NYMEX Natural Gas Future January 2017
| 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 |
3.289 |
3.327 |
0.038 |
1.2% |
3.342 |
| High |
3.339 |
3.403 |
0.064 |
1.9% |
3.393 |
| Low |
3.265 |
3.286 |
0.021 |
0.6% |
3.253 |
| Close |
3.317 |
3.391 |
0.074 |
2.2% |
3.268 |
| Range |
0.074 |
0.117 |
0.043 |
58.1% |
0.140 |
| ATR |
0.071 |
0.075 |
0.003 |
4.6% |
0.000 |
| Volume |
44,205 |
43,646 |
-559 |
-1.3% |
188,815 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.711 |
3.668 |
3.455 |
|
| R3 |
3.594 |
3.551 |
3.423 |
|
| R2 |
3.477 |
3.477 |
3.412 |
|
| R1 |
3.434 |
3.434 |
3.402 |
3.456 |
| PP |
3.360 |
3.360 |
3.360 |
3.371 |
| S1 |
3.317 |
3.317 |
3.380 |
3.339 |
| S2 |
3.243 |
3.243 |
3.370 |
|
| S3 |
3.126 |
3.200 |
3.359 |
|
| S4 |
3.009 |
3.083 |
3.327 |
|
|
| 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 |
3.403 |
3.247 |
0.156 |
4.6% |
0.075 |
2.2% |
92% |
True |
False |
39,307 |
| 10 |
3.470 |
3.247 |
0.223 |
6.6% |
0.073 |
2.2% |
65% |
False |
False |
37,465 |
| 20 |
3.470 |
3.181 |
0.289 |
8.5% |
0.074 |
2.2% |
73% |
False |
False |
38,639 |
| 40 |
3.470 |
3.142 |
0.328 |
9.7% |
0.072 |
2.1% |
76% |
False |
False |
34,724 |
| 60 |
3.470 |
3.142 |
0.328 |
9.7% |
0.072 |
2.1% |
76% |
False |
False |
30,887 |
| 80 |
3.496 |
3.142 |
0.354 |
10.4% |
0.074 |
2.2% |
70% |
False |
False |
28,533 |
| 100 |
3.496 |
2.895 |
0.601 |
17.7% |
0.070 |
2.1% |
83% |
False |
False |
26,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.900 |
|
2.618 |
3.709 |
|
1.618 |
3.592 |
|
1.000 |
3.520 |
|
0.618 |
3.475 |
|
HIGH |
3.403 |
|
0.618 |
3.358 |
|
0.500 |
3.345 |
|
0.382 |
3.331 |
|
LOW |
3.286 |
|
0.618 |
3.214 |
|
1.000 |
3.169 |
|
1.618 |
3.097 |
|
2.618 |
2.980 |
|
4.250 |
2.789 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.376 |
3.369 |
| PP |
3.360 |
3.347 |
| S1 |
3.345 |
3.325 |
|