NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.292 |
3.268 |
-0.024 |
-0.7% |
3.342 |
| High |
3.312 |
3.309 |
-0.003 |
-0.1% |
3.393 |
| Low |
3.253 |
3.247 |
-0.006 |
-0.2% |
3.253 |
| Close |
3.268 |
3.306 |
0.038 |
1.2% |
3.268 |
| Range |
0.059 |
0.062 |
0.003 |
5.1% |
0.140 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.0% |
0.000 |
| Volume |
41,377 |
34,826 |
-6,551 |
-15.8% |
188,815 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.473 |
3.452 |
3.340 |
|
| R3 |
3.411 |
3.390 |
3.323 |
|
| R2 |
3.349 |
3.349 |
3.317 |
|
| R1 |
3.328 |
3.328 |
3.312 |
3.339 |
| PP |
3.287 |
3.287 |
3.287 |
3.293 |
| S1 |
3.266 |
3.266 |
3.300 |
3.277 |
| S2 |
3.225 |
3.225 |
3.295 |
|
| S3 |
3.163 |
3.204 |
3.289 |
|
| S4 |
3.101 |
3.142 |
3.272 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.636 |
3.345 |
|
| R3 |
3.585 |
3.496 |
3.307 |
|
| R2 |
3.445 |
3.445 |
3.294 |
|
| R1 |
3.356 |
3.356 |
3.281 |
3.331 |
| PP |
3.305 |
3.305 |
3.305 |
3.292 |
| S1 |
3.216 |
3.216 |
3.255 |
3.191 |
| S2 |
3.165 |
3.165 |
3.242 |
|
| S3 |
3.025 |
3.076 |
3.230 |
|
| S4 |
2.885 |
2.936 |
3.191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.387 |
3.247 |
0.140 |
4.2% |
0.063 |
1.9% |
42% |
False |
True |
38,879 |
| 10 |
3.470 |
3.247 |
0.223 |
6.7% |
0.070 |
2.1% |
26% |
False |
True |
37,616 |
| 20 |
3.470 |
3.168 |
0.302 |
9.1% |
0.069 |
2.1% |
46% |
False |
False |
37,553 |
| 40 |
3.470 |
3.142 |
0.328 |
9.9% |
0.070 |
2.1% |
50% |
False |
False |
34,136 |
| 60 |
3.470 |
3.142 |
0.328 |
9.9% |
0.072 |
2.2% |
50% |
False |
False |
30,101 |
| 80 |
3.496 |
3.142 |
0.354 |
10.7% |
0.073 |
2.2% |
46% |
False |
False |
28,227 |
| 100 |
3.496 |
2.895 |
0.601 |
18.2% |
0.069 |
2.1% |
68% |
False |
False |
26,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.573 |
|
2.618 |
3.471 |
|
1.618 |
3.409 |
|
1.000 |
3.371 |
|
0.618 |
3.347 |
|
HIGH |
3.309 |
|
0.618 |
3.285 |
|
0.500 |
3.278 |
|
0.382 |
3.271 |
|
LOW |
3.247 |
|
0.618 |
3.209 |
|
1.000 |
3.185 |
|
1.618 |
3.147 |
|
2.618 |
3.085 |
|
4.250 |
2.984 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.297 |
3.304 |
| PP |
3.287 |
3.301 |
| S1 |
3.278 |
3.299 |
|