NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.474 |
2.488 |
0.014 |
0.6% |
2.451 |
| High |
2.530 |
2.523 |
-0.007 |
-0.3% |
2.531 |
| Low |
2.452 |
2.469 |
0.017 |
0.7% |
2.429 |
| Close |
2.498 |
2.502 |
0.004 |
0.2% |
2.502 |
| Range |
0.078 |
0.054 |
-0.024 |
-30.8% |
0.102 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.9% |
0.000 |
| Volume |
176,167 |
134,032 |
-42,135 |
-23.9% |
717,824 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.660 |
2.635 |
2.532 |
|
| R3 |
2.606 |
2.581 |
2.517 |
|
| R2 |
2.552 |
2.552 |
2.512 |
|
| R1 |
2.527 |
2.527 |
2.507 |
2.540 |
| PP |
2.498 |
2.498 |
2.498 |
2.504 |
| S1 |
2.473 |
2.473 |
2.497 |
2.486 |
| S2 |
2.444 |
2.444 |
2.492 |
|
| S3 |
2.390 |
2.419 |
2.487 |
|
| S4 |
2.336 |
2.365 |
2.472 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.793 |
2.750 |
2.558 |
|
| R3 |
2.691 |
2.648 |
2.530 |
|
| R2 |
2.589 |
2.589 |
2.521 |
|
| R1 |
2.546 |
2.546 |
2.511 |
2.568 |
| PP |
2.487 |
2.487 |
2.487 |
2.498 |
| S1 |
2.444 |
2.444 |
2.493 |
2.466 |
| S2 |
2.385 |
2.385 |
2.483 |
|
| S3 |
2.283 |
2.342 |
2.474 |
|
| S4 |
2.181 |
2.240 |
2.446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.531 |
2.429 |
0.102 |
4.1% |
0.065 |
2.6% |
72% |
False |
False |
143,564 |
| 10 |
2.720 |
2.403 |
0.317 |
12.7% |
0.078 |
3.1% |
31% |
False |
False |
139,162 |
| 20 |
2.859 |
2.403 |
0.456 |
18.2% |
0.071 |
2.8% |
22% |
False |
False |
112,401 |
| 40 |
2.969 |
2.403 |
0.566 |
22.6% |
0.066 |
2.6% |
17% |
False |
False |
77,170 |
| 60 |
3.079 |
2.403 |
0.676 |
27.0% |
0.068 |
2.7% |
15% |
False |
False |
62,823 |
| 80 |
3.079 |
2.403 |
0.676 |
27.0% |
0.069 |
2.8% |
15% |
False |
False |
52,255 |
| 100 |
3.190 |
2.403 |
0.787 |
31.5% |
0.073 |
2.9% |
13% |
False |
False |
45,003 |
| 120 |
3.254 |
2.403 |
0.851 |
34.0% |
0.074 |
2.9% |
12% |
False |
False |
39,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.753 |
|
2.618 |
2.664 |
|
1.618 |
2.610 |
|
1.000 |
2.577 |
|
0.618 |
2.556 |
|
HIGH |
2.523 |
|
0.618 |
2.502 |
|
0.500 |
2.496 |
|
0.382 |
2.490 |
|
LOW |
2.469 |
|
0.618 |
2.436 |
|
1.000 |
2.415 |
|
1.618 |
2.382 |
|
2.618 |
2.328 |
|
4.250 |
2.240 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.500 |
2.499 |
| PP |
2.498 |
2.495 |
| S1 |
2.496 |
2.492 |
|