NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.030 |
3.033 |
0.003 |
0.1% |
2.905 |
| High |
3.071 |
3.218 |
0.147 |
4.8% |
3.218 |
| Low |
2.972 |
3.015 |
0.043 |
1.4% |
2.866 |
| Close |
3.049 |
3.193 |
0.144 |
4.7% |
3.193 |
| Range |
0.099 |
0.203 |
0.104 |
105.1% |
0.352 |
| ATR |
0.109 |
0.116 |
0.007 |
6.1% |
0.000 |
| Volume |
202,362 |
283,581 |
81,219 |
40.1% |
928,918 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.675 |
3.305 |
|
| R3 |
3.548 |
3.472 |
3.249 |
|
| R2 |
3.345 |
3.345 |
3.230 |
|
| R1 |
3.269 |
3.269 |
3.212 |
3.307 |
| PP |
3.142 |
3.142 |
3.142 |
3.161 |
| S1 |
3.066 |
3.066 |
3.174 |
3.104 |
| S2 |
2.939 |
2.939 |
3.156 |
|
| S3 |
2.736 |
2.863 |
3.137 |
|
| S4 |
2.533 |
2.660 |
3.081 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.148 |
4.023 |
3.387 |
|
| R3 |
3.796 |
3.671 |
3.290 |
|
| R2 |
3.444 |
3.444 |
3.258 |
|
| R1 |
3.319 |
3.319 |
3.225 |
3.382 |
| PP |
3.092 |
3.092 |
3.092 |
3.124 |
| S1 |
2.967 |
2.967 |
3.161 |
3.030 |
| S2 |
2.740 |
2.740 |
3.128 |
|
| S3 |
2.388 |
2.615 |
3.096 |
|
| S4 |
2.036 |
2.263 |
2.999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.218 |
2.866 |
0.352 |
11.0% |
0.124 |
3.9% |
93% |
True |
False |
185,783 |
| 10 |
3.218 |
2.866 |
0.352 |
11.0% |
0.101 |
3.1% |
93% |
True |
False |
157,573 |
| 20 |
3.218 |
2.771 |
0.447 |
14.0% |
0.098 |
3.1% |
94% |
True |
False |
124,274 |
| 40 |
3.218 |
2.767 |
0.451 |
14.1% |
0.090 |
2.8% |
94% |
True |
False |
86,770 |
| 60 |
3.218 |
2.767 |
0.451 |
14.1% |
0.088 |
2.7% |
94% |
True |
False |
71,111 |
| 80 |
3.218 |
2.767 |
0.451 |
14.1% |
0.088 |
2.7% |
94% |
True |
False |
58,644 |
| 100 |
3.218 |
2.460 |
0.758 |
23.7% |
0.083 |
2.6% |
97% |
True |
False |
49,572 |
| 120 |
3.218 |
2.460 |
0.758 |
23.7% |
0.078 |
2.4% |
97% |
True |
False |
42,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.081 |
|
2.618 |
3.749 |
|
1.618 |
3.546 |
|
1.000 |
3.421 |
|
0.618 |
3.343 |
|
HIGH |
3.218 |
|
0.618 |
3.140 |
|
0.500 |
3.117 |
|
0.382 |
3.093 |
|
LOW |
3.015 |
|
0.618 |
2.890 |
|
1.000 |
2.812 |
|
1.618 |
2.687 |
|
2.618 |
2.484 |
|
4.250 |
2.152 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.168 |
3.152 |
| PP |
3.142 |
3.111 |
| S1 |
3.117 |
3.070 |
|