NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.429 |
2.451 |
0.022 |
0.9% |
2.674 |
| High |
2.471 |
2.491 |
0.020 |
0.8% |
2.720 |
| Low |
2.403 |
2.429 |
0.026 |
1.1% |
2.403 |
| Close |
2.451 |
2.450 |
-0.001 |
0.0% |
2.451 |
| Range |
0.068 |
0.062 |
-0.006 |
-8.8% |
0.317 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.2% |
0.000 |
| Volume |
113,070 |
103,985 |
-9,085 |
-8.0% |
673,801 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.643 |
2.608 |
2.484 |
|
| R3 |
2.581 |
2.546 |
2.467 |
|
| R2 |
2.519 |
2.519 |
2.461 |
|
| R1 |
2.484 |
2.484 |
2.456 |
2.471 |
| PP |
2.457 |
2.457 |
2.457 |
2.450 |
| S1 |
2.422 |
2.422 |
2.444 |
2.409 |
| S2 |
2.395 |
2.395 |
2.439 |
|
| S3 |
2.333 |
2.360 |
2.433 |
|
| S4 |
2.271 |
2.298 |
2.416 |
|
|
| 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 |
2.673 |
2.403 |
0.270 |
11.0% |
0.089 |
3.6% |
17% |
False |
False |
125,879 |
| 10 |
2.720 |
2.403 |
0.317 |
12.9% |
0.076 |
3.1% |
15% |
False |
False |
119,772 |
| 20 |
2.859 |
2.403 |
0.456 |
18.6% |
0.071 |
2.9% |
10% |
False |
False |
95,518 |
| 40 |
3.052 |
2.403 |
0.649 |
26.5% |
0.067 |
2.7% |
7% |
False |
False |
68,122 |
| 60 |
3.079 |
2.403 |
0.676 |
27.6% |
0.069 |
2.8% |
7% |
False |
False |
54,251 |
| 80 |
3.118 |
2.403 |
0.715 |
29.2% |
0.070 |
2.9% |
7% |
False |
False |
45,370 |
| 100 |
3.254 |
2.403 |
0.851 |
34.7% |
0.074 |
3.0% |
6% |
False |
False |
39,339 |
| 120 |
3.254 |
2.403 |
0.851 |
34.7% |
0.073 |
3.0% |
6% |
False |
False |
34,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.755 |
|
2.618 |
2.653 |
|
1.618 |
2.591 |
|
1.000 |
2.553 |
|
0.618 |
2.529 |
|
HIGH |
2.491 |
|
0.618 |
2.467 |
|
0.500 |
2.460 |
|
0.382 |
2.453 |
|
LOW |
2.429 |
|
0.618 |
2.391 |
|
1.000 |
2.367 |
|
1.618 |
2.329 |
|
2.618 |
2.267 |
|
4.250 |
2.166 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.460 |
2.472 |
| PP |
2.457 |
2.465 |
| S1 |
2.453 |
2.457 |
|