NYMEX Natural Gas Future December 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 |
3.199 |
3.162 |
-0.037 |
-1.2% |
3.228 |
| High |
3.218 |
3.179 |
-0.039 |
-1.2% |
3.272 |
| Low |
3.156 |
3.118 |
-0.038 |
-1.2% |
3.118 |
| Close |
3.161 |
3.132 |
-0.029 |
-0.9% |
3.132 |
| Range |
0.062 |
0.061 |
-0.001 |
-1.6% |
0.154 |
| ATR |
0.076 |
0.075 |
-0.001 |
-1.4% |
0.000 |
| Volume |
40,937 |
61,254 |
20,317 |
49.6% |
221,659 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.326 |
3.290 |
3.166 |
|
| R3 |
3.265 |
3.229 |
3.149 |
|
| R2 |
3.204 |
3.204 |
3.143 |
|
| R1 |
3.168 |
3.168 |
3.138 |
3.156 |
| PP |
3.143 |
3.143 |
3.143 |
3.137 |
| S1 |
3.107 |
3.107 |
3.126 |
3.095 |
| S2 |
3.082 |
3.082 |
3.121 |
|
| S3 |
3.021 |
3.046 |
3.115 |
|
| S4 |
2.960 |
2.985 |
3.098 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.636 |
3.538 |
3.217 |
|
| R3 |
3.482 |
3.384 |
3.174 |
|
| R2 |
3.328 |
3.328 |
3.160 |
|
| R1 |
3.230 |
3.230 |
3.146 |
3.202 |
| PP |
3.174 |
3.174 |
3.174 |
3.160 |
| S1 |
3.076 |
3.076 |
3.118 |
3.048 |
| S2 |
3.020 |
3.020 |
3.104 |
|
| S3 |
2.866 |
2.922 |
3.090 |
|
| S4 |
2.712 |
2.768 |
3.047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.272 |
3.118 |
0.154 |
4.9% |
0.065 |
2.1% |
9% |
False |
True |
44,331 |
| 10 |
3.352 |
3.118 |
0.234 |
7.5% |
0.073 |
2.3% |
6% |
False |
True |
38,978 |
| 20 |
3.352 |
3.037 |
0.315 |
10.1% |
0.072 |
2.3% |
30% |
False |
False |
36,340 |
| 40 |
3.352 |
3.010 |
0.342 |
10.9% |
0.074 |
2.4% |
36% |
False |
False |
30,264 |
| 60 |
3.352 |
3.010 |
0.342 |
10.9% |
0.074 |
2.4% |
36% |
False |
False |
25,055 |
| 80 |
3.368 |
3.010 |
0.358 |
11.4% |
0.075 |
2.4% |
34% |
False |
False |
22,189 |
| 100 |
3.368 |
2.760 |
0.608 |
19.4% |
0.070 |
2.2% |
61% |
False |
False |
19,303 |
| 120 |
3.368 |
2.747 |
0.621 |
19.8% |
0.067 |
2.1% |
62% |
False |
False |
17,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.438 |
|
2.618 |
3.339 |
|
1.618 |
3.278 |
|
1.000 |
3.240 |
|
0.618 |
3.217 |
|
HIGH |
3.179 |
|
0.618 |
3.156 |
|
0.500 |
3.149 |
|
0.382 |
3.141 |
|
LOW |
3.118 |
|
0.618 |
3.080 |
|
1.000 |
3.057 |
|
1.618 |
3.019 |
|
2.618 |
2.958 |
|
4.250 |
2.859 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.149 |
3.180 |
| PP |
3.143 |
3.164 |
| S1 |
3.138 |
3.148 |
|