NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.787 |
2.800 |
0.013 |
0.5% |
2.937 |
| High |
2.802 |
2.821 |
0.019 |
0.7% |
2.956 |
| Low |
2.759 |
2.784 |
0.025 |
0.9% |
2.733 |
| Close |
2.787 |
2.791 |
0.004 |
0.1% |
2.778 |
| Range |
0.043 |
0.037 |
-0.006 |
-14.0% |
0.223 |
| ATR |
0.057 |
0.056 |
-0.001 |
-2.5% |
0.000 |
| Volume |
16,154 |
18,063 |
1,909 |
11.8% |
110,338 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.910 |
2.887 |
2.811 |
|
| R3 |
2.873 |
2.850 |
2.801 |
|
| R2 |
2.836 |
2.836 |
2.798 |
|
| R1 |
2.813 |
2.813 |
2.794 |
2.806 |
| PP |
2.799 |
2.799 |
2.799 |
2.795 |
| S1 |
2.776 |
2.776 |
2.788 |
2.769 |
| S2 |
2.762 |
2.762 |
2.784 |
|
| S3 |
2.725 |
2.739 |
2.781 |
|
| S4 |
2.688 |
2.702 |
2.771 |
|
|
| 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 |
2.877 |
2.733 |
0.144 |
5.2% |
0.059 |
2.1% |
40% |
False |
False |
20,704 |
| 10 |
2.956 |
2.733 |
0.223 |
8.0% |
0.060 |
2.1% |
26% |
False |
False |
18,104 |
| 20 |
3.062 |
2.733 |
0.329 |
11.8% |
0.053 |
1.9% |
18% |
False |
False |
14,339 |
| 40 |
3.238 |
2.733 |
0.505 |
18.1% |
0.052 |
1.9% |
11% |
False |
False |
11,331 |
| 60 |
3.290 |
2.733 |
0.557 |
20.0% |
0.054 |
1.9% |
10% |
False |
False |
9,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.978 |
|
2.618 |
2.918 |
|
1.618 |
2.881 |
|
1.000 |
2.858 |
|
0.618 |
2.844 |
|
HIGH |
2.821 |
|
0.618 |
2.807 |
|
0.500 |
2.803 |
|
0.382 |
2.798 |
|
LOW |
2.784 |
|
0.618 |
2.761 |
|
1.000 |
2.747 |
|
1.618 |
2.724 |
|
2.618 |
2.687 |
|
4.250 |
2.627 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.803 |
2.786 |
| PP |
2.799 |
2.782 |
| S1 |
2.795 |
2.777 |
|