NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.389 |
3.465 |
0.076 |
2.2% |
3.137 |
| High |
3.467 |
3.478 |
0.011 |
0.3% |
3.409 |
| Low |
3.355 |
3.406 |
0.051 |
1.5% |
3.112 |
| Close |
3.454 |
3.429 |
-0.025 |
-0.7% |
3.391 |
| Range |
0.112 |
0.072 |
-0.040 |
-35.7% |
0.297 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.2% |
0.000 |
| Volume |
112,066 |
97,191 |
-14,875 |
-13.3% |
421,823 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.654 |
3.613 |
3.469 |
|
| R3 |
3.582 |
3.541 |
3.449 |
|
| R2 |
3.510 |
3.510 |
3.442 |
|
| R1 |
3.469 |
3.469 |
3.436 |
3.454 |
| PP |
3.438 |
3.438 |
3.438 |
3.430 |
| S1 |
3.397 |
3.397 |
3.422 |
3.382 |
| S2 |
3.366 |
3.366 |
3.416 |
|
| S3 |
3.294 |
3.325 |
3.409 |
|
| S4 |
3.222 |
3.253 |
3.389 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.090 |
3.554 |
|
| R3 |
3.898 |
3.793 |
3.473 |
|
| R2 |
3.601 |
3.601 |
3.445 |
|
| R1 |
3.496 |
3.496 |
3.418 |
3.549 |
| PP |
3.304 |
3.304 |
3.304 |
3.330 |
| S1 |
3.199 |
3.199 |
3.364 |
3.252 |
| S2 |
3.007 |
3.007 |
3.337 |
|
| S3 |
2.710 |
2.902 |
3.309 |
|
| S4 |
2.413 |
2.605 |
3.228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.478 |
3.148 |
0.330 |
9.6% |
0.113 |
3.3% |
85% |
True |
False |
102,370 |
| 10 |
3.478 |
3.112 |
0.366 |
10.7% |
0.092 |
2.7% |
87% |
True |
False |
78,069 |
| 20 |
3.478 |
3.112 |
0.366 |
10.7% |
0.084 |
2.5% |
87% |
True |
False |
56,227 |
| 40 |
3.478 |
3.010 |
0.468 |
13.6% |
0.080 |
2.3% |
90% |
True |
False |
41,663 |
| 60 |
3.478 |
3.010 |
0.468 |
13.6% |
0.077 |
2.3% |
90% |
True |
False |
34,241 |
| 80 |
3.478 |
3.010 |
0.468 |
13.6% |
0.078 |
2.3% |
90% |
True |
False |
28,985 |
| 100 |
3.478 |
2.867 |
0.611 |
17.8% |
0.074 |
2.1% |
92% |
True |
False |
25,168 |
| 120 |
3.478 |
2.760 |
0.718 |
20.9% |
0.070 |
2.0% |
93% |
True |
False |
22,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.784 |
|
2.618 |
3.666 |
|
1.618 |
3.594 |
|
1.000 |
3.550 |
|
0.618 |
3.522 |
|
HIGH |
3.478 |
|
0.618 |
3.450 |
|
0.500 |
3.442 |
|
0.382 |
3.434 |
|
LOW |
3.406 |
|
0.618 |
3.362 |
|
1.000 |
3.334 |
|
1.618 |
3.290 |
|
2.618 |
3.218 |
|
4.250 |
3.100 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.442 |
3.409 |
| PP |
3.438 |
3.389 |
| S1 |
3.433 |
3.369 |
|