NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.808 |
2.858 |
0.050 |
1.8% |
2.787 |
| High |
2.852 |
2.883 |
0.031 |
1.1% |
2.852 |
| Low |
2.793 |
2.837 |
0.044 |
1.6% |
2.759 |
| Close |
2.835 |
2.867 |
0.032 |
1.1% |
2.835 |
| Range |
0.059 |
0.046 |
-0.013 |
-22.0% |
0.093 |
| ATR |
0.055 |
0.055 |
-0.001 |
-0.9% |
0.000 |
| Volume |
18,537 |
18,488 |
-49 |
-0.3% |
99,101 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.000 |
2.980 |
2.892 |
|
| R3 |
2.954 |
2.934 |
2.880 |
|
| R2 |
2.908 |
2.908 |
2.875 |
|
| R1 |
2.888 |
2.888 |
2.871 |
2.898 |
| PP |
2.862 |
2.862 |
2.862 |
2.868 |
| S1 |
2.842 |
2.842 |
2.863 |
2.852 |
| S2 |
2.816 |
2.816 |
2.859 |
|
| S3 |
2.770 |
2.796 |
2.854 |
|
| S4 |
2.724 |
2.750 |
2.842 |
|
|
| 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 |
2.883 |
2.775 |
0.108 |
3.8% |
0.049 |
1.7% |
85% |
True |
False |
20,287 |
| 10 |
2.927 |
2.733 |
0.194 |
6.8% |
0.057 |
2.0% |
69% |
False |
False |
20,503 |
| 20 |
3.062 |
2.733 |
0.329 |
11.5% |
0.054 |
1.9% |
41% |
False |
False |
16,085 |
| 40 |
3.131 |
2.733 |
0.398 |
13.9% |
0.051 |
1.8% |
34% |
False |
False |
12,586 |
| 60 |
3.290 |
2.733 |
0.557 |
19.4% |
0.054 |
1.9% |
24% |
False |
False |
10,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.079 |
|
2.618 |
3.003 |
|
1.618 |
2.957 |
|
1.000 |
2.929 |
|
0.618 |
2.911 |
|
HIGH |
2.883 |
|
0.618 |
2.865 |
|
0.500 |
2.860 |
|
0.382 |
2.855 |
|
LOW |
2.837 |
|
0.618 |
2.809 |
|
1.000 |
2.791 |
|
1.618 |
2.763 |
|
2.618 |
2.717 |
|
4.250 |
2.642 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.856 |
| PP |
2.862 |
2.845 |
| S1 |
2.860 |
2.834 |
|