NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.780 |
-0.020 |
-0.7% |
2.937 |
| High |
2.821 |
2.823 |
0.002 |
0.1% |
2.956 |
| Low |
2.784 |
2.775 |
-0.009 |
-0.3% |
2.733 |
| Close |
2.791 |
2.792 |
0.001 |
0.0% |
2.778 |
| Range |
0.037 |
0.048 |
0.011 |
29.7% |
0.223 |
| ATR |
0.056 |
0.055 |
-0.001 |
-1.0% |
0.000 |
| Volume |
18,063 |
26,849 |
8,786 |
48.6% |
110,338 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.914 |
2.818 |
|
| R3 |
2.893 |
2.866 |
2.805 |
|
| R2 |
2.845 |
2.845 |
2.801 |
|
| R1 |
2.818 |
2.818 |
2.796 |
2.832 |
| PP |
2.797 |
2.797 |
2.797 |
2.803 |
| S1 |
2.770 |
2.770 |
2.788 |
2.784 |
| S2 |
2.749 |
2.749 |
2.783 |
|
| S3 |
2.701 |
2.722 |
2.779 |
|
| S4 |
2.653 |
2.674 |
2.766 |
|
|
| 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 |
2.823 |
2.733 |
0.090 |
3.2% |
0.054 |
1.9% |
66% |
True |
False |
21,984 |
| 10 |
2.956 |
2.733 |
0.223 |
8.0% |
0.062 |
2.2% |
26% |
False |
False |
20,003 |
| 20 |
3.062 |
2.733 |
0.329 |
11.8% |
0.054 |
1.9% |
18% |
False |
False |
15,151 |
| 40 |
3.238 |
2.733 |
0.505 |
18.1% |
0.052 |
1.8% |
12% |
False |
False |
11,835 |
| 60 |
3.290 |
2.733 |
0.557 |
19.9% |
0.054 |
1.9% |
11% |
False |
False |
10,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.027 |
|
2.618 |
2.949 |
|
1.618 |
2.901 |
|
1.000 |
2.871 |
|
0.618 |
2.853 |
|
HIGH |
2.823 |
|
0.618 |
2.805 |
|
0.500 |
2.799 |
|
0.382 |
2.793 |
|
LOW |
2.775 |
|
0.618 |
2.745 |
|
1.000 |
2.727 |
|
1.618 |
2.697 |
|
2.618 |
2.649 |
|
4.250 |
2.571 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.799 |
2.792 |
| PP |
2.797 |
2.791 |
| S1 |
2.794 |
2.791 |
|