NYMEX Natural Gas Future February 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 |
2.827 |
2.812 |
-0.015 |
-0.5% |
2.950 |
| High |
2.852 |
2.856 |
0.004 |
0.1% |
2.989 |
| Low |
2.812 |
2.801 |
-0.011 |
-0.4% |
2.760 |
| Close |
2.818 |
2.821 |
0.003 |
0.1% |
2.808 |
| Range |
0.040 |
0.055 |
0.015 |
37.5% |
0.229 |
| ATR |
0.058 |
0.058 |
0.000 |
-0.4% |
0.000 |
| Volume |
11,103 |
17,528 |
6,425 |
57.9% |
65,748 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.991 |
2.961 |
2.851 |
|
| R3 |
2.936 |
2.906 |
2.836 |
|
| R2 |
2.881 |
2.881 |
2.831 |
|
| R1 |
2.851 |
2.851 |
2.826 |
2.866 |
| PP |
2.826 |
2.826 |
2.826 |
2.834 |
| S1 |
2.796 |
2.796 |
2.816 |
2.811 |
| S2 |
2.771 |
2.771 |
2.811 |
|
| S3 |
2.716 |
2.741 |
2.806 |
|
| S4 |
2.661 |
2.686 |
2.791 |
|
|
| 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 |
2.856 |
2.760 |
0.096 |
3.4% |
0.057 |
2.0% |
64% |
True |
False |
13,236 |
| 10 |
2.989 |
2.760 |
0.229 |
8.1% |
0.065 |
2.3% |
27% |
False |
False |
12,994 |
| 20 |
3.097 |
2.760 |
0.337 |
11.9% |
0.056 |
2.0% |
18% |
False |
False |
10,273 |
| 40 |
3.282 |
2.760 |
0.522 |
18.5% |
0.054 |
1.9% |
12% |
False |
False |
8,027 |
| 60 |
3.333 |
2.760 |
0.573 |
20.3% |
0.055 |
2.0% |
11% |
False |
False |
6,569 |
| 80 |
3.370 |
2.760 |
0.610 |
21.6% |
0.056 |
2.0% |
10% |
False |
False |
5,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.090 |
|
2.618 |
3.000 |
|
1.618 |
2.945 |
|
1.000 |
2.911 |
|
0.618 |
2.890 |
|
HIGH |
2.856 |
|
0.618 |
2.835 |
|
0.500 |
2.829 |
|
0.382 |
2.822 |
|
LOW |
2.801 |
|
0.618 |
2.767 |
|
1.000 |
2.746 |
|
1.618 |
2.712 |
|
2.618 |
2.657 |
|
4.250 |
2.567 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.822 |
| PP |
2.826 |
2.822 |
| S1 |
2.824 |
2.821 |
|