NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.576 |
3.546 |
-0.030 |
-0.8% |
3.268 |
| High |
3.600 |
3.577 |
-0.023 |
-0.6% |
3.528 |
| Low |
3.532 |
3.517 |
-0.015 |
-0.4% |
3.247 |
| Close |
3.556 |
3.538 |
-0.018 |
-0.5% |
3.519 |
| Range |
0.068 |
0.060 |
-0.008 |
-11.8% |
0.281 |
| ATR |
0.081 |
0.079 |
-0.001 |
-1.8% |
0.000 |
| Volume |
70,691 |
66,496 |
-4,195 |
-5.9% |
285,952 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.724 |
3.691 |
3.571 |
|
| R3 |
3.664 |
3.631 |
3.555 |
|
| R2 |
3.604 |
3.604 |
3.549 |
|
| R1 |
3.571 |
3.571 |
3.544 |
3.558 |
| PP |
3.544 |
3.544 |
3.544 |
3.537 |
| S1 |
3.511 |
3.511 |
3.533 |
3.498 |
| S2 |
3.484 |
3.484 |
3.527 |
|
| S3 |
3.424 |
3.451 |
3.522 |
|
| S4 |
3.364 |
3.391 |
3.505 |
|
|
| 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 |
3.327 |
0.273 |
7.7% |
0.092 |
2.6% |
77% |
False |
False |
77,920 |
| 10 |
3.600 |
3.247 |
0.353 |
10.0% |
0.084 |
2.4% |
82% |
False |
False |
58,614 |
| 20 |
3.600 |
3.247 |
0.353 |
10.0% |
0.077 |
2.2% |
82% |
False |
False |
47,005 |
| 40 |
3.600 |
3.142 |
0.458 |
12.9% |
0.076 |
2.2% |
86% |
False |
False |
41,046 |
| 60 |
3.600 |
3.142 |
0.458 |
12.9% |
0.075 |
2.1% |
86% |
False |
False |
36,126 |
| 80 |
3.600 |
3.142 |
0.458 |
12.9% |
0.076 |
2.1% |
86% |
False |
False |
32,061 |
| 100 |
3.600 |
3.000 |
0.600 |
17.0% |
0.072 |
2.0% |
90% |
False |
False |
30,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.832 |
|
2.618 |
3.734 |
|
1.618 |
3.674 |
|
1.000 |
3.637 |
|
0.618 |
3.614 |
|
HIGH |
3.577 |
|
0.618 |
3.554 |
|
0.500 |
3.547 |
|
0.382 |
3.540 |
|
LOW |
3.517 |
|
0.618 |
3.480 |
|
1.000 |
3.457 |
|
1.618 |
3.420 |
|
2.618 |
3.360 |
|
4.250 |
3.262 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.547 |
3.543 |
| PP |
3.544 |
3.541 |
| S1 |
3.541 |
3.540 |
|