.707 |
|
2.618 |
2.543 |
|
4.250 |
2.275 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.054 |
3.188 |
| PP |
3.048 |
3.137 |
| S1 |
3.042 |
3.087 |
|