NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.586 |
2.608 |
0.022 |
0.9% |
2.585 |
| High |
2.607 |
2.640 |
0.033 |
1.3% |
2.607 |
| Low |
2.529 |
2.549 |
0.020 |
0.8% |
2.521 |
| Close |
2.564 |
2.563 |
-0.001 |
0.0% |
2.564 |
| Range |
0.078 |
0.091 |
0.013 |
16.7% |
0.086 |
| ATR |
0.069 |
0.071 |
0.002 |
2.3% |
0.000 |
| Volume |
63,285 |
10,470 |
-52,815 |
-83.5% |
433,199 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.857 |
2.801 |
2.613 |
|
| R3 |
2.766 |
2.710 |
2.588 |
|
| R2 |
2.675 |
2.675 |
2.580 |
|
| R1 |
2.619 |
2.619 |
2.571 |
2.602 |
| PP |
2.584 |
2.584 |
2.584 |
2.575 |
| S1 |
2.528 |
2.528 |
2.555 |
2.511 |
| S2 |
2.493 |
2.493 |
2.546 |
|
| S3 |
2.402 |
2.437 |
2.538 |
|
| S4 |
2.311 |
2.346 |
2.513 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.822 |
2.779 |
2.611 |
|
| R3 |
2.736 |
2.693 |
2.588 |
|
| R2 |
2.650 |
2.650 |
2.580 |
|
| R1 |
2.607 |
2.607 |
2.572 |
2.586 |
| PP |
2.564 |
2.564 |
2.564 |
2.553 |
| S1 |
2.521 |
2.521 |
2.556 |
2.500 |
| S2 |
2.478 |
2.478 |
2.548 |
|
| S3 |
2.392 |
2.435 |
2.540 |
|
| S4 |
2.306 |
2.349 |
2.517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.640 |
2.521 |
0.119 |
4.6% |
0.065 |
2.5% |
35% |
True |
False |
69,616 |
| 10 |
2.794 |
2.521 |
0.273 |
10.7% |
0.066 |
2.6% |
15% |
False |
False |
86,479 |
| 20 |
2.794 |
2.521 |
0.273 |
10.7% |
0.068 |
2.7% |
15% |
False |
False |
104,910 |
| 40 |
2.959 |
2.521 |
0.438 |
17.1% |
0.069 |
2.7% |
10% |
False |
False |
93,148 |
| 60 |
2.983 |
2.521 |
0.462 |
18.0% |
0.073 |
2.8% |
9% |
False |
False |
72,460 |
| 80 |
3.013 |
2.521 |
0.492 |
19.2% |
0.077 |
3.0% |
9% |
False |
False |
62,539 |
| 100 |
3.180 |
2.521 |
0.659 |
25.7% |
0.082 |
3.2% |
6% |
False |
False |
56,712 |
| 120 |
3.180 |
2.521 |
0.659 |
25.7% |
0.081 |
3.1% |
6% |
False |
False |
50,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.027 |
|
2.618 |
2.878 |
|
1.618 |
2.787 |
|
1.000 |
2.731 |
|
0.618 |
2.696 |
|
HIGH |
2.640 |
|
0.618 |
2.605 |
|
0.500 |
2.595 |
|
0.382 |
2.584 |
|
LOW |
2.549 |
|
0.618 |
2.493 |
|
1.000 |
2.458 |
|
1.618 |
2.402 |
|
2.618 |
2.311 |
|
4.250 |
2.162 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.595 |
2.581 |
| PP |
2.584 |
2.575 |
| S1 |
2.574 |
2.569 |
|