NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.792 |
2.808 |
0.016 |
0.6% |
2.787 |
| High |
2.838 |
2.852 |
0.014 |
0.5% |
2.852 |
| Low |
2.785 |
2.793 |
0.008 |
0.3% |
2.759 |
| Close |
2.827 |
2.835 |
0.008 |
0.3% |
2.835 |
| Range |
0.053 |
0.059 |
0.006 |
11.3% |
0.093 |
| ATR |
0.055 |
0.055 |
0.000 |
0.5% |
0.000 |
| Volume |
19,498 |
18,537 |
-961 |
-4.9% |
99,101 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.004 |
2.978 |
2.867 |
|
| R3 |
2.945 |
2.919 |
2.851 |
|
| R2 |
2.886 |
2.886 |
2.846 |
|
| R1 |
2.860 |
2.860 |
2.840 |
2.873 |
| PP |
2.827 |
2.827 |
2.827 |
2.833 |
| S1 |
2.801 |
2.801 |
2.830 |
2.814 |
| S2 |
2.768 |
2.768 |
2.824 |
|
| S3 |
2.709 |
2.742 |
2.819 |
|
| S4 |
2.650 |
2.683 |
2.803 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.094 |
3.058 |
2.886 |
|
| R3 |
3.001 |
2.965 |
2.861 |
|
| R2 |
2.908 |
2.908 |
2.852 |
|
| R1 |
2.872 |
2.872 |
2.844 |
2.890 |
| PP |
2.815 |
2.815 |
2.815 |
2.825 |
| S1 |
2.779 |
2.779 |
2.826 |
2.797 |
| S2 |
2.722 |
2.722 |
2.818 |
|
| S3 |
2.629 |
2.686 |
2.809 |
|
| S4 |
2.536 |
2.593 |
2.784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.852 |
2.759 |
0.093 |
3.3% |
0.048 |
1.7% |
82% |
True |
False |
19,820 |
| 10 |
2.956 |
2.733 |
0.223 |
7.9% |
0.059 |
2.1% |
46% |
False |
False |
20,943 |
| 20 |
3.062 |
2.733 |
0.329 |
11.6% |
0.054 |
1.9% |
31% |
False |
False |
15,950 |
| 40 |
3.166 |
2.733 |
0.433 |
15.3% |
0.051 |
1.8% |
24% |
False |
False |
12,211 |
| 60 |
3.290 |
2.733 |
0.557 |
19.6% |
0.054 |
1.9% |
18% |
False |
False |
10,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.103 |
|
2.618 |
3.006 |
|
1.618 |
2.947 |
|
1.000 |
2.911 |
|
0.618 |
2.888 |
|
HIGH |
2.852 |
|
0.618 |
2.829 |
|
0.500 |
2.823 |
|
0.382 |
2.816 |
|
LOW |
2.793 |
|
0.618 |
2.757 |
|
1.000 |
2.734 |
|
1.618 |
2.698 |
|
2.618 |
2.639 |
|
4.250 |
2.542 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.831 |
2.828 |
| PP |
2.827 |
2.821 |
| S1 |
2.823 |
2.814 |
|