NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.761 |
2.700 |
-0.061 |
-2.2% |
2.813 |
| High |
2.786 |
2.714 |
-0.072 |
-2.6% |
2.852 |
| Low |
2.694 |
2.618 |
-0.076 |
-2.8% |
2.751 |
| Close |
2.701 |
2.631 |
-0.070 |
-2.6% |
2.802 |
| Range |
0.092 |
0.096 |
0.004 |
4.3% |
0.101 |
| ATR |
0.067 |
0.069 |
0.002 |
3.1% |
0.000 |
| Volume |
44,872 |
57,466 |
12,594 |
28.1% |
129,996 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.883 |
2.684 |
|
| R3 |
2.846 |
2.787 |
2.657 |
|
| R2 |
2.750 |
2.750 |
2.649 |
|
| R1 |
2.691 |
2.691 |
2.640 |
2.673 |
| PP |
2.654 |
2.654 |
2.654 |
2.645 |
| S1 |
2.595 |
2.595 |
2.622 |
2.577 |
| S2 |
2.558 |
2.558 |
2.613 |
|
| S3 |
2.462 |
2.499 |
2.605 |
|
| S4 |
2.366 |
2.403 |
2.578 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.105 |
3.054 |
2.858 |
|
| R3 |
3.004 |
2.953 |
2.830 |
|
| R2 |
2.903 |
2.903 |
2.821 |
|
| R1 |
2.852 |
2.852 |
2.811 |
2.827 |
| PP |
2.802 |
2.802 |
2.802 |
2.789 |
| S1 |
2.751 |
2.751 |
2.793 |
2.726 |
| S2 |
2.701 |
2.701 |
2.783 |
|
| S3 |
2.600 |
2.650 |
2.774 |
|
| S4 |
2.499 |
2.549 |
2.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.875 |
2.618 |
0.257 |
9.8% |
0.083 |
3.1% |
5% |
False |
True |
43,416 |
| 10 |
2.902 |
2.618 |
0.284 |
10.8% |
0.068 |
2.6% |
5% |
False |
True |
32,538 |
| 20 |
2.998 |
2.618 |
0.380 |
14.4% |
0.065 |
2.5% |
3% |
False |
True |
28,031 |
| 40 |
3.197 |
2.618 |
0.579 |
22.0% |
0.062 |
2.3% |
2% |
False |
True |
23,928 |
| 60 |
3.237 |
2.618 |
0.619 |
23.5% |
0.064 |
2.4% |
2% |
False |
True |
20,671 |
| 80 |
3.283 |
2.618 |
0.665 |
25.3% |
0.065 |
2.5% |
2% |
False |
True |
18,627 |
| 100 |
3.391 |
2.618 |
0.773 |
29.4% |
0.068 |
2.6% |
2% |
False |
True |
16,631 |
| 120 |
3.391 |
2.618 |
0.773 |
29.4% |
0.067 |
2.6% |
2% |
False |
True |
14,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.122 |
|
2.618 |
2.965 |
|
1.618 |
2.869 |
|
1.000 |
2.810 |
|
0.618 |
2.773 |
|
HIGH |
2.714 |
|
0.618 |
2.677 |
|
0.500 |
2.666 |
|
0.382 |
2.655 |
|
LOW |
2.618 |
|
0.618 |
2.559 |
|
1.000 |
2.522 |
|
1.618 |
2.463 |
|
2.618 |
2.367 |
|
4.250 |
2.210 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.666 |
2.730 |
| PP |
2.654 |
2.697 |
| S1 |
2.643 |
2.664 |
|