NYMEX Natural Gas Future January 2017
| 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 |
3.388 |
3.401 |
0.013 |
0.4% |
3.268 |
| High |
3.425 |
3.528 |
0.103 |
3.0% |
3.528 |
| Low |
3.327 |
3.393 |
0.066 |
2.0% |
3.247 |
| Close |
3.410 |
3.519 |
0.109 |
3.2% |
3.519 |
| Range |
0.098 |
0.135 |
0.037 |
37.8% |
0.281 |
| ATR |
0.076 |
0.080 |
0.004 |
5.5% |
0.000 |
| Volume |
56,133 |
107,142 |
51,009 |
90.9% |
285,952 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.837 |
3.593 |
|
| R3 |
3.750 |
3.702 |
3.556 |
|
| R2 |
3.615 |
3.615 |
3.544 |
|
| R1 |
3.567 |
3.567 |
3.531 |
3.591 |
| PP |
3.480 |
3.480 |
3.480 |
3.492 |
| S1 |
3.432 |
3.432 |
3.507 |
3.456 |
| S2 |
3.345 |
3.345 |
3.494 |
|
| S3 |
3.210 |
3.297 |
3.482 |
|
| S4 |
3.075 |
3.162 |
3.445 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.178 |
3.674 |
|
| R3 |
3.993 |
3.897 |
3.596 |
|
| R2 |
3.712 |
3.712 |
3.571 |
|
| R1 |
3.616 |
3.616 |
3.545 |
3.664 |
| PP |
3.431 |
3.431 |
3.431 |
3.456 |
| S1 |
3.335 |
3.335 |
3.493 |
3.383 |
| S2 |
3.150 |
3.150 |
3.467 |
|
| S3 |
2.869 |
3.054 |
3.442 |
|
| S4 |
2.588 |
2.773 |
3.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.528 |
3.247 |
0.281 |
8.0% |
0.097 |
2.8% |
97% |
True |
False |
57,190 |
| 10 |
3.528 |
3.247 |
0.281 |
8.0% |
0.079 |
2.2% |
97% |
True |
False |
47,476 |
| 20 |
3.528 |
3.247 |
0.281 |
8.0% |
0.077 |
2.2% |
97% |
True |
False |
42,627 |
| 40 |
3.528 |
3.142 |
0.386 |
11.0% |
0.075 |
2.1% |
98% |
True |
False |
36,808 |
| 60 |
3.528 |
3.142 |
0.386 |
11.0% |
0.074 |
2.1% |
98% |
True |
False |
32,989 |
| 80 |
3.528 |
3.142 |
0.386 |
11.0% |
0.075 |
2.1% |
98% |
True |
False |
30,060 |
| 100 |
3.528 |
2.895 |
0.633 |
18.0% |
0.072 |
2.0% |
99% |
True |
False |
28,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.102 |
|
2.618 |
3.881 |
|
1.618 |
3.746 |
|
1.000 |
3.663 |
|
0.618 |
3.611 |
|
HIGH |
3.528 |
|
0.618 |
3.476 |
|
0.500 |
3.461 |
|
0.382 |
3.445 |
|
LOW |
3.393 |
|
0.618 |
3.310 |
|
1.000 |
3.258 |
|
1.618 |
3.175 |
|
2.618 |
3.040 |
|
4.250 |
2.819 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.500 |
3.482 |
| PP |
3.480 |
3.444 |
| S1 |
3.461 |
3.407 |
|