NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.780 |
2.792 |
0.012 |
0.4% |
2.937 |
| High |
2.823 |
2.838 |
0.015 |
0.5% |
2.956 |
| Low |
2.775 |
2.785 |
0.010 |
0.4% |
2.733 |
| Close |
2.792 |
2.827 |
0.035 |
1.3% |
2.778 |
| Range |
0.048 |
0.053 |
0.005 |
10.4% |
0.223 |
| ATR |
0.055 |
0.055 |
0.000 |
-0.3% |
0.000 |
| Volume |
26,849 |
19,498 |
-7,351 |
-27.4% |
110,338 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.976 |
2.954 |
2.856 |
|
| R3 |
2.923 |
2.901 |
2.842 |
|
| R2 |
2.870 |
2.870 |
2.837 |
|
| R1 |
2.848 |
2.848 |
2.832 |
2.859 |
| PP |
2.817 |
2.817 |
2.817 |
2.822 |
| S1 |
2.795 |
2.795 |
2.822 |
2.806 |
| S2 |
2.764 |
2.764 |
2.817 |
|
| S3 |
2.711 |
2.742 |
2.812 |
|
| S4 |
2.658 |
2.689 |
2.798 |
|
|
| 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 |
2.838 |
2.733 |
0.105 |
3.7% |
0.048 |
1.7% |
90% |
True |
False |
20,684 |
| 10 |
2.956 |
2.733 |
0.223 |
7.9% |
0.059 |
2.1% |
42% |
False |
False |
20,455 |
| 20 |
3.062 |
2.733 |
0.329 |
11.6% |
0.054 |
1.9% |
29% |
False |
False |
15,490 |
| 40 |
3.238 |
2.733 |
0.505 |
17.9% |
0.052 |
1.8% |
19% |
False |
False |
12,021 |
| 60 |
3.290 |
2.733 |
0.557 |
19.7% |
0.054 |
1.9% |
17% |
False |
False |
10,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.063 |
|
2.618 |
2.977 |
|
1.618 |
2.924 |
|
1.000 |
2.891 |
|
0.618 |
2.871 |
|
HIGH |
2.838 |
|
0.618 |
2.818 |
|
0.500 |
2.812 |
|
0.382 |
2.805 |
|
LOW |
2.785 |
|
0.618 |
2.752 |
|
1.000 |
2.732 |
|
1.618 |
2.699 |
|
2.618 |
2.646 |
|
4.250 |
2.560 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.822 |
2.820 |
| PP |
2.817 |
2.813 |
| S1 |
2.812 |
2.807 |
|