NYMEX Natural Gas Future January 2017
| 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 |
3.327 |
3.388 |
0.061 |
1.8% |
3.342 |
| High |
3.403 |
3.425 |
0.022 |
0.6% |
3.393 |
| Low |
3.286 |
3.327 |
0.041 |
1.2% |
3.253 |
| Close |
3.391 |
3.410 |
0.019 |
0.6% |
3.268 |
| Range |
0.117 |
0.098 |
-0.019 |
-16.2% |
0.140 |
| ATR |
0.075 |
0.076 |
0.002 |
2.3% |
0.000 |
| Volume |
43,646 |
56,133 |
12,487 |
28.6% |
188,815 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.681 |
3.644 |
3.464 |
|
| R3 |
3.583 |
3.546 |
3.437 |
|
| R2 |
3.485 |
3.485 |
3.428 |
|
| R1 |
3.448 |
3.448 |
3.419 |
3.467 |
| PP |
3.387 |
3.387 |
3.387 |
3.397 |
| S1 |
3.350 |
3.350 |
3.401 |
3.369 |
| S2 |
3.289 |
3.289 |
3.392 |
|
| S3 |
3.191 |
3.252 |
3.383 |
|
| S4 |
3.093 |
3.154 |
3.356 |
|
|
| 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 |
3.425 |
3.247 |
0.178 |
5.2% |
0.082 |
2.4% |
92% |
True |
False |
44,037 |
| 10 |
3.425 |
3.247 |
0.178 |
5.2% |
0.075 |
2.2% |
92% |
True |
False |
39,310 |
| 20 |
3.470 |
3.228 |
0.242 |
7.1% |
0.074 |
2.2% |
75% |
False |
False |
38,984 |
| 40 |
3.470 |
3.142 |
0.328 |
9.6% |
0.073 |
2.1% |
82% |
False |
False |
35,229 |
| 60 |
3.470 |
3.142 |
0.328 |
9.6% |
0.073 |
2.1% |
82% |
False |
False |
31,518 |
| 80 |
3.496 |
3.142 |
0.354 |
10.4% |
0.074 |
2.2% |
76% |
False |
False |
28,941 |
| 100 |
3.496 |
2.895 |
0.601 |
17.6% |
0.071 |
2.1% |
86% |
False |
False |
27,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.842 |
|
2.618 |
3.682 |
|
1.618 |
3.584 |
|
1.000 |
3.523 |
|
0.618 |
3.486 |
|
HIGH |
3.425 |
|
0.618 |
3.388 |
|
0.500 |
3.376 |
|
0.382 |
3.364 |
|
LOW |
3.327 |
|
0.618 |
3.266 |
|
1.000 |
3.229 |
|
1.618 |
3.168 |
|
2.618 |
3.070 |
|
4.250 |
2.911 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.399 |
3.388 |
| PP |
3.387 |
3.367 |
| S1 |
3.376 |
3.345 |
|