NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.476 |
2.474 |
-0.002 |
-0.1% |
2.674 |
| High |
2.531 |
2.530 |
-0.001 |
0.0% |
2.720 |
| Low |
2.455 |
2.452 |
-0.003 |
-0.1% |
2.403 |
| Close |
2.474 |
2.498 |
0.024 |
1.0% |
2.451 |
| Range |
0.076 |
0.078 |
0.002 |
2.6% |
0.317 |
| ATR |
0.073 |
0.073 |
0.000 |
0.5% |
0.000 |
| Volume |
163,423 |
176,167 |
12,744 |
7.8% |
673,801 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.727 |
2.691 |
2.541 |
|
| R3 |
2.649 |
2.613 |
2.519 |
|
| R2 |
2.571 |
2.571 |
2.512 |
|
| R1 |
2.535 |
2.535 |
2.505 |
2.553 |
| PP |
2.493 |
2.493 |
2.493 |
2.503 |
| S1 |
2.457 |
2.457 |
2.491 |
2.475 |
| S2 |
2.415 |
2.415 |
2.484 |
|
| S3 |
2.337 |
2.379 |
2.477 |
|
| S4 |
2.259 |
2.301 |
2.455 |
|
|
| 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 |
2.531 |
2.403 |
0.128 |
5.1% |
0.067 |
2.7% |
74% |
False |
False |
139,372 |
| 10 |
2.720 |
2.403 |
0.317 |
12.7% |
0.081 |
3.2% |
30% |
False |
False |
138,863 |
| 20 |
2.859 |
2.403 |
0.456 |
18.3% |
0.071 |
2.8% |
21% |
False |
False |
108,704 |
| 40 |
3.049 |
2.403 |
0.646 |
25.9% |
0.068 |
2.7% |
15% |
False |
False |
75,710 |
| 60 |
3.079 |
2.403 |
0.676 |
27.1% |
0.069 |
2.7% |
14% |
False |
False |
60,931 |
| 80 |
3.118 |
2.403 |
0.715 |
28.6% |
0.070 |
2.8% |
13% |
False |
False |
50,771 |
| 100 |
3.254 |
2.403 |
0.851 |
34.1% |
0.074 |
2.9% |
11% |
False |
False |
43,734 |
| 120 |
3.254 |
2.403 |
0.851 |
34.1% |
0.073 |
2.9% |
11% |
False |
False |
38,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.862 |
|
2.618 |
2.734 |
|
1.618 |
2.656 |
|
1.000 |
2.608 |
|
0.618 |
2.578 |
|
HIGH |
2.530 |
|
0.618 |
2.500 |
|
0.500 |
2.491 |
|
0.382 |
2.482 |
|
LOW |
2.452 |
|
0.618 |
2.404 |
|
1.000 |
2.374 |
|
1.618 |
2.326 |
|
2.618 |
2.248 |
|
4.250 |
2.121 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.496 |
2.493 |
| PP |
2.493 |
2.488 |
| S1 |
2.491 |
2.484 |
|