NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2.973 |
3.030 |
0.057 |
1.9% |
3.000 |
| High |
3.058 |
3.071 |
0.013 |
0.4% |
3.079 |
| Low |
2.922 |
2.972 |
0.050 |
1.7% |
2.892 |
| Close |
3.041 |
3.049 |
0.008 |
0.3% |
2.906 |
| Range |
0.136 |
0.099 |
-0.037 |
-27.2% |
0.187 |
| ATR |
0.110 |
0.109 |
-0.001 |
-0.7% |
0.000 |
| Volume |
171,022 |
202,362 |
31,340 |
18.3% |
646,812 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.287 |
3.103 |
|
| R3 |
3.229 |
3.188 |
3.076 |
|
| R2 |
3.130 |
3.130 |
3.067 |
|
| R1 |
3.089 |
3.089 |
3.058 |
3.110 |
| PP |
3.031 |
3.031 |
3.031 |
3.041 |
| S1 |
2.990 |
2.990 |
3.040 |
3.011 |
| S2 |
2.932 |
2.932 |
3.031 |
|
| S3 |
2.833 |
2.891 |
3.022 |
|
| S4 |
2.734 |
2.792 |
2.995 |
|
|
| 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 |
3.071 |
2.866 |
0.205 |
6.7% |
0.101 |
3.3% |
89% |
True |
False |
162,695 |
| 10 |
3.090 |
2.866 |
0.224 |
7.3% |
0.090 |
2.9% |
82% |
False |
False |
139,137 |
| 20 |
3.166 |
2.771 |
0.395 |
13.0% |
0.091 |
3.0% |
70% |
False |
False |
114,588 |
| 40 |
3.166 |
2.767 |
0.399 |
13.1% |
0.087 |
2.8% |
71% |
False |
False |
81,548 |
| 60 |
3.166 |
2.767 |
0.399 |
13.1% |
0.085 |
2.8% |
71% |
False |
False |
66,829 |
| 80 |
3.166 |
2.767 |
0.399 |
13.1% |
0.086 |
2.8% |
71% |
False |
False |
55,264 |
| 100 |
3.166 |
2.460 |
0.706 |
23.2% |
0.081 |
2.7% |
83% |
False |
False |
46,839 |
| 120 |
3.166 |
2.460 |
0.706 |
23.2% |
0.077 |
2.5% |
83% |
False |
False |
40,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.492 |
|
2.618 |
3.330 |
|
1.618 |
3.231 |
|
1.000 |
3.170 |
|
0.618 |
3.132 |
|
HIGH |
3.071 |
|
0.618 |
3.033 |
|
0.500 |
3.022 |
|
0.382 |
3.010 |
|
LOW |
2.972 |
|
0.618 |
2.911 |
|
1.000 |
2.873 |
|
1.618 |
2.812 |
|
2.618 |
2.713 |
|
4.250 |
2.551 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.040 |
3.024 |
| PP |
3.031 |
2.999 |
| S1 |
3.022 |
2.975 |
|