NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.081 |
3.150 |
0.069 |
2.2% |
3.387 |
| High |
3.125 |
3.163 |
0.038 |
1.2% |
3.403 |
| Low |
3.016 |
2.978 |
-0.038 |
-1.3% |
2.972 |
| Close |
3.105 |
3.026 |
-0.079 |
-2.5% |
3.105 |
| Range |
0.109 |
0.185 |
0.076 |
69.7% |
0.431 |
| ATR |
0.104 |
0.110 |
0.006 |
5.6% |
0.000 |
| Volume |
157,123 |
154,845 |
-2,278 |
-1.4% |
1,002,445 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.611 |
3.503 |
3.128 |
|
| R3 |
3.426 |
3.318 |
3.077 |
|
| R2 |
3.241 |
3.241 |
3.060 |
|
| R1 |
3.133 |
3.133 |
3.043 |
3.095 |
| PP |
3.056 |
3.056 |
3.056 |
3.036 |
| S1 |
2.948 |
2.948 |
3.009 |
2.910 |
| S2 |
2.871 |
2.871 |
2.992 |
|
| S3 |
2.686 |
2.763 |
2.975 |
|
| S4 |
2.501 |
2.578 |
2.924 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.453 |
4.210 |
3.342 |
|
| R3 |
4.022 |
3.779 |
3.224 |
|
| R2 |
3.591 |
3.591 |
3.184 |
|
| R1 |
3.348 |
3.348 |
3.145 |
3.254 |
| PP |
3.160 |
3.160 |
3.160 |
3.113 |
| S1 |
2.917 |
2.917 |
3.065 |
2.823 |
| S2 |
2.729 |
2.729 |
3.026 |
|
| S3 |
2.298 |
2.486 |
2.986 |
|
| S4 |
1.867 |
2.055 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.344 |
2.972 |
0.372 |
12.3% |
0.158 |
5.2% |
15% |
False |
False |
203,396 |
| 10 |
3.546 |
2.972 |
0.574 |
19.0% |
0.121 |
4.0% |
9% |
False |
False |
155,422 |
| 20 |
3.556 |
2.972 |
0.584 |
19.3% |
0.111 |
3.7% |
9% |
False |
False |
127,089 |
| 40 |
3.556 |
2.972 |
0.584 |
19.3% |
0.092 |
3.0% |
9% |
False |
False |
82,645 |
| 60 |
3.556 |
2.972 |
0.584 |
19.3% |
0.086 |
2.8% |
9% |
False |
False |
63,048 |
| 80 |
3.556 |
2.972 |
0.584 |
19.3% |
0.083 |
2.8% |
9% |
False |
False |
51,098 |
| 100 |
3.556 |
2.972 |
0.584 |
19.3% |
0.081 |
2.7% |
9% |
False |
False |
43,476 |
| 120 |
3.556 |
2.760 |
0.796 |
26.3% |
0.077 |
2.6% |
33% |
False |
False |
37,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.949 |
|
2.618 |
3.647 |
|
1.618 |
3.462 |
|
1.000 |
3.348 |
|
0.618 |
3.277 |
|
HIGH |
3.163 |
|
0.618 |
3.092 |
|
0.500 |
3.071 |
|
0.382 |
3.049 |
|
LOW |
2.978 |
|
0.618 |
2.864 |
|
1.000 |
2.793 |
|
1.618 |
2.679 |
|
2.618 |
2.494 |
|
4.250 |
2.192 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.071 |
3.071 |
| PP |
3.056 |
3.056 |
| S1 |
3.041 |
3.041 |
|