NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.812 |
2.829 |
0.017 |
0.6% |
2.950 |
| High |
2.856 |
2.868 |
0.012 |
0.4% |
2.989 |
| Low |
2.801 |
2.810 |
0.009 |
0.3% |
2.760 |
| Close |
2.821 |
2.855 |
0.034 |
1.2% |
2.808 |
| Range |
0.055 |
0.058 |
0.003 |
5.5% |
0.229 |
| ATR |
0.058 |
0.058 |
0.000 |
0.0% |
0.000 |
| Volume |
17,528 |
11,182 |
-6,346 |
-36.2% |
65,748 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.018 |
2.995 |
2.887 |
|
| R3 |
2.960 |
2.937 |
2.871 |
|
| R2 |
2.902 |
2.902 |
2.866 |
|
| R1 |
2.879 |
2.879 |
2.860 |
2.891 |
| PP |
2.844 |
2.844 |
2.844 |
2.850 |
| S1 |
2.821 |
2.821 |
2.850 |
2.833 |
| S2 |
2.786 |
2.786 |
2.844 |
|
| S3 |
2.728 |
2.763 |
2.839 |
|
| S4 |
2.670 |
2.705 |
2.823 |
|
|
| 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 |
2.868 |
2.760 |
0.108 |
3.8% |
0.052 |
1.8% |
88% |
True |
False |
12,314 |
| 10 |
2.989 |
2.760 |
0.229 |
8.0% |
0.062 |
2.2% |
41% |
False |
False |
12,720 |
| 20 |
3.097 |
2.760 |
0.337 |
11.8% |
0.057 |
2.0% |
28% |
False |
False |
10,387 |
| 40 |
3.282 |
2.760 |
0.522 |
18.3% |
0.054 |
1.9% |
18% |
False |
False |
8,156 |
| 60 |
3.333 |
2.760 |
0.573 |
20.1% |
0.055 |
1.9% |
17% |
False |
False |
6,685 |
| 80 |
3.370 |
2.760 |
0.610 |
21.4% |
0.056 |
2.0% |
16% |
False |
False |
5,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.115 |
|
2.618 |
3.020 |
|
1.618 |
2.962 |
|
1.000 |
2.926 |
|
0.618 |
2.904 |
|
HIGH |
2.868 |
|
0.618 |
2.846 |
|
0.500 |
2.839 |
|
0.382 |
2.832 |
|
LOW |
2.810 |
|
0.618 |
2.774 |
|
1.000 |
2.752 |
|
1.618 |
2.716 |
|
2.618 |
2.658 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.850 |
2.848 |
| PP |
2.844 |
2.841 |
| S1 |
2.839 |
2.835 |
|