NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.451 |
2.459 |
0.008 |
0.3% |
2.674 |
| High |
2.491 |
2.489 |
-0.002 |
-0.1% |
2.720 |
| Low |
2.429 |
2.436 |
0.007 |
0.3% |
2.403 |
| Close |
2.450 |
2.470 |
0.020 |
0.8% |
2.451 |
| Range |
0.062 |
0.053 |
-0.009 |
-14.5% |
0.317 |
| ATR |
0.074 |
0.073 |
-0.002 |
-2.0% |
0.000 |
| Volume |
103,985 |
140,217 |
36,232 |
34.8% |
673,801 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.624 |
2.600 |
2.499 |
|
| R3 |
2.571 |
2.547 |
2.485 |
|
| R2 |
2.518 |
2.518 |
2.480 |
|
| R1 |
2.494 |
2.494 |
2.475 |
2.506 |
| PP |
2.465 |
2.465 |
2.465 |
2.471 |
| S1 |
2.441 |
2.441 |
2.465 |
2.453 |
| S2 |
2.412 |
2.412 |
2.460 |
|
| S3 |
2.359 |
2.388 |
2.455 |
|
| S4 |
2.306 |
2.335 |
2.441 |
|
|
| 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 |
2.611 |
2.403 |
0.208 |
8.4% |
0.081 |
3.3% |
32% |
False |
False |
130,770 |
| 10 |
2.720 |
2.403 |
0.317 |
12.8% |
0.078 |
3.2% |
21% |
False |
False |
125,490 |
| 20 |
2.859 |
2.403 |
0.456 |
18.5% |
0.070 |
2.8% |
15% |
False |
False |
99,392 |
| 40 |
3.052 |
2.403 |
0.649 |
26.3% |
0.067 |
2.7% |
10% |
False |
False |
70,219 |
| 60 |
3.079 |
2.403 |
0.676 |
27.4% |
0.069 |
2.8% |
10% |
False |
False |
56,184 |
| 80 |
3.118 |
2.403 |
0.715 |
28.9% |
0.070 |
2.8% |
9% |
False |
False |
46,895 |
| 100 |
3.254 |
2.403 |
0.851 |
34.5% |
0.073 |
3.0% |
8% |
False |
False |
40,603 |
| 120 |
3.254 |
2.403 |
0.851 |
34.5% |
0.073 |
2.9% |
8% |
False |
False |
35,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.714 |
|
2.618 |
2.628 |
|
1.618 |
2.575 |
|
1.000 |
2.542 |
|
0.618 |
2.522 |
|
HIGH |
2.489 |
|
0.618 |
2.469 |
|
0.500 |
2.463 |
|
0.382 |
2.456 |
|
LOW |
2.436 |
|
0.618 |
2.403 |
|
1.000 |
2.383 |
|
1.618 |
2.350 |
|
2.618 |
2.297 |
|
4.250 |
2.211 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.468 |
2.462 |
| PP |
2.465 |
2.455 |
| S1 |
2.463 |
2.447 |
|