NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.585 |
2.522 |
-0.063 |
-2.4% |
2.658 |
| High |
2.611 |
2.541 |
-0.070 |
-2.7% |
2.687 |
| Low |
2.511 |
2.420 |
-0.091 |
-3.6% |
2.592 |
| Close |
2.524 |
2.433 |
-0.091 |
-3.6% |
2.631 |
| Range |
0.100 |
0.121 |
0.021 |
21.0% |
0.095 |
| ATR |
0.072 |
0.076 |
0.003 |
4.9% |
0.000 |
| Volume |
131,356 |
165,222 |
33,866 |
25.8% |
497,674 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.828 |
2.751 |
2.500 |
|
| R3 |
2.707 |
2.630 |
2.466 |
|
| R2 |
2.586 |
2.586 |
2.455 |
|
| R1 |
2.509 |
2.509 |
2.444 |
2.487 |
| PP |
2.465 |
2.465 |
2.465 |
2.454 |
| S1 |
2.388 |
2.388 |
2.422 |
2.366 |
| S2 |
2.344 |
2.344 |
2.411 |
|
| S3 |
2.223 |
2.267 |
2.400 |
|
| S4 |
2.102 |
2.146 |
2.366 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.922 |
2.871 |
2.683 |
|
| R3 |
2.827 |
2.776 |
2.657 |
|
| R2 |
2.732 |
2.732 |
2.648 |
|
| R1 |
2.681 |
2.681 |
2.640 |
2.659 |
| PP |
2.637 |
2.637 |
2.637 |
2.626 |
| S1 |
2.586 |
2.586 |
2.622 |
2.564 |
| S2 |
2.542 |
2.542 |
2.614 |
|
| S3 |
2.447 |
2.491 |
2.605 |
|
| S4 |
2.352 |
2.396 |
2.579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.720 |
2.420 |
0.300 |
12.3% |
0.095 |
3.9% |
4% |
False |
True |
138,354 |
| 10 |
2.744 |
2.420 |
0.324 |
13.3% |
0.074 |
3.1% |
4% |
False |
True |
113,005 |
| 20 |
2.859 |
2.420 |
0.439 |
18.0% |
0.072 |
3.0% |
3% |
False |
True |
88,744 |
| 40 |
3.052 |
2.420 |
0.632 |
26.0% |
0.067 |
2.8% |
2% |
False |
True |
64,995 |
| 60 |
3.079 |
2.420 |
0.659 |
27.1% |
0.069 |
2.9% |
2% |
False |
True |
51,471 |
| 80 |
3.118 |
2.420 |
0.698 |
28.7% |
0.071 |
2.9% |
2% |
False |
True |
43,393 |
| 100 |
3.254 |
2.420 |
0.834 |
34.3% |
0.074 |
3.1% |
2% |
False |
True |
37,501 |
| 120 |
3.254 |
2.420 |
0.834 |
34.3% |
0.073 |
3.0% |
2% |
False |
True |
32,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.055 |
|
2.618 |
2.858 |
|
1.618 |
2.737 |
|
1.000 |
2.662 |
|
0.618 |
2.616 |
|
HIGH |
2.541 |
|
0.618 |
2.495 |
|
0.500 |
2.481 |
|
0.382 |
2.466 |
|
LOW |
2.420 |
|
0.618 |
2.345 |
|
1.000 |
2.299 |
|
1.618 |
2.224 |
|
2.618 |
2.103 |
|
4.250 |
1.906 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.481 |
2.547 |
| PP |
2.465 |
2.509 |
| S1 |
2.449 |
2.471 |
|