NYMEX Natural Gas Future January 2017
| 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 |
3.401 |
3.515 |
0.114 |
3.4% |
3.268 |
| High |
3.528 |
3.587 |
0.059 |
1.7% |
3.528 |
| Low |
3.393 |
3.486 |
0.093 |
2.7% |
3.247 |
| Close |
3.519 |
3.577 |
0.058 |
1.6% |
3.519 |
| Range |
0.135 |
0.101 |
-0.034 |
-25.2% |
0.281 |
| ATR |
0.080 |
0.082 |
0.001 |
1.8% |
0.000 |
| Volume |
107,142 |
89,142 |
-18,000 |
-16.8% |
285,952 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.853 |
3.816 |
3.633 |
|
| R3 |
3.752 |
3.715 |
3.605 |
|
| R2 |
3.651 |
3.651 |
3.596 |
|
| R1 |
3.614 |
3.614 |
3.586 |
3.633 |
| PP |
3.550 |
3.550 |
3.550 |
3.559 |
| S1 |
3.513 |
3.513 |
3.568 |
3.532 |
| S2 |
3.449 |
3.449 |
3.558 |
|
| S3 |
3.348 |
3.412 |
3.549 |
|
| S4 |
3.247 |
3.311 |
3.521 |
|
|
| 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 |
3.587 |
3.265 |
0.322 |
9.0% |
0.105 |
2.9% |
97% |
True |
False |
68,053 |
| 10 |
3.587 |
3.247 |
0.340 |
9.5% |
0.084 |
2.3% |
97% |
True |
False |
53,466 |
| 20 |
3.587 |
3.247 |
0.340 |
9.5% |
0.078 |
2.2% |
97% |
True |
False |
44,068 |
| 40 |
3.587 |
3.142 |
0.445 |
12.4% |
0.075 |
2.1% |
98% |
True |
False |
38,393 |
| 60 |
3.587 |
3.142 |
0.445 |
12.4% |
0.074 |
2.1% |
98% |
True |
False |
34,213 |
| 80 |
3.587 |
3.142 |
0.445 |
12.4% |
0.076 |
2.1% |
98% |
True |
False |
30,860 |
| 100 |
3.587 |
2.895 |
0.692 |
19.3% |
0.073 |
2.0% |
99% |
True |
False |
28,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.016 |
|
2.618 |
3.851 |
|
1.618 |
3.750 |
|
1.000 |
3.688 |
|
0.618 |
3.649 |
|
HIGH |
3.587 |
|
0.618 |
3.548 |
|
0.500 |
3.537 |
|
0.382 |
3.525 |
|
LOW |
3.486 |
|
0.618 |
3.424 |
|
1.000 |
3.385 |
|
1.618 |
3.323 |
|
2.618 |
3.222 |
|
4.250 |
3.057 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.564 |
3.537 |
| PP |
3.550 |
3.497 |
| S1 |
3.537 |
3.457 |
|