NYMEX Natural Gas Future December 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 |
3.252 |
3.266 |
0.014 |
0.4% |
3.137 |
| High |
3.299 |
3.409 |
0.110 |
3.3% |
3.409 |
| Low |
3.196 |
3.259 |
0.063 |
2.0% |
3.112 |
| Close |
3.282 |
3.391 |
0.109 |
3.3% |
3.391 |
| Range |
0.103 |
0.150 |
0.047 |
45.6% |
0.297 |
| ATR |
0.080 |
0.085 |
0.005 |
6.3% |
0.000 |
| Volume |
96,281 |
138,384 |
42,103 |
43.7% |
421,823 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.803 |
3.747 |
3.474 |
|
| R3 |
3.653 |
3.597 |
3.432 |
|
| R2 |
3.503 |
3.503 |
3.419 |
|
| R1 |
3.447 |
3.447 |
3.405 |
3.475 |
| PP |
3.353 |
3.353 |
3.353 |
3.367 |
| S1 |
3.297 |
3.297 |
3.377 |
3.325 |
| S2 |
3.203 |
3.203 |
3.364 |
|
| S3 |
3.053 |
3.147 |
3.350 |
|
| S4 |
2.903 |
2.997 |
3.309 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.090 |
3.554 |
|
| R3 |
3.898 |
3.793 |
3.473 |
|
| R2 |
3.601 |
3.601 |
3.445 |
|
| R1 |
3.496 |
3.496 |
3.418 |
3.549 |
| PP |
3.304 |
3.304 |
3.304 |
3.330 |
| S1 |
3.199 |
3.199 |
3.364 |
3.252 |
| S2 |
3.007 |
3.007 |
3.337 |
|
| S3 |
2.710 |
2.902 |
3.309 |
|
| S4 |
2.413 |
2.605 |
3.228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.409 |
3.112 |
0.297 |
8.8% |
0.104 |
3.1% |
94% |
True |
False |
84,364 |
| 10 |
3.409 |
3.112 |
0.297 |
8.8% |
0.084 |
2.5% |
94% |
True |
False |
64,348 |
| 20 |
3.409 |
3.112 |
0.297 |
8.8% |
0.082 |
2.4% |
94% |
True |
False |
49,666 |
| 40 |
3.409 |
3.010 |
0.399 |
11.8% |
0.078 |
2.3% |
95% |
True |
False |
37,270 |
| 60 |
3.409 |
3.010 |
0.399 |
11.8% |
0.077 |
2.3% |
95% |
True |
False |
31,024 |
| 80 |
3.409 |
3.010 |
0.399 |
11.8% |
0.077 |
2.3% |
95% |
True |
False |
26,632 |
| 100 |
3.409 |
2.760 |
0.649 |
19.1% |
0.074 |
2.2% |
97% |
True |
False |
23,209 |
| 120 |
3.409 |
2.760 |
0.649 |
19.1% |
0.069 |
2.0% |
97% |
True |
False |
20,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.047 |
|
2.618 |
3.802 |
|
1.618 |
3.652 |
|
1.000 |
3.559 |
|
0.618 |
3.502 |
|
HIGH |
3.409 |
|
0.618 |
3.352 |
|
0.500 |
3.334 |
|
0.382 |
3.316 |
|
LOW |
3.259 |
|
0.618 |
3.166 |
|
1.000 |
3.109 |
|
1.618 |
3.016 |
|
2.618 |
2.866 |
|
4.250 |
2.622 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.372 |
3.354 |
| PP |
3.353 |
3.316 |
| S1 |
3.334 |
3.279 |
|