NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.142 |
3.196 |
0.054 |
1.7% |
3.228 |
| High |
3.205 |
3.274 |
0.069 |
2.2% |
3.272 |
| Low |
3.127 |
3.148 |
0.021 |
0.7% |
3.118 |
| Close |
3.183 |
3.260 |
0.077 |
2.4% |
3.132 |
| Range |
0.078 |
0.126 |
0.048 |
61.5% |
0.154 |
| ATR |
0.074 |
0.078 |
0.004 |
5.0% |
0.000 |
| Volume |
65,354 |
67,932 |
2,578 |
3.9% |
221,659 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.605 |
3.559 |
3.329 |
|
| R3 |
3.479 |
3.433 |
3.295 |
|
| R2 |
3.353 |
3.353 |
3.283 |
|
| R1 |
3.307 |
3.307 |
3.272 |
3.330 |
| PP |
3.227 |
3.227 |
3.227 |
3.239 |
| S1 |
3.181 |
3.181 |
3.248 |
3.204 |
| S2 |
3.101 |
3.101 |
3.237 |
|
| S3 |
2.975 |
3.055 |
3.225 |
|
| S4 |
2.849 |
2.929 |
3.191 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.636 |
3.538 |
3.217 |
|
| R3 |
3.482 |
3.384 |
3.174 |
|
| R2 |
3.328 |
3.328 |
3.160 |
|
| R1 |
3.230 |
3.230 |
3.146 |
3.202 |
| PP |
3.174 |
3.174 |
3.174 |
3.160 |
| S1 |
3.076 |
3.076 |
3.118 |
3.048 |
| S2 |
3.020 |
3.020 |
3.104 |
|
| S3 |
2.866 |
2.922 |
3.090 |
|
| S4 |
2.712 |
2.768 |
3.047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.274 |
3.112 |
0.162 |
5.0% |
0.078 |
2.4% |
91% |
True |
False |
57,869 |
| 10 |
3.352 |
3.112 |
0.240 |
7.4% |
0.077 |
2.4% |
62% |
False |
False |
47,354 |
| 20 |
3.352 |
3.045 |
0.307 |
9.4% |
0.078 |
2.4% |
70% |
False |
False |
41,727 |
| 40 |
3.352 |
3.010 |
0.342 |
10.5% |
0.075 |
2.3% |
73% |
False |
False |
32,956 |
| 60 |
3.352 |
3.010 |
0.342 |
10.5% |
0.075 |
2.3% |
73% |
False |
False |
27,540 |
| 80 |
3.368 |
3.010 |
0.358 |
11.0% |
0.075 |
2.3% |
70% |
False |
False |
23,975 |
| 100 |
3.368 |
2.760 |
0.608 |
18.7% |
0.072 |
2.2% |
82% |
False |
False |
21,011 |
| 120 |
3.368 |
2.747 |
0.621 |
19.0% |
0.068 |
2.1% |
83% |
False |
False |
18,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.810 |
|
2.618 |
3.604 |
|
1.618 |
3.478 |
|
1.000 |
3.400 |
|
0.618 |
3.352 |
|
HIGH |
3.274 |
|
0.618 |
3.226 |
|
0.500 |
3.211 |
|
0.382 |
3.196 |
|
LOW |
3.148 |
|
0.618 |
3.070 |
|
1.000 |
3.022 |
|
1.618 |
2.944 |
|
2.618 |
2.818 |
|
4.250 |
2.613 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.244 |
3.238 |
| PP |
3.227 |
3.215 |
| S1 |
3.211 |
3.193 |
|