NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.011 |
2.994 |
-0.017 |
-0.6% |
2.956 |
| High |
3.023 |
2.994 |
-0.029 |
-1.0% |
3.098 |
| Low |
2.977 |
2.905 |
-0.072 |
-2.4% |
2.890 |
| Close |
2.996 |
2.952 |
-0.044 |
-1.5% |
2.955 |
| Range |
0.046 |
0.089 |
0.043 |
93.5% |
0.208 |
| ATR |
0.090 |
0.090 |
0.000 |
0.0% |
0.000 |
| Volume |
45,160 |
7,907 |
-37,253 |
-82.5% |
634,311 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.217 |
3.174 |
3.001 |
|
| R3 |
3.128 |
3.085 |
2.976 |
|
| R2 |
3.039 |
3.039 |
2.968 |
|
| R1 |
2.996 |
2.996 |
2.960 |
2.973 |
| PP |
2.950 |
2.950 |
2.950 |
2.939 |
| S1 |
2.907 |
2.907 |
2.944 |
2.884 |
| S2 |
2.861 |
2.861 |
2.936 |
|
| S3 |
2.772 |
2.818 |
2.928 |
|
| S4 |
2.683 |
2.729 |
2.903 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.605 |
3.488 |
3.069 |
|
| R3 |
3.397 |
3.280 |
3.012 |
|
| R2 |
3.189 |
3.189 |
2.993 |
|
| R1 |
3.072 |
3.072 |
2.974 |
3.027 |
| PP |
2.981 |
2.981 |
2.981 |
2.958 |
| S1 |
2.864 |
2.864 |
2.936 |
2.819 |
| S2 |
2.773 |
2.773 |
2.917 |
|
| S3 |
2.565 |
2.656 |
2.898 |
|
| S4 |
2.357 |
2.448 |
2.841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.091 |
2.905 |
0.186 |
6.3% |
0.082 |
2.8% |
25% |
False |
True |
64,698 |
| 10 |
3.098 |
2.834 |
0.264 |
8.9% |
0.089 |
3.0% |
45% |
False |
False |
100,835 |
| 20 |
3.098 |
2.665 |
0.433 |
14.7% |
0.088 |
3.0% |
66% |
False |
False |
126,419 |
| 40 |
3.098 |
2.580 |
0.518 |
17.5% |
0.089 |
3.0% |
72% |
False |
False |
112,823 |
| 60 |
3.098 |
2.580 |
0.518 |
17.5% |
0.091 |
3.1% |
72% |
False |
False |
90,002 |
| 80 |
3.098 |
2.580 |
0.518 |
17.5% |
0.091 |
3.1% |
72% |
False |
False |
77,884 |
| 100 |
3.098 |
2.277 |
0.821 |
27.8% |
0.085 |
2.9% |
82% |
False |
False |
67,948 |
| 120 |
3.098 |
2.249 |
0.849 |
28.8% |
0.082 |
2.8% |
83% |
False |
False |
60,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.372 |
|
2.618 |
3.227 |
|
1.618 |
3.138 |
|
1.000 |
3.083 |
|
0.618 |
3.049 |
|
HIGH |
2.994 |
|
0.618 |
2.960 |
|
0.500 |
2.950 |
|
0.382 |
2.939 |
|
LOW |
2.905 |
|
0.618 |
2.850 |
|
1.000 |
2.816 |
|
1.618 |
2.761 |
|
2.618 |
2.672 |
|
4.250 |
2.527 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.951 |
2.964 |
| PP |
2.950 |
2.960 |
| S1 |
2.950 |
2.956 |
|