NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.137 |
3.142 |
0.005 |
0.2% |
3.228 |
| High |
3.175 |
3.205 |
0.030 |
0.9% |
3.272 |
| Low |
3.112 |
3.127 |
0.015 |
0.5% |
3.118 |
| Close |
3.170 |
3.183 |
0.013 |
0.4% |
3.132 |
| Range |
0.063 |
0.078 |
0.015 |
23.8% |
0.154 |
| ATR |
0.074 |
0.074 |
0.000 |
0.4% |
0.000 |
| Volume |
53,872 |
65,354 |
11,482 |
21.3% |
221,659 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.406 |
3.372 |
3.226 |
|
| R3 |
3.328 |
3.294 |
3.204 |
|
| R2 |
3.250 |
3.250 |
3.197 |
|
| R1 |
3.216 |
3.216 |
3.190 |
3.233 |
| PP |
3.172 |
3.172 |
3.172 |
3.180 |
| S1 |
3.138 |
3.138 |
3.176 |
3.155 |
| S2 |
3.094 |
3.094 |
3.169 |
|
| S3 |
3.016 |
3.060 |
3.162 |
|
| S4 |
2.938 |
2.982 |
3.140 |
|
|
| 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 |
3.242 |
3.112 |
0.130 |
4.1% |
0.072 |
2.2% |
55% |
False |
False |
53,769 |
| 10 |
3.352 |
3.112 |
0.240 |
7.5% |
0.071 |
2.2% |
30% |
False |
False |
44,017 |
| 20 |
3.352 |
3.039 |
0.313 |
9.8% |
0.074 |
2.3% |
46% |
False |
False |
40,015 |
| 40 |
3.352 |
3.010 |
0.342 |
10.7% |
0.075 |
2.3% |
51% |
False |
False |
32,045 |
| 60 |
3.352 |
3.010 |
0.342 |
10.7% |
0.073 |
2.3% |
51% |
False |
False |
26,640 |
| 80 |
3.368 |
3.010 |
0.358 |
11.2% |
0.074 |
2.3% |
48% |
False |
False |
23,265 |
| 100 |
3.368 |
2.760 |
0.608 |
19.1% |
0.071 |
2.2% |
70% |
False |
False |
20,368 |
| 120 |
3.368 |
2.747 |
0.621 |
19.5% |
0.068 |
2.1% |
70% |
False |
False |
18,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.537 |
|
2.618 |
3.409 |
|
1.618 |
3.331 |
|
1.000 |
3.283 |
|
0.618 |
3.253 |
|
HIGH |
3.205 |
|
0.618 |
3.175 |
|
0.500 |
3.166 |
|
0.382 |
3.157 |
|
LOW |
3.127 |
|
0.618 |
3.079 |
|
1.000 |
3.049 |
|
1.618 |
3.001 |
|
2.618 |
2.923 |
|
4.250 |
2.796 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.177 |
3.175 |
| PP |
3.172 |
3.167 |
| S1 |
3.166 |
3.159 |
|