NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.811 |
-0.059 |
-2.1% |
2.890 |
| High |
2.877 |
2.819 |
-0.058 |
-2.0% |
2.936 |
| Low |
2.803 |
2.737 |
-0.066 |
-2.4% |
2.853 |
| Close |
2.814 |
2.749 |
-0.065 |
-2.3% |
2.895 |
| Range |
0.074 |
0.082 |
0.008 |
10.8% |
0.083 |
| ATR |
0.056 |
0.058 |
0.002 |
3.3% |
0.000 |
| Volume |
20,448 |
25,999 |
5,551 |
27.1% |
56,911 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.014 |
2.964 |
2.794 |
|
| R3 |
2.932 |
2.882 |
2.772 |
|
| R2 |
2.850 |
2.850 |
2.764 |
|
| R1 |
2.800 |
2.800 |
2.757 |
2.784 |
| PP |
2.768 |
2.768 |
2.768 |
2.761 |
| S1 |
2.718 |
2.718 |
2.741 |
2.702 |
| S2 |
2.686 |
2.686 |
2.734 |
|
| S3 |
2.604 |
2.636 |
2.726 |
|
| S4 |
2.522 |
2.554 |
2.704 |
|
|
| 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 |
2.737 |
0.219 |
8.0% |
0.071 |
2.6% |
5% |
False |
True |
20,226 |
| 10 |
2.967 |
2.737 |
0.230 |
8.4% |
0.058 |
2.1% |
5% |
False |
True |
15,375 |
| 20 |
3.062 |
2.737 |
0.325 |
11.8% |
0.054 |
2.0% |
4% |
False |
True |
13,468 |
| 40 |
3.238 |
2.737 |
0.501 |
18.2% |
0.052 |
1.9% |
2% |
False |
True |
10,499 |
| 60 |
3.290 |
2.737 |
0.553 |
20.1% |
0.055 |
2.0% |
2% |
False |
True |
9,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.168 |
|
2.618 |
3.034 |
|
1.618 |
2.952 |
|
1.000 |
2.901 |
|
0.618 |
2.870 |
|
HIGH |
2.819 |
|
0.618 |
2.788 |
|
0.500 |
2.778 |
|
0.382 |
2.768 |
|
LOW |
2.737 |
|
0.618 |
2.686 |
|
1.000 |
2.655 |
|
1.618 |
2.604 |
|
2.618 |
2.522 |
|
4.250 |
2.389 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.778 |
2.832 |
| PP |
2.768 |
2.804 |
| S1 |
2.759 |
2.777 |
|