NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.522 |
2.429 |
-0.093 |
-3.7% |
2.674 |
| High |
2.541 |
2.471 |
-0.070 |
-2.8% |
2.720 |
| Low |
2.420 |
2.403 |
-0.017 |
-0.7% |
2.403 |
| Close |
2.433 |
2.451 |
0.018 |
0.7% |
2.451 |
| Range |
0.121 |
0.068 |
-0.053 |
-43.8% |
0.317 |
| ATR |
0.076 |
0.075 |
-0.001 |
-0.7% |
0.000 |
| Volume |
165,222 |
113,070 |
-52,152 |
-31.6% |
673,801 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.646 |
2.616 |
2.488 |
|
| R3 |
2.578 |
2.548 |
2.470 |
|
| R2 |
2.510 |
2.510 |
2.463 |
|
| R1 |
2.480 |
2.480 |
2.457 |
2.495 |
| PP |
2.442 |
2.442 |
2.442 |
2.449 |
| S1 |
2.412 |
2.412 |
2.445 |
2.427 |
| S2 |
2.374 |
2.374 |
2.439 |
|
| S3 |
2.306 |
2.344 |
2.432 |
|
| S4 |
2.238 |
2.276 |
2.414 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.476 |
3.280 |
2.625 |
|
| R3 |
3.159 |
2.963 |
2.538 |
|
| R2 |
2.842 |
2.842 |
2.509 |
|
| R1 |
2.646 |
2.646 |
2.480 |
2.586 |
| PP |
2.525 |
2.525 |
2.525 |
2.494 |
| S1 |
2.329 |
2.329 |
2.422 |
2.269 |
| S2 |
2.208 |
2.208 |
2.393 |
|
| S3 |
1.891 |
2.012 |
2.364 |
|
| S4 |
1.574 |
1.695 |
2.277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.720 |
2.403 |
0.317 |
12.9% |
0.091 |
3.7% |
15% |
False |
True |
134,760 |
| 10 |
2.720 |
2.403 |
0.317 |
12.9% |
0.074 |
3.0% |
15% |
False |
True |
117,147 |
| 20 |
2.859 |
2.403 |
0.456 |
18.6% |
0.070 |
2.9% |
11% |
False |
True |
92,157 |
| 40 |
3.052 |
2.403 |
0.649 |
26.5% |
0.066 |
2.7% |
7% |
False |
True |
66,591 |
| 60 |
3.079 |
2.403 |
0.676 |
27.6% |
0.069 |
2.8% |
7% |
False |
True |
52,974 |
| 80 |
3.118 |
2.403 |
0.715 |
29.2% |
0.071 |
2.9% |
7% |
False |
True |
44,440 |
| 100 |
3.254 |
2.403 |
0.851 |
34.7% |
0.074 |
3.0% |
6% |
False |
True |
38,502 |
| 120 |
3.254 |
2.403 |
0.851 |
34.7% |
0.074 |
3.0% |
6% |
False |
True |
33,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.760 |
|
2.618 |
2.649 |
|
1.618 |
2.581 |
|
1.000 |
2.539 |
|
0.618 |
2.513 |
|
HIGH |
2.471 |
|
0.618 |
2.445 |
|
0.500 |
2.437 |
|
0.382 |
2.429 |
|
LOW |
2.403 |
|
0.618 |
2.361 |
|
1.000 |
2.335 |
|
1.618 |
2.293 |
|
2.618 |
2.225 |
|
4.250 |
2.114 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.446 |
2.507 |
| PP |
2.442 |
2.488 |
| S1 |
2.437 |
2.470 |
|