NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.268 |
3.289 |
0.021 |
0.6% |
3.342 |
| High |
3.309 |
3.339 |
0.030 |
0.9% |
3.393 |
| Low |
3.247 |
3.265 |
0.018 |
0.6% |
3.253 |
| Close |
3.306 |
3.317 |
0.011 |
0.3% |
3.268 |
| Range |
0.062 |
0.074 |
0.012 |
19.4% |
0.140 |
| ATR |
0.071 |
0.071 |
0.000 |
0.3% |
0.000 |
| Volume |
34,826 |
44,205 |
9,379 |
26.9% |
188,815 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.529 |
3.497 |
3.358 |
|
| R3 |
3.455 |
3.423 |
3.337 |
|
| R2 |
3.381 |
3.381 |
3.331 |
|
| R1 |
3.349 |
3.349 |
3.324 |
3.365 |
| PP |
3.307 |
3.307 |
3.307 |
3.315 |
| S1 |
3.275 |
3.275 |
3.310 |
3.291 |
| S2 |
3.233 |
3.233 |
3.303 |
|
| S3 |
3.159 |
3.201 |
3.297 |
|
| S4 |
3.085 |
3.127 |
3.276 |
|
|
| 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 |
3.361 |
3.247 |
0.114 |
3.4% |
0.068 |
2.1% |
61% |
False |
False |
38,365 |
| 10 |
3.470 |
3.247 |
0.223 |
6.7% |
0.067 |
2.0% |
31% |
False |
False |
36,752 |
| 20 |
3.470 |
3.169 |
0.301 |
9.1% |
0.070 |
2.1% |
49% |
False |
False |
38,201 |
| 40 |
3.470 |
3.142 |
0.328 |
9.9% |
0.071 |
2.1% |
53% |
False |
False |
34,554 |
| 60 |
3.470 |
3.142 |
0.328 |
9.9% |
0.071 |
2.2% |
53% |
False |
False |
30,504 |
| 80 |
3.496 |
3.142 |
0.354 |
10.7% |
0.073 |
2.2% |
49% |
False |
False |
28,297 |
| 100 |
3.496 |
2.895 |
0.601 |
18.1% |
0.070 |
2.1% |
70% |
False |
False |
26,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.654 |
|
2.618 |
3.533 |
|
1.618 |
3.459 |
|
1.000 |
3.413 |
|
0.618 |
3.385 |
|
HIGH |
3.339 |
|
0.618 |
3.311 |
|
0.500 |
3.302 |
|
0.382 |
3.293 |
|
LOW |
3.265 |
|
0.618 |
3.219 |
|
1.000 |
3.191 |
|
1.618 |
3.145 |
|
2.618 |
3.071 |
|
4.250 |
2.951 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.312 |
3.309 |
| PP |
3.307 |
3.301 |
| S1 |
3.302 |
3.293 |
|