NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.963 |
2.889 |
-0.074 |
-2.5% |
2.927 |
| High |
2.963 |
2.910 |
-0.053 |
-1.8% |
2.967 |
| Low |
2.887 |
2.832 |
-0.055 |
-1.9% |
2.879 |
| Close |
2.891 |
2.842 |
-0.049 |
-1.7% |
2.925 |
| Range |
0.076 |
0.078 |
0.002 |
2.6% |
0.088 |
| ATR |
0.058 |
0.059 |
0.001 |
2.5% |
0.000 |
| Volume |
10,118 |
12,290 |
2,172 |
21.5% |
47,867 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.095 |
3.047 |
2.885 |
|
| R3 |
3.017 |
2.969 |
2.863 |
|
| R2 |
2.939 |
2.939 |
2.856 |
|
| R1 |
2.891 |
2.891 |
2.849 |
2.876 |
| PP |
2.861 |
2.861 |
2.861 |
2.854 |
| S1 |
2.813 |
2.813 |
2.835 |
2.798 |
| S2 |
2.783 |
2.783 |
2.828 |
|
| S3 |
2.705 |
2.735 |
2.821 |
|
| S4 |
2.627 |
2.657 |
2.799 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.188 |
3.144 |
2.973 |
|
| R3 |
3.100 |
3.056 |
2.949 |
|
| R2 |
3.012 |
3.012 |
2.941 |
|
| R1 |
2.968 |
2.968 |
2.933 |
2.946 |
| PP |
2.924 |
2.924 |
2.924 |
2.913 |
| S1 |
2.880 |
2.880 |
2.917 |
2.858 |
| S2 |
2.836 |
2.836 |
2.909 |
|
| S3 |
2.748 |
2.792 |
2.901 |
|
| S4 |
2.660 |
2.704 |
2.877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.989 |
2.832 |
0.157 |
5.5% |
0.074 |
2.6% |
6% |
False |
True |
12,751 |
| 10 |
3.013 |
2.832 |
0.181 |
6.4% |
0.057 |
2.0% |
6% |
False |
True |
9,698 |
| 20 |
3.097 |
2.832 |
0.265 |
9.3% |
0.055 |
1.9% |
4% |
False |
True |
9,094 |
| 40 |
3.282 |
2.832 |
0.450 |
15.8% |
0.054 |
1.9% |
2% |
False |
True |
6,976 |
| 60 |
3.333 |
2.832 |
0.501 |
17.6% |
0.055 |
2.0% |
2% |
False |
True |
5,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.242 |
|
2.618 |
3.114 |
|
1.618 |
3.036 |
|
1.000 |
2.988 |
|
0.618 |
2.958 |
|
HIGH |
2.910 |
|
0.618 |
2.880 |
|
0.500 |
2.871 |
|
0.382 |
2.862 |
|
LOW |
2.832 |
|
0.618 |
2.784 |
|
1.000 |
2.754 |
|
1.618 |
2.706 |
|
2.618 |
2.628 |
|
4.250 |
2.501 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.871 |
2.911 |
| PP |
2.861 |
2.888 |
| S1 |
2.852 |
2.865 |
|