NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
3.010 |
2.966 |
-0.044 |
-1.5% |
3.000 |
| High |
3.032 |
2.977 |
-0.055 |
-1.8% |
3.079 |
| Low |
2.956 |
2.892 |
-0.064 |
-2.2% |
2.892 |
| Close |
2.959 |
2.906 |
-0.053 |
-1.8% |
2.906 |
| Range |
0.076 |
0.085 |
0.009 |
11.8% |
0.187 |
| ATR |
0.112 |
0.110 |
-0.002 |
-1.7% |
0.000 |
| Volume |
131,811 |
168,142 |
36,331 |
27.6% |
646,812 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.180 |
3.128 |
2.953 |
|
| R3 |
3.095 |
3.043 |
2.929 |
|
| R2 |
3.010 |
3.010 |
2.922 |
|
| R1 |
2.958 |
2.958 |
2.914 |
2.942 |
| PP |
2.925 |
2.925 |
2.925 |
2.917 |
| S1 |
2.873 |
2.873 |
2.898 |
2.857 |
| S2 |
2.840 |
2.840 |
2.890 |
|
| S3 |
2.755 |
2.788 |
2.883 |
|
| S4 |
2.670 |
2.703 |
2.859 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.520 |
3.400 |
3.009 |
|
| R3 |
3.333 |
3.213 |
2.957 |
|
| R2 |
3.146 |
3.146 |
2.940 |
|
| R1 |
3.026 |
3.026 |
2.923 |
2.993 |
| PP |
2.959 |
2.959 |
2.959 |
2.942 |
| S1 |
2.839 |
2.839 |
2.889 |
2.806 |
| S2 |
2.772 |
2.772 |
2.872 |
|
| S3 |
2.585 |
2.652 |
2.855 |
|
| S4 |
2.398 |
2.465 |
2.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.079 |
2.892 |
0.187 |
6.4% |
0.077 |
2.6% |
7% |
False |
True |
129,362 |
| 10 |
3.166 |
2.771 |
0.395 |
13.6% |
0.088 |
3.0% |
34% |
False |
False |
107,727 |
| 20 |
3.166 |
2.771 |
0.395 |
13.6% |
0.085 |
2.9% |
34% |
False |
False |
95,762 |
| 40 |
3.166 |
2.767 |
0.399 |
13.7% |
0.084 |
2.9% |
35% |
False |
False |
72,311 |
| 60 |
3.166 |
2.767 |
0.399 |
13.7% |
0.084 |
2.9% |
35% |
False |
False |
57,808 |
| 80 |
3.166 |
2.767 |
0.399 |
13.7% |
0.084 |
2.9% |
35% |
False |
False |
48,235 |
| 100 |
3.166 |
2.460 |
0.706 |
24.3% |
0.078 |
2.7% |
63% |
False |
False |
40,786 |
| 120 |
3.166 |
2.460 |
0.706 |
24.3% |
0.075 |
2.6% |
63% |
False |
False |
35,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.338 |
|
2.618 |
3.200 |
|
1.618 |
3.115 |
|
1.000 |
3.062 |
|
0.618 |
3.030 |
|
HIGH |
2.977 |
|
0.618 |
2.945 |
|
0.500 |
2.935 |
|
0.382 |
2.924 |
|
LOW |
2.892 |
|
0.618 |
2.839 |
|
1.000 |
2.807 |
|
1.618 |
2.754 |
|
2.618 |
2.669 |
|
4.250 |
2.531 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.935 |
2.968 |
| PP |
2.925 |
2.947 |
| S1 |
2.916 |
2.927 |
|