NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.575 |
3.563 |
-0.012 |
-0.3% |
3.612 |
| High |
3.604 |
3.564 |
-0.040 |
-1.1% |
3.675 |
| Low |
3.524 |
3.478 |
-0.046 |
-1.3% |
3.478 |
| Close |
3.569 |
3.504 |
-0.065 |
-1.8% |
3.504 |
| Range |
0.080 |
0.086 |
0.006 |
7.5% |
0.197 |
| ATR |
0.081 |
0.082 |
0.001 |
0.9% |
0.000 |
| Volume |
47,128 |
51,321 |
4,193 |
8.9% |
243,036 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.773 |
3.725 |
3.551 |
|
| R3 |
3.687 |
3.639 |
3.528 |
|
| R2 |
3.601 |
3.601 |
3.520 |
|
| R1 |
3.553 |
3.553 |
3.512 |
3.534 |
| PP |
3.515 |
3.515 |
3.515 |
3.506 |
| S1 |
3.467 |
3.467 |
3.496 |
3.448 |
| S2 |
3.429 |
3.429 |
3.488 |
|
| S3 |
3.343 |
3.381 |
3.480 |
|
| S4 |
3.257 |
3.295 |
3.457 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.143 |
4.021 |
3.612 |
|
| R3 |
3.946 |
3.824 |
3.558 |
|
| R2 |
3.749 |
3.749 |
3.540 |
|
| R1 |
3.627 |
3.627 |
3.522 |
3.590 |
| PP |
3.552 |
3.552 |
3.552 |
3.534 |
| S1 |
3.430 |
3.430 |
3.486 |
3.393 |
| S2 |
3.355 |
3.355 |
3.468 |
|
| S3 |
3.158 |
3.233 |
3.450 |
|
| S4 |
2.961 |
3.036 |
3.396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.675 |
3.478 |
0.197 |
5.6% |
0.070 |
2.0% |
13% |
False |
True |
48,607 |
| 10 |
3.675 |
3.478 |
0.197 |
5.6% |
0.082 |
2.3% |
13% |
False |
True |
60,477 |
| 20 |
3.675 |
3.247 |
0.428 |
12.2% |
0.081 |
2.3% |
60% |
False |
False |
53,977 |
| 40 |
3.675 |
3.168 |
0.507 |
14.5% |
0.077 |
2.2% |
66% |
False |
False |
44,677 |
| 60 |
3.675 |
3.142 |
0.533 |
15.2% |
0.076 |
2.2% |
68% |
False |
False |
39,791 |
| 80 |
3.675 |
3.142 |
0.533 |
15.2% |
0.076 |
2.2% |
68% |
False |
False |
34,845 |
| 100 |
3.675 |
3.123 |
0.552 |
15.8% |
0.074 |
2.1% |
69% |
False |
False |
32,699 |
| 120 |
3.675 |
2.895 |
0.780 |
22.3% |
0.070 |
2.0% |
78% |
False |
False |
29,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.930 |
|
2.618 |
3.789 |
|
1.618 |
3.703 |
|
1.000 |
3.650 |
|
0.618 |
3.617 |
|
HIGH |
3.564 |
|
0.618 |
3.531 |
|
0.500 |
3.521 |
|
0.382 |
3.511 |
|
LOW |
3.478 |
|
0.618 |
3.425 |
|
1.000 |
3.392 |
|
1.618 |
3.339 |
|
2.618 |
3.253 |
|
4.250 |
3.113 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.521 |
3.555 |
| PP |
3.515 |
3.538 |
| S1 |
3.510 |
3.521 |
|