NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
3.033 |
3.194 |
0.161 |
5.3% |
2.905 |
High |
3.218 |
3.289 |
0.071 |
2.2% |
3.218 |
Low |
3.015 |
3.154 |
0.139 |
4.6% |
2.866 |
Close |
3.193 |
3.275 |
0.082 |
2.6% |
3.193 |
Range |
0.203 |
0.135 |
-0.068 |
-33.5% |
0.352 |
ATR |
0.116 |
0.117 |
0.001 |
1.2% |
0.000 |
Volume |
283,581 |
204,357 |
-79,224 |
-27.9% |
928,918 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.644 |
3.595 |
3.349 |
|
R3 |
3.509 |
3.460 |
3.312 |
|
R2 |
3.374 |
3.374 |
3.300 |
|
R1 |
3.325 |
3.325 |
3.287 |
3.350 |
PP |
3.239 |
3.239 |
3.239 |
3.252 |
S1 |
3.190 |
3.190 |
3.263 |
3.215 |
S2 |
3.104 |
3.104 |
3.250 |
|
S3 |
2.969 |
3.055 |
3.238 |
|
S4 |
2.834 |
2.920 |
3.201 |
|
|
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 |
3.289 |
2.878 |
0.411 |
12.5% |
0.137 |
4.2% |
97% |
True |
False |
201,374 |
10 |
3.289 |
2.866 |
0.423 |
12.9% |
0.106 |
3.2% |
97% |
True |
False |
168,770 |
20 |
3.289 |
2.771 |
0.518 |
15.8% |
0.100 |
3.0% |
97% |
True |
False |
128,283 |
40 |
3.289 |
2.771 |
0.518 |
15.8% |
0.091 |
2.8% |
97% |
True |
False |
90,978 |
60 |
3.289 |
2.767 |
0.522 |
15.9% |
0.088 |
2.7% |
97% |
True |
False |
74,209 |
80 |
3.289 |
2.767 |
0.522 |
15.9% |
0.089 |
2.7% |
97% |
True |
False |
61,014 |
100 |
3.289 |
2.460 |
0.829 |
25.3% |
0.084 |
2.6% |
98% |
True |
False |
51,556 |
120 |
3.289 |
2.460 |
0.829 |
25.3% |
0.079 |
2.4% |
98% |
True |
False |
44,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.863 |
2.618 |
3.642 |
1.618 |
3.507 |
1.000 |
3.424 |
0.618 |
3.372 |
HIGH |
3.289 |
0.618 |
3.237 |
0.500 |
3.222 |
0.382 |
3.206 |
LOW |
3.154 |
0.618 |
3.071 |
1.000 |
3.019 |
1.618 |
2.936 |
2.618 |
2.801 |
4.250 |
2.580 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
3.257 |
3.227 |
PP |
3.239 |
3.179 |
S1 |
3.222 |
3.131 |
|