NYMEX Natural Gas Future March 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 |
2.811 |
2.749 |
-0.062 |
-2.2% |
2.937 |
| High |
2.819 |
2.791 |
-0.028 |
-1.0% |
2.956 |
| Low |
2.737 |
2.733 |
-0.004 |
-0.1% |
2.733 |
| Close |
2.749 |
2.778 |
0.029 |
1.1% |
2.778 |
| Range |
0.082 |
0.058 |
-0.024 |
-29.3% |
0.223 |
| ATR |
0.058 |
0.058 |
0.000 |
0.0% |
0.000 |
| Volume |
25,999 |
22,859 |
-3,140 |
-12.1% |
110,338 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.918 |
2.810 |
|
| R3 |
2.883 |
2.860 |
2.794 |
|
| R2 |
2.825 |
2.825 |
2.789 |
|
| R1 |
2.802 |
2.802 |
2.783 |
2.814 |
| PP |
2.767 |
2.767 |
2.767 |
2.773 |
| S1 |
2.744 |
2.744 |
2.773 |
2.756 |
| S2 |
2.709 |
2.709 |
2.767 |
|
| S3 |
2.651 |
2.686 |
2.762 |
|
| S4 |
2.593 |
2.628 |
2.746 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.491 |
3.358 |
2.901 |
|
| R3 |
3.268 |
3.135 |
2.839 |
|
| R2 |
3.045 |
3.045 |
2.819 |
|
| R1 |
2.912 |
2.912 |
2.798 |
2.867 |
| PP |
2.822 |
2.822 |
2.822 |
2.800 |
| S1 |
2.689 |
2.689 |
2.758 |
2.644 |
| S2 |
2.599 |
2.599 |
2.737 |
|
| S3 |
2.376 |
2.466 |
2.717 |
|
| S4 |
2.153 |
2.243 |
2.655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.956 |
2.733 |
0.223 |
8.0% |
0.069 |
2.5% |
20% |
False |
True |
22,067 |
| 10 |
2.956 |
2.733 |
0.223 |
8.0% |
0.057 |
2.1% |
20% |
False |
True |
16,724 |
| 20 |
3.062 |
2.733 |
0.329 |
11.8% |
0.053 |
1.9% |
14% |
False |
True |
13,591 |
| 40 |
3.238 |
2.733 |
0.505 |
18.2% |
0.051 |
1.9% |
9% |
False |
True |
10,821 |
| 60 |
3.290 |
2.733 |
0.557 |
20.1% |
0.055 |
2.0% |
8% |
False |
True |
9,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.038 |
|
2.618 |
2.943 |
|
1.618 |
2.885 |
|
1.000 |
2.849 |
|
0.618 |
2.827 |
|
HIGH |
2.791 |
|
0.618 |
2.769 |
|
0.500 |
2.762 |
|
0.382 |
2.755 |
|
LOW |
2.733 |
|
0.618 |
2.697 |
|
1.000 |
2.675 |
|
1.618 |
2.639 |
|
2.618 |
2.581 |
|
4.250 |
2.487 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.773 |
2.805 |
| PP |
2.767 |
2.796 |
| S1 |
2.762 |
2.787 |
|