NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.612 |
3.624 |
0.012 |
0.3% |
3.515 |
| High |
3.633 |
3.675 |
0.042 |
1.2% |
3.674 |
| Low |
3.581 |
3.621 |
0.040 |
1.1% |
3.486 |
| Close |
3.615 |
3.639 |
0.024 |
0.7% |
3.628 |
| Range |
0.052 |
0.054 |
0.002 |
3.8% |
0.188 |
| ATR |
0.082 |
0.081 |
-0.002 |
-1.9% |
0.000 |
| Volume |
47,331 |
36,337 |
-10,994 |
-23.2% |
361,743 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.807 |
3.777 |
3.669 |
|
| R3 |
3.753 |
3.723 |
3.654 |
|
| R2 |
3.699 |
3.699 |
3.649 |
|
| R1 |
3.669 |
3.669 |
3.644 |
3.684 |
| PP |
3.645 |
3.645 |
3.645 |
3.653 |
| S1 |
3.615 |
3.615 |
3.634 |
3.630 |
| S2 |
3.591 |
3.591 |
3.629 |
|
| S3 |
3.537 |
3.561 |
3.624 |
|
| S4 |
3.483 |
3.507 |
3.609 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.160 |
4.082 |
3.731 |
|
| R3 |
3.972 |
3.894 |
3.680 |
|
| R2 |
3.784 |
3.784 |
3.662 |
|
| R1 |
3.706 |
3.706 |
3.645 |
3.745 |
| PP |
3.596 |
3.596 |
3.596 |
3.616 |
| S1 |
3.518 |
3.518 |
3.611 |
3.557 |
| S2 |
3.408 |
3.408 |
3.594 |
|
| S3 |
3.220 |
3.330 |
3.576 |
|
| S4 |
3.032 |
3.142 |
3.525 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.675 |
3.494 |
0.181 |
5.0% |
0.082 |
2.2% |
80% |
True |
False |
57,115 |
| 10 |
3.675 |
3.286 |
0.389 |
10.7% |
0.093 |
2.5% |
91% |
True |
False |
65,233 |
| 20 |
3.675 |
3.247 |
0.428 |
11.8% |
0.080 |
2.2% |
92% |
True |
False |
50,992 |
| 40 |
3.675 |
3.142 |
0.533 |
14.6% |
0.078 |
2.1% |
93% |
True |
False |
42,927 |
| 60 |
3.675 |
3.142 |
0.533 |
14.6% |
0.076 |
2.1% |
93% |
True |
False |
38,359 |
| 80 |
3.675 |
3.142 |
0.533 |
14.6% |
0.076 |
2.1% |
93% |
True |
False |
33,775 |
| 100 |
3.675 |
3.063 |
0.612 |
16.8% |
0.073 |
2.0% |
94% |
True |
False |
31,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.905 |
|
2.618 |
3.816 |
|
1.618 |
3.762 |
|
1.000 |
3.729 |
|
0.618 |
3.708 |
|
HIGH |
3.675 |
|
0.618 |
3.654 |
|
0.500 |
3.648 |
|
0.382 |
3.642 |
|
LOW |
3.621 |
|
0.618 |
3.588 |
|
1.000 |
3.567 |
|
1.618 |
3.534 |
|
2.618 |
3.480 |
|
4.250 |
3.392 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.635 |
| PP |
3.645 |
3.632 |
| S1 |
3.642 |
3.628 |
|