NYMEX Natural Gas Future December 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 |
2.673 |
2.696 |
0.023 |
0.9% |
2.656 |
| High |
2.724 |
2.736 |
0.012 |
0.4% |
2.736 |
| Low |
2.662 |
2.673 |
0.011 |
0.4% |
2.643 |
| Close |
2.712 |
2.718 |
0.006 |
0.2% |
2.718 |
| Range |
0.062 |
0.063 |
0.001 |
1.6% |
0.093 |
| ATR |
0.066 |
0.066 |
0.000 |
-0.3% |
0.000 |
| Volume |
79,807 |
61,688 |
-18,119 |
-22.7% |
318,420 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.898 |
2.871 |
2.753 |
|
| R3 |
2.835 |
2.808 |
2.735 |
|
| R2 |
2.772 |
2.772 |
2.730 |
|
| R1 |
2.745 |
2.745 |
2.724 |
2.759 |
| PP |
2.709 |
2.709 |
2.709 |
2.716 |
| S1 |
2.682 |
2.682 |
2.712 |
2.696 |
| S2 |
2.646 |
2.646 |
2.706 |
|
| S3 |
2.583 |
2.619 |
2.701 |
|
| S4 |
2.520 |
2.556 |
2.683 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.978 |
2.941 |
2.769 |
|
| R3 |
2.885 |
2.848 |
2.744 |
|
| R2 |
2.792 |
2.792 |
2.735 |
|
| R1 |
2.755 |
2.755 |
2.727 |
2.774 |
| PP |
2.699 |
2.699 |
2.699 |
2.708 |
| S1 |
2.662 |
2.662 |
2.709 |
2.681 |
| S2 |
2.606 |
2.606 |
2.701 |
|
| S3 |
2.513 |
2.569 |
2.692 |
|
| S4 |
2.420 |
2.476 |
2.667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.736 |
2.643 |
0.093 |
3.4% |
0.057 |
2.1% |
81% |
True |
False |
63,684 |
| 10 |
2.875 |
2.607 |
0.268 |
9.9% |
0.070 |
2.6% |
41% |
False |
False |
53,920 |
| 20 |
2.998 |
2.607 |
0.391 |
14.4% |
0.065 |
2.4% |
28% |
False |
False |
38,899 |
| 40 |
3.124 |
2.607 |
0.517 |
19.0% |
0.061 |
2.2% |
21% |
False |
False |
29,542 |
| 60 |
3.237 |
2.607 |
0.630 |
23.2% |
0.063 |
2.3% |
18% |
False |
False |
25,228 |
| 80 |
3.237 |
2.607 |
0.630 |
23.2% |
0.063 |
2.3% |
18% |
False |
False |
22,284 |
| 100 |
3.345 |
2.607 |
0.738 |
27.2% |
0.067 |
2.5% |
15% |
False |
False |
19,747 |
| 120 |
3.391 |
2.607 |
0.784 |
28.8% |
0.067 |
2.5% |
14% |
False |
False |
17,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.004 |
|
2.618 |
2.901 |
|
1.618 |
2.838 |
|
1.000 |
2.799 |
|
0.618 |
2.775 |
|
HIGH |
2.736 |
|
0.618 |
2.712 |
|
0.500 |
2.705 |
|
0.382 |
2.697 |
|
LOW |
2.673 |
|
0.618 |
2.634 |
|
1.000 |
2.610 |
|
1.618 |
2.571 |
|
2.618 |
2.508 |
|
4.250 |
2.405 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.714 |
2.711 |
| PP |
2.709 |
2.704 |
| S1 |
2.705 |
2.697 |
|