NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.632 |
3.575 |
-0.057 |
-1.6% |
3.515 |
| High |
3.632 |
3.604 |
-0.028 |
-0.8% |
3.674 |
| Low |
3.553 |
3.524 |
-0.029 |
-0.8% |
3.486 |
| Close |
3.570 |
3.569 |
-0.001 |
0.0% |
3.628 |
| Range |
0.079 |
0.080 |
0.001 |
1.3% |
0.188 |
| ATR |
0.081 |
0.081 |
0.000 |
-0.1% |
0.000 |
| Volume |
60,919 |
47,128 |
-13,791 |
-22.6% |
361,743 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.806 |
3.767 |
3.613 |
|
| R3 |
3.726 |
3.687 |
3.591 |
|
| R2 |
3.646 |
3.646 |
3.584 |
|
| R1 |
3.607 |
3.607 |
3.576 |
3.587 |
| PP |
3.566 |
3.566 |
3.566 |
3.555 |
| S1 |
3.527 |
3.527 |
3.562 |
3.507 |
| S2 |
3.486 |
3.486 |
3.554 |
|
| S3 |
3.406 |
3.447 |
3.547 |
|
| S4 |
3.326 |
3.367 |
3.525 |
|
|
| 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 |
3.524 |
0.151 |
4.2% |
0.066 |
1.8% |
30% |
False |
True |
48,162 |
| 10 |
3.675 |
3.393 |
0.282 |
7.9% |
0.087 |
2.4% |
62% |
False |
False |
66,060 |
| 20 |
3.675 |
3.247 |
0.428 |
12.0% |
0.081 |
2.3% |
75% |
False |
False |
52,685 |
| 40 |
3.675 |
3.168 |
0.507 |
14.2% |
0.078 |
2.2% |
79% |
False |
False |
44,113 |
| 60 |
3.675 |
3.142 |
0.533 |
14.9% |
0.077 |
2.1% |
80% |
False |
False |
39,643 |
| 80 |
3.675 |
3.142 |
0.533 |
14.9% |
0.076 |
2.1% |
80% |
False |
False |
34,552 |
| 100 |
3.675 |
3.099 |
0.576 |
16.1% |
0.074 |
2.1% |
82% |
False |
False |
32,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.944 |
|
2.618 |
3.813 |
|
1.618 |
3.733 |
|
1.000 |
3.684 |
|
0.618 |
3.653 |
|
HIGH |
3.604 |
|
0.618 |
3.573 |
|
0.500 |
3.564 |
|
0.382 |
3.555 |
|
LOW |
3.524 |
|
0.618 |
3.475 |
|
1.000 |
3.444 |
|
1.618 |
3.395 |
|
2.618 |
3.315 |
|
4.250 |
3.184 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.567 |
3.600 |
| PP |
3.566 |
3.589 |
| S1 |
3.564 |
3.579 |
|