NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.196 |
3.252 |
0.056 |
1.8% |
3.228 |
| High |
3.274 |
3.299 |
0.025 |
0.8% |
3.272 |
| Low |
3.148 |
3.196 |
0.048 |
1.5% |
3.118 |
| Close |
3.260 |
3.282 |
0.022 |
0.7% |
3.132 |
| Range |
0.126 |
0.103 |
-0.023 |
-18.3% |
0.154 |
| ATR |
0.078 |
0.080 |
0.002 |
2.3% |
0.000 |
| Volume |
67,932 |
96,281 |
28,349 |
41.7% |
221,659 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.528 |
3.339 |
|
| R3 |
3.465 |
3.425 |
3.310 |
|
| R2 |
3.362 |
3.362 |
3.301 |
|
| R1 |
3.322 |
3.322 |
3.291 |
3.342 |
| PP |
3.259 |
3.259 |
3.259 |
3.269 |
| S1 |
3.219 |
3.219 |
3.273 |
3.239 |
| S2 |
3.156 |
3.156 |
3.263 |
|
| S3 |
3.053 |
3.116 |
3.254 |
|
| S4 |
2.950 |
3.013 |
3.225 |
|
|
| 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 |
3.299 |
3.112 |
0.187 |
5.7% |
0.086 |
2.6% |
91% |
True |
False |
68,938 |
| 10 |
3.299 |
3.112 |
0.187 |
5.7% |
0.078 |
2.4% |
91% |
True |
False |
53,529 |
| 20 |
3.352 |
3.107 |
0.245 |
7.5% |
0.078 |
2.4% |
71% |
False |
False |
44,462 |
| 40 |
3.352 |
3.010 |
0.342 |
10.4% |
0.076 |
2.3% |
80% |
False |
False |
34,618 |
| 60 |
3.352 |
3.010 |
0.342 |
10.4% |
0.075 |
2.3% |
80% |
False |
False |
28,932 |
| 80 |
3.368 |
3.010 |
0.358 |
10.9% |
0.076 |
2.3% |
76% |
False |
False |
25,012 |
| 100 |
3.368 |
2.760 |
0.608 |
18.5% |
0.072 |
2.2% |
86% |
False |
False |
21,901 |
| 120 |
3.368 |
2.760 |
0.608 |
18.5% |
0.069 |
2.1% |
86% |
False |
False |
19,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.737 |
|
2.618 |
3.569 |
|
1.618 |
3.466 |
|
1.000 |
3.402 |
|
0.618 |
3.363 |
|
HIGH |
3.299 |
|
0.618 |
3.260 |
|
0.500 |
3.248 |
|
0.382 |
3.235 |
|
LOW |
3.196 |
|
0.618 |
3.132 |
|
1.000 |
3.093 |
|
1.618 |
3.029 |
|
2.618 |
2.926 |
|
4.250 |
2.758 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.271 |
3.259 |
| PP |
3.259 |
3.236 |
| S1 |
3.248 |
3.213 |
|