NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2.907 |
2.973 |
0.066 |
2.3% |
3.000 |
| High |
2.990 |
3.058 |
0.068 |
2.3% |
3.079 |
| Low |
2.878 |
2.922 |
0.044 |
1.5% |
2.892 |
| Close |
2.964 |
3.041 |
0.077 |
2.6% |
2.906 |
| Range |
0.112 |
0.136 |
0.024 |
21.4% |
0.187 |
| ATR |
0.108 |
0.110 |
0.002 |
1.9% |
0.000 |
| Volume |
145,549 |
171,022 |
25,473 |
17.5% |
646,812 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.415 |
3.364 |
3.116 |
|
| R3 |
3.279 |
3.228 |
3.078 |
|
| R2 |
3.143 |
3.143 |
3.066 |
|
| R1 |
3.092 |
3.092 |
3.053 |
3.118 |
| PP |
3.007 |
3.007 |
3.007 |
3.020 |
| S1 |
2.956 |
2.956 |
3.029 |
2.982 |
| S2 |
2.871 |
2.871 |
3.016 |
|
| S3 |
2.735 |
2.820 |
3.004 |
|
| S4 |
2.599 |
2.684 |
2.966 |
|
|
| 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 |
3.058 |
2.866 |
0.192 |
6.3% |
0.096 |
3.2% |
91% |
True |
False |
148,585 |
| 10 |
3.166 |
2.866 |
0.300 |
9.9% |
0.091 |
3.0% |
58% |
False |
False |
129,800 |
| 20 |
3.166 |
2.771 |
0.395 |
13.0% |
0.092 |
3.0% |
68% |
False |
False |
109,880 |
| 40 |
3.166 |
2.767 |
0.399 |
13.1% |
0.086 |
2.8% |
69% |
False |
False |
78,341 |
| 60 |
3.166 |
2.767 |
0.399 |
13.1% |
0.085 |
2.8% |
69% |
False |
False |
63,890 |
| 80 |
3.166 |
2.767 |
0.399 |
13.1% |
0.085 |
2.8% |
69% |
False |
False |
52,951 |
| 100 |
3.166 |
2.460 |
0.706 |
23.2% |
0.080 |
2.6% |
82% |
False |
False |
44,931 |
| 120 |
3.166 |
2.460 |
0.706 |
23.2% |
0.077 |
2.5% |
82% |
False |
False |
38,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.636 |
|
2.618 |
3.414 |
|
1.618 |
3.278 |
|
1.000 |
3.194 |
|
0.618 |
3.142 |
|
HIGH |
3.058 |
|
0.618 |
3.006 |
|
0.500 |
2.990 |
|
0.382 |
2.974 |
|
LOW |
2.922 |
|
0.618 |
2.838 |
|
1.000 |
2.786 |
|
1.618 |
2.702 |
|
2.618 |
2.566 |
|
4.250 |
2.344 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.024 |
3.015 |
| PP |
3.007 |
2.988 |
| S1 |
2.990 |
2.962 |
|