NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.475 |
3.292 |
-0.183 |
-5.3% |
3.612 |
| High |
3.490 |
3.302 |
-0.188 |
-5.4% |
3.675 |
| Low |
3.281 |
3.119 |
-0.162 |
-4.9% |
3.478 |
| Close |
3.316 |
3.187 |
-0.129 |
-3.9% |
3.504 |
| Range |
0.209 |
0.183 |
-0.026 |
-12.4% |
0.197 |
| ATR |
0.092 |
0.099 |
0.008 |
8.2% |
0.000 |
| Volume |
95,500 |
120,778 |
25,278 |
26.5% |
243,036 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.752 |
3.652 |
3.288 |
|
| R3 |
3.569 |
3.469 |
3.237 |
|
| R2 |
3.386 |
3.386 |
3.221 |
|
| R1 |
3.286 |
3.286 |
3.204 |
3.245 |
| PP |
3.203 |
3.203 |
3.203 |
3.182 |
| S1 |
3.103 |
3.103 |
3.170 |
3.062 |
| S2 |
3.020 |
3.020 |
3.153 |
|
| S3 |
2.837 |
2.920 |
3.137 |
|
| S4 |
2.654 |
2.737 |
3.086 |
|
|
| 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 |
3.604 |
3.119 |
0.485 |
15.2% |
0.130 |
4.1% |
14% |
False |
True |
73,683 |
| 10 |
3.675 |
3.119 |
0.556 |
17.4% |
0.108 |
3.4% |
12% |
False |
True |
64,841 |
| 20 |
3.675 |
3.119 |
0.556 |
17.4% |
0.096 |
3.0% |
12% |
False |
True |
61,727 |
| 40 |
3.675 |
3.119 |
0.556 |
17.4% |
0.083 |
2.6% |
12% |
False |
True |
49,302 |
| 60 |
3.675 |
3.119 |
0.556 |
17.4% |
0.080 |
2.5% |
12% |
False |
True |
42,985 |
| 80 |
3.675 |
3.119 |
0.556 |
17.4% |
0.079 |
2.5% |
12% |
False |
True |
37,342 |
| 100 |
3.675 |
3.119 |
0.556 |
17.4% |
0.078 |
2.4% |
12% |
False |
True |
34,869 |
| 120 |
3.675 |
2.895 |
0.780 |
24.5% |
0.073 |
2.3% |
37% |
False |
False |
31,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.080 |
|
2.618 |
3.781 |
|
1.618 |
3.598 |
|
1.000 |
3.485 |
|
0.618 |
3.415 |
|
HIGH |
3.302 |
|
0.618 |
3.232 |
|
0.500 |
3.211 |
|
0.382 |
3.189 |
|
LOW |
3.119 |
|
0.618 |
3.006 |
|
1.000 |
2.936 |
|
1.618 |
2.823 |
|
2.618 |
2.640 |
|
4.250 |
2.341 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.211 |
3.329 |
| PP |
3.203 |
3.282 |
| S1 |
3.195 |
3.234 |
|