NYMEX Natural Gas Future November 2015
| 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 |
2.459 |
2.476 |
0.017 |
0.7% |
2.674 |
| High |
2.489 |
2.531 |
0.042 |
1.7% |
2.720 |
| Low |
2.436 |
2.455 |
0.019 |
0.8% |
2.403 |
| Close |
2.470 |
2.474 |
0.004 |
0.2% |
2.451 |
| Range |
0.053 |
0.076 |
0.023 |
43.4% |
0.317 |
| ATR |
0.073 |
0.073 |
0.000 |
0.3% |
0.000 |
| Volume |
140,217 |
163,423 |
23,206 |
16.6% |
673,801 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.715 |
2.670 |
2.516 |
|
| R3 |
2.639 |
2.594 |
2.495 |
|
| R2 |
2.563 |
2.563 |
2.488 |
|
| R1 |
2.518 |
2.518 |
2.481 |
2.503 |
| PP |
2.487 |
2.487 |
2.487 |
2.479 |
| S1 |
2.442 |
2.442 |
2.467 |
2.427 |
| S2 |
2.411 |
2.411 |
2.460 |
|
| S3 |
2.335 |
2.366 |
2.453 |
|
| S4 |
2.259 |
2.290 |
2.432 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.476 |
3.280 |
2.625 |
|
| R3 |
3.159 |
2.963 |
2.538 |
|
| R2 |
2.842 |
2.842 |
2.509 |
|
| R1 |
2.646 |
2.646 |
2.480 |
2.586 |
| PP |
2.525 |
2.525 |
2.525 |
2.494 |
| S1 |
2.329 |
2.329 |
2.422 |
2.269 |
| S2 |
2.208 |
2.208 |
2.393 |
|
| S3 |
1.891 |
2.012 |
2.364 |
|
| S4 |
1.574 |
1.695 |
2.277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.541 |
2.403 |
0.138 |
5.6% |
0.076 |
3.1% |
51% |
False |
False |
137,183 |
| 10 |
2.720 |
2.403 |
0.317 |
12.8% |
0.082 |
3.3% |
22% |
False |
False |
133,660 |
| 20 |
2.859 |
2.403 |
0.456 |
18.4% |
0.070 |
2.8% |
16% |
False |
False |
104,188 |
| 40 |
3.052 |
2.403 |
0.649 |
26.2% |
0.068 |
2.7% |
11% |
False |
False |
72,775 |
| 60 |
3.079 |
2.403 |
0.676 |
27.3% |
0.069 |
2.8% |
11% |
False |
False |
58,448 |
| 80 |
3.118 |
2.403 |
0.715 |
28.9% |
0.070 |
2.8% |
10% |
False |
False |
48,810 |
| 100 |
3.254 |
2.403 |
0.851 |
34.4% |
0.073 |
3.0% |
8% |
False |
False |
42,060 |
| 120 |
3.254 |
2.403 |
0.851 |
34.4% |
0.073 |
3.0% |
8% |
False |
False |
36,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.854 |
|
2.618 |
2.730 |
|
1.618 |
2.654 |
|
1.000 |
2.607 |
|
0.618 |
2.578 |
|
HIGH |
2.531 |
|
0.618 |
2.502 |
|
0.500 |
2.493 |
|
0.382 |
2.484 |
|
LOW |
2.455 |
|
0.618 |
2.408 |
|
1.000 |
2.379 |
|
1.618 |
2.332 |
|
2.618 |
2.256 |
|
4.250 |
2.132 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.493 |
2.480 |
| PP |
2.487 |
2.478 |
| S1 |
2.480 |
2.476 |
|