NYMEX Natural Gas Future March 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 |
2.924 |
2.870 |
-0.054 |
-1.8% |
2.890 |
| High |
2.927 |
2.877 |
-0.050 |
-1.7% |
2.936 |
| Low |
2.855 |
2.803 |
-0.052 |
-1.8% |
2.853 |
| Close |
2.861 |
2.814 |
-0.047 |
-1.6% |
2.895 |
| Range |
0.072 |
0.074 |
0.002 |
2.8% |
0.083 |
| ATR |
0.055 |
0.056 |
0.001 |
2.5% |
0.000 |
| Volume |
18,144 |
20,448 |
2,304 |
12.7% |
56,911 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.053 |
3.008 |
2.855 |
|
| R3 |
2.979 |
2.934 |
2.834 |
|
| R2 |
2.905 |
2.905 |
2.828 |
|
| R1 |
2.860 |
2.860 |
2.821 |
2.846 |
| PP |
2.831 |
2.831 |
2.831 |
2.824 |
| S1 |
2.786 |
2.786 |
2.807 |
2.772 |
| S2 |
2.757 |
2.757 |
2.800 |
|
| S3 |
2.683 |
2.712 |
2.794 |
|
| S4 |
2.609 |
2.638 |
2.773 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.102 |
2.941 |
|
| R3 |
3.061 |
3.019 |
2.918 |
|
| R2 |
2.978 |
2.978 |
2.910 |
|
| R1 |
2.936 |
2.936 |
2.903 |
2.957 |
| PP |
2.895 |
2.895 |
2.895 |
2.905 |
| S1 |
2.853 |
2.853 |
2.887 |
2.874 |
| S2 |
2.812 |
2.812 |
2.880 |
|
| S3 |
2.729 |
2.770 |
2.872 |
|
| S4 |
2.646 |
2.687 |
2.849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.956 |
2.803 |
0.153 |
5.4% |
0.071 |
2.5% |
7% |
False |
True |
18,023 |
| 10 |
2.976 |
2.803 |
0.173 |
6.1% |
0.054 |
1.9% |
6% |
False |
True |
13,481 |
| 20 |
3.062 |
2.803 |
0.259 |
9.2% |
0.051 |
1.8% |
4% |
False |
True |
12,547 |
| 40 |
3.238 |
2.803 |
0.435 |
15.5% |
0.052 |
1.8% |
3% |
False |
True |
10,171 |
| 60 |
3.290 |
2.803 |
0.487 |
17.3% |
0.054 |
1.9% |
2% |
False |
True |
9,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.192 |
|
2.618 |
3.071 |
|
1.618 |
2.997 |
|
1.000 |
2.951 |
|
0.618 |
2.923 |
|
HIGH |
2.877 |
|
0.618 |
2.849 |
|
0.500 |
2.840 |
|
0.382 |
2.831 |
|
LOW |
2.803 |
|
0.618 |
2.757 |
|
1.000 |
2.729 |
|
1.618 |
2.683 |
|
2.618 |
2.609 |
|
4.250 |
2.489 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.840 |
2.880 |
| PP |
2.831 |
2.858 |
| S1 |
2.823 |
2.836 |
|