NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.802 |
-0.017 |
-0.6% |
2.950 |
| High |
2.842 |
2.848 |
0.006 |
0.2% |
2.987 |
| Low |
2.801 |
2.791 |
-0.010 |
-0.4% |
2.745 |
| Close |
2.806 |
2.813 |
0.007 |
0.2% |
2.798 |
| Range |
0.041 |
0.057 |
0.016 |
39.0% |
0.242 |
| ATR |
0.062 |
0.062 |
0.000 |
-0.6% |
0.000 |
| Volume |
44,295 |
72,270 |
27,975 |
63.2% |
192,453 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.988 |
2.958 |
2.844 |
|
| R3 |
2.931 |
2.901 |
2.829 |
|
| R2 |
2.874 |
2.874 |
2.823 |
|
| R1 |
2.844 |
2.844 |
2.818 |
2.859 |
| PP |
2.817 |
2.817 |
2.817 |
2.825 |
| S1 |
2.787 |
2.787 |
2.808 |
2.802 |
| S2 |
2.760 |
2.760 |
2.803 |
|
| S3 |
2.703 |
2.730 |
2.797 |
|
| S4 |
2.646 |
2.673 |
2.782 |
|
|
| 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 |
2.848 |
2.745 |
0.103 |
3.7% |
0.060 |
2.1% |
66% |
True |
False |
48,446 |
| 10 |
2.987 |
2.745 |
0.242 |
8.6% |
0.069 |
2.5% |
28% |
False |
False |
40,883 |
| 20 |
3.103 |
2.745 |
0.358 |
12.7% |
0.061 |
2.2% |
19% |
False |
False |
30,850 |
| 40 |
3.293 |
2.745 |
0.548 |
19.5% |
0.059 |
2.1% |
12% |
False |
False |
26,854 |
| 60 |
3.343 |
2.745 |
0.598 |
21.3% |
0.060 |
2.1% |
11% |
False |
False |
23,814 |
| 80 |
3.383 |
2.745 |
0.638 |
22.7% |
0.062 |
2.2% |
11% |
False |
False |
21,744 |
| 100 |
3.483 |
2.745 |
0.738 |
26.2% |
0.065 |
2.3% |
9% |
False |
False |
20,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.090 |
|
2.618 |
2.997 |
|
1.618 |
2.940 |
|
1.000 |
2.905 |
|
0.618 |
2.883 |
|
HIGH |
2.848 |
|
0.618 |
2.826 |
|
0.500 |
2.820 |
|
0.382 |
2.813 |
|
LOW |
2.791 |
|
0.618 |
2.756 |
|
1.000 |
2.734 |
|
1.618 |
2.699 |
|
2.618 |
2.642 |
|
4.250 |
2.549 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.813 |
| PP |
2.817 |
2.813 |
| S1 |
2.815 |
2.813 |
|