NYMEX Natural Gas Future December 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 |
2.677 |
2.673 |
-0.004 |
-0.1% |
2.836 |
| High |
2.720 |
2.724 |
0.004 |
0.1% |
2.875 |
| Low |
2.658 |
2.662 |
0.004 |
0.2% |
2.607 |
| Close |
2.676 |
2.712 |
0.036 |
1.3% |
2.664 |
| Range |
0.062 |
0.062 |
0.000 |
0.0% |
0.268 |
| ATR |
0.066 |
0.066 |
0.000 |
-0.5% |
0.000 |
| Volume |
75,468 |
79,807 |
4,339 |
5.7% |
220,784 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.885 |
2.861 |
2.746 |
|
| R3 |
2.823 |
2.799 |
2.729 |
|
| R2 |
2.761 |
2.761 |
2.723 |
|
| R1 |
2.737 |
2.737 |
2.718 |
2.749 |
| PP |
2.699 |
2.699 |
2.699 |
2.706 |
| S1 |
2.675 |
2.675 |
2.706 |
2.687 |
| S2 |
2.637 |
2.637 |
2.701 |
|
| S3 |
2.575 |
2.613 |
2.695 |
|
| S4 |
2.513 |
2.551 |
2.678 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.519 |
3.360 |
2.811 |
|
| R3 |
3.251 |
3.092 |
2.738 |
|
| R2 |
2.983 |
2.983 |
2.713 |
|
| R1 |
2.824 |
2.824 |
2.689 |
2.770 |
| PP |
2.715 |
2.715 |
2.715 |
2.688 |
| S1 |
2.556 |
2.556 |
2.639 |
2.502 |
| S2 |
2.447 |
2.447 |
2.615 |
|
| S3 |
2.179 |
2.288 |
2.590 |
|
| S4 |
1.911 |
2.020 |
2.517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.724 |
2.607 |
0.117 |
4.3% |
0.060 |
2.2% |
90% |
True |
False |
60,411 |
| 10 |
2.875 |
2.607 |
0.268 |
9.9% |
0.072 |
2.6% |
39% |
False |
False |
51,913 |
| 20 |
2.998 |
2.607 |
0.391 |
14.4% |
0.065 |
2.4% |
27% |
False |
False |
37,339 |
| 40 |
3.197 |
2.607 |
0.590 |
21.8% |
0.062 |
2.3% |
18% |
False |
False |
28,779 |
| 60 |
3.237 |
2.607 |
0.630 |
23.2% |
0.063 |
2.3% |
17% |
False |
False |
24,416 |
| 80 |
3.283 |
2.607 |
0.676 |
24.9% |
0.064 |
2.3% |
16% |
False |
False |
21,639 |
| 100 |
3.391 |
2.607 |
0.784 |
28.9% |
0.068 |
2.5% |
13% |
False |
False |
19,192 |
| 120 |
3.391 |
2.607 |
0.784 |
28.9% |
0.067 |
2.5% |
13% |
False |
False |
17,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.988 |
|
2.618 |
2.886 |
|
1.618 |
2.824 |
|
1.000 |
2.786 |
|
0.618 |
2.762 |
|
HIGH |
2.724 |
|
0.618 |
2.700 |
|
0.500 |
2.693 |
|
0.382 |
2.686 |
|
LOW |
2.662 |
|
0.618 |
2.624 |
|
1.000 |
2.600 |
|
1.618 |
2.562 |
|
2.618 |
2.500 |
|
4.250 |
2.399 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.706 |
2.705 |
| PP |
2.699 |
2.698 |
| S1 |
2.693 |
2.691 |
|