NYMEX Natural Gas Future December 2016
| 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 |
3.162 |
3.137 |
-0.025 |
-0.8% |
3.228 |
| High |
3.179 |
3.175 |
-0.004 |
-0.1% |
3.272 |
| Low |
3.118 |
3.112 |
-0.006 |
-0.2% |
3.118 |
| Close |
3.132 |
3.170 |
0.038 |
1.2% |
3.132 |
| Range |
0.061 |
0.063 |
0.002 |
3.3% |
0.154 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.1% |
0.000 |
| Volume |
61,254 |
53,872 |
-7,382 |
-12.1% |
221,659 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.341 |
3.319 |
3.205 |
|
| R3 |
3.278 |
3.256 |
3.187 |
|
| R2 |
3.215 |
3.215 |
3.182 |
|
| R1 |
3.193 |
3.193 |
3.176 |
3.204 |
| PP |
3.152 |
3.152 |
3.152 |
3.158 |
| S1 |
3.130 |
3.130 |
3.164 |
3.141 |
| S2 |
3.089 |
3.089 |
3.158 |
|
| S3 |
3.026 |
3.067 |
3.153 |
|
| S4 |
2.963 |
3.004 |
3.135 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.636 |
3.538 |
3.217 |
|
| R3 |
3.482 |
3.384 |
3.174 |
|
| R2 |
3.328 |
3.328 |
3.160 |
|
| R1 |
3.230 |
3.230 |
3.146 |
3.202 |
| PP |
3.174 |
3.174 |
3.174 |
3.160 |
| S1 |
3.076 |
3.076 |
3.118 |
3.048 |
| S2 |
3.020 |
3.020 |
3.104 |
|
| S3 |
2.866 |
2.922 |
3.090 |
|
| S4 |
2.712 |
2.768 |
3.047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.270 |
3.112 |
0.158 |
5.0% |
0.066 |
2.1% |
37% |
False |
True |
48,753 |
| 10 |
3.352 |
3.112 |
0.240 |
7.6% |
0.074 |
2.3% |
24% |
False |
True |
41,659 |
| 20 |
3.352 |
3.037 |
0.315 |
9.9% |
0.073 |
2.3% |
42% |
False |
False |
38,202 |
| 40 |
3.352 |
3.010 |
0.342 |
10.8% |
0.074 |
2.3% |
47% |
False |
False |
31,027 |
| 60 |
3.352 |
3.010 |
0.342 |
10.8% |
0.074 |
2.3% |
47% |
False |
False |
25,767 |
| 80 |
3.368 |
3.010 |
0.358 |
11.3% |
0.074 |
2.3% |
45% |
False |
False |
22,573 |
| 100 |
3.368 |
2.760 |
0.608 |
19.2% |
0.070 |
2.2% |
67% |
False |
False |
19,778 |
| 120 |
3.368 |
2.747 |
0.621 |
19.6% |
0.067 |
2.1% |
68% |
False |
False |
17,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.443 |
|
2.618 |
3.340 |
|
1.618 |
3.277 |
|
1.000 |
3.238 |
|
0.618 |
3.214 |
|
HIGH |
3.175 |
|
0.618 |
3.151 |
|
0.500 |
3.144 |
|
0.382 |
3.136 |
|
LOW |
3.112 |
|
0.618 |
3.073 |
|
1.000 |
3.049 |
|
1.618 |
3.010 |
|
2.618 |
2.947 |
|
4.250 |
2.844 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.161 |
3.168 |
| PP |
3.152 |
3.167 |
| S1 |
3.144 |
3.165 |
|