NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.515 |
3.576 |
0.061 |
1.7% |
3.268 |
| High |
3.587 |
3.600 |
0.013 |
0.4% |
3.528 |
| Low |
3.486 |
3.532 |
0.046 |
1.3% |
3.247 |
| Close |
3.577 |
3.556 |
-0.021 |
-0.6% |
3.519 |
| Range |
0.101 |
0.068 |
-0.033 |
-32.7% |
0.281 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.2% |
0.000 |
| Volume |
89,142 |
70,691 |
-18,451 |
-20.7% |
285,952 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.767 |
3.729 |
3.593 |
|
| R3 |
3.699 |
3.661 |
3.575 |
|
| R2 |
3.631 |
3.631 |
3.568 |
|
| R1 |
3.593 |
3.593 |
3.562 |
3.578 |
| PP |
3.563 |
3.563 |
3.563 |
3.555 |
| S1 |
3.525 |
3.525 |
3.550 |
3.510 |
| S2 |
3.495 |
3.495 |
3.544 |
|
| S3 |
3.427 |
3.457 |
3.537 |
|
| S4 |
3.359 |
3.389 |
3.519 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.178 |
3.674 |
|
| R3 |
3.993 |
3.897 |
3.596 |
|
| R2 |
3.712 |
3.712 |
3.571 |
|
| R1 |
3.616 |
3.616 |
3.545 |
3.664 |
| PP |
3.431 |
3.431 |
3.431 |
3.456 |
| S1 |
3.335 |
3.335 |
3.493 |
3.383 |
| S2 |
3.150 |
3.150 |
3.467 |
|
| S3 |
2.869 |
3.054 |
3.442 |
|
| S4 |
2.588 |
2.773 |
3.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.600 |
3.286 |
0.314 |
8.8% |
0.104 |
2.9% |
86% |
True |
False |
73,350 |
| 10 |
3.600 |
3.247 |
0.353 |
9.9% |
0.086 |
2.4% |
88% |
True |
False |
55,858 |
| 20 |
3.600 |
3.247 |
0.353 |
9.9% |
0.079 |
2.2% |
88% |
True |
False |
45,549 |
| 40 |
3.600 |
3.142 |
0.458 |
12.9% |
0.076 |
2.1% |
90% |
True |
False |
39,775 |
| 60 |
3.600 |
3.142 |
0.458 |
12.9% |
0.075 |
2.1% |
90% |
True |
False |
35,228 |
| 80 |
3.600 |
3.142 |
0.458 |
12.9% |
0.076 |
2.1% |
90% |
True |
False |
31,561 |
| 100 |
3.600 |
3.000 |
0.600 |
16.9% |
0.072 |
2.0% |
93% |
True |
False |
29,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.889 |
|
2.618 |
3.778 |
|
1.618 |
3.710 |
|
1.000 |
3.668 |
|
0.618 |
3.642 |
|
HIGH |
3.600 |
|
0.618 |
3.574 |
|
0.500 |
3.566 |
|
0.382 |
3.558 |
|
LOW |
3.532 |
|
0.618 |
3.490 |
|
1.000 |
3.464 |
|
1.618 |
3.422 |
|
2.618 |
3.354 |
|
4.250 |
3.243 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.566 |
3.536 |
| PP |
3.563 |
3.516 |
| S1 |
3.559 |
3.497 |
|