NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.624 |
3.632 |
0.008 |
0.2% |
3.515 |
| High |
3.675 |
3.632 |
-0.043 |
-1.2% |
3.674 |
| Low |
3.621 |
3.553 |
-0.068 |
-1.9% |
3.486 |
| Close |
3.639 |
3.570 |
-0.069 |
-1.9% |
3.628 |
| Range |
0.054 |
0.079 |
0.025 |
46.3% |
0.188 |
| ATR |
0.081 |
0.081 |
0.000 |
0.5% |
0.000 |
| Volume |
36,337 |
60,919 |
24,582 |
67.7% |
361,743 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.822 |
3.775 |
3.613 |
|
| R3 |
3.743 |
3.696 |
3.592 |
|
| R2 |
3.664 |
3.664 |
3.584 |
|
| R1 |
3.617 |
3.617 |
3.577 |
3.601 |
| PP |
3.585 |
3.585 |
3.585 |
3.577 |
| S1 |
3.538 |
3.538 |
3.563 |
3.522 |
| S2 |
3.506 |
3.506 |
3.556 |
|
| S3 |
3.427 |
3.459 |
3.548 |
|
| S4 |
3.348 |
3.380 |
3.527 |
|
|
| 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 |
5.1% |
0.085 |
2.4% |
42% |
False |
False |
56,000 |
| 10 |
3.675 |
3.327 |
0.348 |
9.7% |
0.089 |
2.5% |
70% |
False |
False |
66,960 |
| 20 |
3.675 |
3.247 |
0.428 |
12.0% |
0.081 |
2.3% |
75% |
False |
False |
52,212 |
| 40 |
3.675 |
3.168 |
0.507 |
14.2% |
0.078 |
2.2% |
79% |
False |
False |
43,559 |
| 60 |
3.675 |
3.142 |
0.533 |
14.9% |
0.076 |
2.1% |
80% |
False |
False |
39,166 |
| 80 |
3.675 |
3.142 |
0.533 |
14.9% |
0.077 |
2.1% |
80% |
False |
False |
34,377 |
| 100 |
3.675 |
3.081 |
0.594 |
16.6% |
0.074 |
2.1% |
82% |
False |
False |
32,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.968 |
|
2.618 |
3.839 |
|
1.618 |
3.760 |
|
1.000 |
3.711 |
|
0.618 |
3.681 |
|
HIGH |
3.632 |
|
0.618 |
3.602 |
|
0.500 |
3.593 |
|
0.382 |
3.583 |
|
LOW |
3.553 |
|
0.618 |
3.504 |
|
1.000 |
3.474 |
|
1.618 |
3.425 |
|
2.618 |
3.346 |
|
4.250 |
3.217 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.593 |
3.614 |
| PP |
3.585 |
3.599 |
| S1 |
3.578 |
3.585 |
|