NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.830 |
2.760 |
-0.070 |
-2.5% |
2.950 |
| High |
2.839 |
2.813 |
-0.026 |
-0.9% |
2.987 |
| Low |
2.750 |
2.745 |
-0.005 |
-0.2% |
2.745 |
| Close |
2.763 |
2.798 |
0.035 |
1.3% |
2.798 |
| Range |
0.089 |
0.068 |
-0.021 |
-23.6% |
0.242 |
| ATR |
0.065 |
0.065 |
0.000 |
0.3% |
0.000 |
| Volume |
50,630 |
44,120 |
-6,510 |
-12.9% |
192,453 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.989 |
2.962 |
2.835 |
|
| R3 |
2.921 |
2.894 |
2.817 |
|
| R2 |
2.853 |
2.853 |
2.810 |
|
| R1 |
2.826 |
2.826 |
2.804 |
2.840 |
| PP |
2.785 |
2.785 |
2.785 |
2.792 |
| S1 |
2.758 |
2.758 |
2.792 |
2.772 |
| S2 |
2.717 |
2.717 |
2.786 |
|
| S3 |
2.649 |
2.690 |
2.779 |
|
| S4 |
2.581 |
2.622 |
2.761 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.569 |
3.426 |
2.931 |
|
| R3 |
3.327 |
3.184 |
2.865 |
|
| R2 |
3.085 |
3.085 |
2.842 |
|
| R1 |
2.942 |
2.942 |
2.820 |
2.893 |
| PP |
2.843 |
2.843 |
2.843 |
2.819 |
| S1 |
2.700 |
2.700 |
2.776 |
2.651 |
| S2 |
2.601 |
2.601 |
2.754 |
|
| S3 |
2.359 |
2.458 |
2.731 |
|
| S4 |
2.117 |
2.216 |
2.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.987 |
2.745 |
0.242 |
8.6% |
0.076 |
2.7% |
22% |
False |
True |
38,490 |
| 10 |
2.987 |
2.745 |
0.242 |
8.6% |
0.064 |
2.3% |
22% |
False |
True |
31,857 |
| 20 |
3.103 |
2.745 |
0.358 |
12.8% |
0.060 |
2.2% |
15% |
False |
True |
27,072 |
| 40 |
3.293 |
2.745 |
0.548 |
19.6% |
0.058 |
2.1% |
10% |
False |
True |
24,795 |
| 60 |
3.343 |
2.745 |
0.598 |
21.4% |
0.062 |
2.2% |
9% |
False |
True |
22,385 |
| 80 |
3.383 |
2.745 |
0.638 |
22.8% |
0.063 |
2.3% |
8% |
False |
True |
20,476 |
| 100 |
3.483 |
2.745 |
0.738 |
26.4% |
0.065 |
2.3% |
7% |
False |
True |
19,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.102 |
|
2.618 |
2.991 |
|
1.618 |
2.923 |
|
1.000 |
2.881 |
|
0.618 |
2.855 |
|
HIGH |
2.813 |
|
0.618 |
2.787 |
|
0.500 |
2.779 |
|
0.382 |
2.771 |
|
LOW |
2.745 |
|
0.618 |
2.703 |
|
1.000 |
2.677 |
|
1.618 |
2.635 |
|
2.618 |
2.567 |
|
4.250 |
2.456 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.792 |
2.825 |
| PP |
2.785 |
2.816 |
| S1 |
2.779 |
2.807 |
|