NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.749 |
2.787 |
0.038 |
1.4% |
2.937 |
| High |
2.791 |
2.802 |
0.011 |
0.4% |
2.956 |
| Low |
2.733 |
2.759 |
0.026 |
1.0% |
2.733 |
| Close |
2.778 |
2.787 |
0.009 |
0.3% |
2.778 |
| Range |
0.058 |
0.043 |
-0.015 |
-25.9% |
0.223 |
| ATR |
0.058 |
0.057 |
-0.001 |
-1.9% |
0.000 |
| Volume |
22,859 |
16,154 |
-6,705 |
-29.3% |
110,338 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.912 |
2.892 |
2.811 |
|
| R3 |
2.869 |
2.849 |
2.799 |
|
| R2 |
2.826 |
2.826 |
2.795 |
|
| R1 |
2.806 |
2.806 |
2.791 |
2.809 |
| PP |
2.783 |
2.783 |
2.783 |
2.784 |
| S1 |
2.763 |
2.763 |
2.783 |
2.766 |
| S2 |
2.740 |
2.740 |
2.779 |
|
| S3 |
2.697 |
2.720 |
2.775 |
|
| S4 |
2.654 |
2.677 |
2.763 |
|
|
| 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 |
2.927 |
2.733 |
0.194 |
7.0% |
0.066 |
2.4% |
28% |
False |
False |
20,720 |
| 10 |
2.956 |
2.733 |
0.223 |
8.0% |
0.059 |
2.1% |
24% |
False |
False |
16,991 |
| 20 |
3.062 |
2.733 |
0.329 |
11.8% |
0.054 |
1.9% |
16% |
False |
False |
14,020 |
| 40 |
3.238 |
2.733 |
0.505 |
18.1% |
0.051 |
1.8% |
11% |
False |
False |
11,083 |
| 60 |
3.290 |
2.733 |
0.557 |
20.0% |
0.055 |
2.0% |
10% |
False |
False |
9,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.985 |
|
2.618 |
2.915 |
|
1.618 |
2.872 |
|
1.000 |
2.845 |
|
0.618 |
2.829 |
|
HIGH |
2.802 |
|
0.618 |
2.786 |
|
0.500 |
2.781 |
|
0.382 |
2.775 |
|
LOW |
2.759 |
|
0.618 |
2.732 |
|
1.000 |
2.716 |
|
1.618 |
2.689 |
|
2.618 |
2.646 |
|
4.250 |
2.576 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.783 |
| PP |
2.783 |
2.780 |
| S1 |
2.781 |
2.776 |
|