NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2.905 |
2.907 |
0.002 |
0.1% |
3.000 |
| High |
2.937 |
2.990 |
0.053 |
1.8% |
3.079 |
| Low |
2.866 |
2.878 |
0.012 |
0.4% |
2.892 |
| Close |
2.923 |
2.964 |
0.041 |
1.4% |
2.906 |
| Range |
0.071 |
0.112 |
0.041 |
57.7% |
0.187 |
| ATR |
0.108 |
0.108 |
0.000 |
0.3% |
0.000 |
| Volume |
126,404 |
145,549 |
19,145 |
15.1% |
646,812 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.280 |
3.234 |
3.026 |
|
| R3 |
3.168 |
3.122 |
2.995 |
|
| R2 |
3.056 |
3.056 |
2.985 |
|
| R1 |
3.010 |
3.010 |
2.974 |
3.033 |
| PP |
2.944 |
2.944 |
2.944 |
2.956 |
| S1 |
2.898 |
2.898 |
2.954 |
2.921 |
| S2 |
2.832 |
2.832 |
2.943 |
|
| S3 |
2.720 |
2.786 |
2.933 |
|
| S4 |
2.608 |
2.674 |
2.902 |
|
|
| 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 |
3.043 |
2.866 |
0.177 |
6.0% |
0.089 |
3.0% |
55% |
False |
False |
141,948 |
| 10 |
3.166 |
2.771 |
0.395 |
13.3% |
0.087 |
2.9% |
49% |
False |
False |
116,369 |
| 20 |
3.166 |
2.771 |
0.395 |
13.3% |
0.089 |
3.0% |
49% |
False |
False |
104,585 |
| 40 |
3.166 |
2.767 |
0.399 |
13.5% |
0.085 |
2.9% |
49% |
False |
False |
76,003 |
| 60 |
3.166 |
2.767 |
0.399 |
13.5% |
0.084 |
2.8% |
49% |
False |
False |
61,559 |
| 80 |
3.166 |
2.767 |
0.399 |
13.5% |
0.084 |
2.8% |
49% |
False |
False |
51,019 |
| 100 |
3.166 |
2.460 |
0.706 |
23.8% |
0.080 |
2.7% |
71% |
False |
False |
43,286 |
| 120 |
3.166 |
2.460 |
0.706 |
23.8% |
0.076 |
2.6% |
71% |
False |
False |
37,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.466 |
|
2.618 |
3.283 |
|
1.618 |
3.171 |
|
1.000 |
3.102 |
|
0.618 |
3.059 |
|
HIGH |
2.990 |
|
0.618 |
2.947 |
|
0.500 |
2.934 |
|
0.382 |
2.921 |
|
LOW |
2.878 |
|
0.618 |
2.809 |
|
1.000 |
2.766 |
|
1.618 |
2.697 |
|
2.618 |
2.585 |
|
4.250 |
2.402 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.954 |
2.952 |
| PP |
2.944 |
2.940 |
| S1 |
2.934 |
2.928 |
|