NYMEX Natural Gas Future December 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 |
3.266 |
3.389 |
0.123 |
3.8% |
3.137 |
| High |
3.409 |
3.467 |
0.058 |
1.7% |
3.409 |
| Low |
3.259 |
3.355 |
0.096 |
2.9% |
3.112 |
| Close |
3.391 |
3.454 |
0.063 |
1.9% |
3.391 |
| Range |
0.150 |
0.112 |
-0.038 |
-25.3% |
0.297 |
| ATR |
0.085 |
0.087 |
0.002 |
2.3% |
0.000 |
| Volume |
138,384 |
112,066 |
-26,318 |
-19.0% |
421,823 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.761 |
3.720 |
3.516 |
|
| R3 |
3.649 |
3.608 |
3.485 |
|
| R2 |
3.537 |
3.537 |
3.475 |
|
| R1 |
3.496 |
3.496 |
3.464 |
3.517 |
| PP |
3.425 |
3.425 |
3.425 |
3.436 |
| S1 |
3.384 |
3.384 |
3.444 |
3.405 |
| S2 |
3.313 |
3.313 |
3.433 |
|
| S3 |
3.201 |
3.272 |
3.423 |
|
| S4 |
3.089 |
3.160 |
3.392 |
|
|
| 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 |
3.467 |
3.127 |
0.340 |
9.8% |
0.114 |
3.3% |
96% |
True |
False |
96,003 |
| 10 |
3.467 |
3.112 |
0.355 |
10.3% |
0.090 |
2.6% |
96% |
True |
False |
72,378 |
| 20 |
3.467 |
3.112 |
0.355 |
10.3% |
0.083 |
2.4% |
96% |
True |
False |
52,952 |
| 40 |
3.467 |
3.010 |
0.457 |
13.2% |
0.079 |
2.3% |
97% |
True |
False |
39,572 |
| 60 |
3.467 |
3.010 |
0.457 |
13.2% |
0.077 |
2.2% |
97% |
True |
False |
32,746 |
| 80 |
3.467 |
3.010 |
0.457 |
13.2% |
0.078 |
2.3% |
97% |
True |
False |
27,896 |
| 100 |
3.467 |
2.760 |
0.707 |
20.5% |
0.074 |
2.1% |
98% |
True |
False |
24,274 |
| 120 |
3.467 |
2.760 |
0.707 |
20.5% |
0.070 |
2.0% |
98% |
True |
False |
21,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.943 |
|
2.618 |
3.760 |
|
1.618 |
3.648 |
|
1.000 |
3.579 |
|
0.618 |
3.536 |
|
HIGH |
3.467 |
|
0.618 |
3.424 |
|
0.500 |
3.411 |
|
0.382 |
3.398 |
|
LOW |
3.355 |
|
0.618 |
3.286 |
|
1.000 |
3.243 |
|
1.618 |
3.174 |
|
2.618 |
3.062 |
|
4.250 |
2.879 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.440 |
3.413 |
| PP |
3.425 |
3.372 |
| S1 |
3.411 |
3.332 |
|