NYMEX Natural Gas Future February 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 |
2.842 |
2.779 |
-0.063 |
-2.2% |
2.950 |
| High |
2.846 |
2.821 |
-0.025 |
-0.9% |
2.989 |
| Low |
2.764 |
2.760 |
-0.004 |
-0.1% |
2.760 |
| Close |
2.775 |
2.808 |
0.033 |
1.2% |
2.808 |
| Range |
0.082 |
0.061 |
-0.021 |
-25.6% |
0.229 |
| ATR |
0.061 |
0.061 |
0.000 |
0.0% |
0.000 |
| Volume |
15,792 |
13,038 |
-2,754 |
-17.4% |
65,748 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.979 |
2.955 |
2.842 |
|
| R3 |
2.918 |
2.894 |
2.825 |
|
| R2 |
2.857 |
2.857 |
2.819 |
|
| R1 |
2.833 |
2.833 |
2.814 |
2.845 |
| PP |
2.796 |
2.796 |
2.796 |
2.803 |
| S1 |
2.772 |
2.772 |
2.802 |
2.784 |
| S2 |
2.735 |
2.735 |
2.797 |
|
| S3 |
2.674 |
2.711 |
2.791 |
|
| S4 |
2.613 |
2.650 |
2.774 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.539 |
3.403 |
2.934 |
|
| R3 |
3.310 |
3.174 |
2.871 |
|
| R2 |
3.081 |
3.081 |
2.850 |
|
| R1 |
2.945 |
2.945 |
2.829 |
2.899 |
| PP |
2.852 |
2.852 |
2.852 |
2.829 |
| S1 |
2.716 |
2.716 |
2.787 |
2.670 |
| S2 |
2.623 |
2.623 |
2.766 |
|
| S3 |
2.394 |
2.487 |
2.745 |
|
| S4 |
2.165 |
2.258 |
2.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.989 |
2.760 |
0.229 |
8.2% |
0.071 |
2.5% |
21% |
False |
True |
13,149 |
| 10 |
2.989 |
2.760 |
0.229 |
8.2% |
0.059 |
2.1% |
21% |
False |
True |
11,361 |
| 20 |
3.097 |
2.760 |
0.337 |
12.0% |
0.056 |
2.0% |
14% |
False |
True |
9,478 |
| 40 |
3.282 |
2.760 |
0.522 |
18.6% |
0.054 |
1.9% |
9% |
False |
True |
7,404 |
| 60 |
3.333 |
2.760 |
0.573 |
20.4% |
0.056 |
2.0% |
8% |
False |
True |
6,158 |
| 80 |
3.370 |
2.760 |
0.610 |
21.7% |
0.057 |
2.0% |
8% |
False |
True |
5,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.080 |
|
2.618 |
2.981 |
|
1.618 |
2.920 |
|
1.000 |
2.882 |
|
0.618 |
2.859 |
|
HIGH |
2.821 |
|
0.618 |
2.798 |
|
0.500 |
2.791 |
|
0.382 |
2.783 |
|
LOW |
2.760 |
|
0.618 |
2.722 |
|
1.000 |
2.699 |
|
1.618 |
2.661 |
|
2.618 |
2.600 |
|
4.250 |
2.501 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.802 |
2.835 |
| PP |
2.796 |
2.826 |
| S1 |
2.791 |
2.817 |
|