NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2.966 |
2.905 |
-0.061 |
-2.1% |
3.000 |
| High |
2.977 |
2.937 |
-0.040 |
-1.3% |
3.079 |
| Low |
2.892 |
2.866 |
-0.026 |
-0.9% |
2.892 |
| Close |
2.906 |
2.923 |
0.017 |
0.6% |
2.906 |
| Range |
0.085 |
0.071 |
-0.014 |
-16.5% |
0.187 |
| ATR |
0.110 |
0.108 |
-0.003 |
-2.5% |
0.000 |
| Volume |
168,142 |
126,404 |
-41,738 |
-24.8% |
646,812 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.122 |
3.093 |
2.962 |
|
| R3 |
3.051 |
3.022 |
2.943 |
|
| R2 |
2.980 |
2.980 |
2.936 |
|
| R1 |
2.951 |
2.951 |
2.930 |
2.966 |
| PP |
2.909 |
2.909 |
2.909 |
2.916 |
| S1 |
2.880 |
2.880 |
2.916 |
2.895 |
| S2 |
2.838 |
2.838 |
2.910 |
|
| S3 |
2.767 |
2.809 |
2.903 |
|
| S4 |
2.696 |
2.738 |
2.884 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.520 |
3.400 |
3.009 |
|
| R3 |
3.333 |
3.213 |
2.957 |
|
| R2 |
3.146 |
3.146 |
2.940 |
|
| R1 |
3.026 |
3.026 |
2.923 |
2.993 |
| PP |
2.959 |
2.959 |
2.959 |
2.942 |
| S1 |
2.839 |
2.839 |
2.889 |
2.806 |
| S2 |
2.772 |
2.772 |
2.872 |
|
| S3 |
2.585 |
2.652 |
2.855 |
|
| S4 |
2.398 |
2.465 |
2.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.079 |
2.866 |
0.213 |
7.3% |
0.076 |
2.6% |
27% |
False |
True |
136,166 |
| 10 |
3.166 |
2.771 |
0.395 |
13.5% |
0.089 |
3.0% |
38% |
False |
False |
113,865 |
| 20 |
3.166 |
2.771 |
0.395 |
13.5% |
0.086 |
2.9% |
38% |
False |
False |
100,456 |
| 40 |
3.166 |
2.767 |
0.399 |
13.7% |
0.084 |
2.9% |
39% |
False |
False |
74,112 |
| 60 |
3.166 |
2.767 |
0.399 |
13.7% |
0.084 |
2.9% |
39% |
False |
False |
59,522 |
| 80 |
3.166 |
2.767 |
0.399 |
13.7% |
0.083 |
2.8% |
39% |
False |
False |
49,394 |
| 100 |
3.166 |
2.460 |
0.706 |
24.2% |
0.079 |
2.7% |
66% |
False |
False |
41,939 |
| 120 |
3.166 |
2.460 |
0.706 |
24.2% |
0.075 |
2.6% |
66% |
False |
False |
36,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.239 |
|
2.618 |
3.123 |
|
1.618 |
3.052 |
|
1.000 |
3.008 |
|
0.618 |
2.981 |
|
HIGH |
2.937 |
|
0.618 |
2.910 |
|
0.500 |
2.902 |
|
0.382 |
2.893 |
|
LOW |
2.866 |
|
0.618 |
2.822 |
|
1.000 |
2.795 |
|
1.618 |
2.751 |
|
2.618 |
2.680 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.916 |
2.949 |
| PP |
2.909 |
2.940 |
| S1 |
2.902 |
2.932 |
|