NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
2.625 |
-0.075 |
-2.8% |
2.836 |
| High |
2.714 |
2.684 |
-0.030 |
-1.1% |
2.875 |
| Low |
2.618 |
2.607 |
-0.011 |
-0.4% |
2.607 |
| Close |
2.631 |
2.664 |
0.033 |
1.3% |
2.664 |
| Range |
0.096 |
0.077 |
-0.019 |
-19.8% |
0.268 |
| ATR |
0.069 |
0.069 |
0.001 |
0.8% |
0.000 |
| Volume |
57,466 |
45,324 |
-12,142 |
-21.1% |
220,784 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.883 |
2.850 |
2.706 |
|
| R3 |
2.806 |
2.773 |
2.685 |
|
| R2 |
2.729 |
2.729 |
2.678 |
|
| R1 |
2.696 |
2.696 |
2.671 |
2.713 |
| PP |
2.652 |
2.652 |
2.652 |
2.660 |
| S1 |
2.619 |
2.619 |
2.657 |
2.636 |
| S2 |
2.575 |
2.575 |
2.650 |
|
| S3 |
2.498 |
2.542 |
2.643 |
|
| S4 |
2.421 |
2.465 |
2.622 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.519 |
3.360 |
2.811 |
|
| R3 |
3.251 |
3.092 |
2.738 |
|
| R2 |
2.983 |
2.983 |
2.713 |
|
| R1 |
2.824 |
2.824 |
2.689 |
2.770 |
| PP |
2.715 |
2.715 |
2.715 |
2.688 |
| S1 |
2.556 |
2.556 |
2.639 |
2.502 |
| S2 |
2.447 |
2.447 |
2.615 |
|
| S3 |
2.179 |
2.288 |
2.590 |
|
| S4 |
1.911 |
2.020 |
2.517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.875 |
2.607 |
0.268 |
10.1% |
0.082 |
3.1% |
21% |
False |
True |
44,156 |
| 10 |
2.875 |
2.607 |
0.268 |
10.1% |
0.069 |
2.6% |
21% |
False |
True |
35,078 |
| 20 |
2.998 |
2.607 |
0.391 |
14.7% |
0.064 |
2.4% |
15% |
False |
True |
29,446 |
| 40 |
3.197 |
2.607 |
0.590 |
22.1% |
0.061 |
2.3% |
10% |
False |
True |
24,561 |
| 60 |
3.237 |
2.607 |
0.630 |
23.6% |
0.064 |
2.4% |
9% |
False |
True |
21,193 |
| 80 |
3.283 |
2.607 |
0.676 |
25.4% |
0.065 |
2.4% |
8% |
False |
True |
18,970 |
| 100 |
3.391 |
2.607 |
0.784 |
29.4% |
0.068 |
2.5% |
7% |
False |
True |
16,991 |
| 120 |
3.391 |
2.607 |
0.784 |
29.4% |
0.068 |
2.5% |
7% |
False |
True |
15,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.011 |
|
2.618 |
2.886 |
|
1.618 |
2.809 |
|
1.000 |
2.761 |
|
0.618 |
2.732 |
|
HIGH |
2.684 |
|
0.618 |
2.655 |
|
0.500 |
2.646 |
|
0.382 |
2.636 |
|
LOW |
2.607 |
|
0.618 |
2.559 |
|
1.000 |
2.530 |
|
1.618 |
2.482 |
|
2.618 |
2.405 |
|
4.250 |
2.280 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.658 |
2.697 |
| PP |
2.652 |
2.686 |
| S1 |
2.646 |
2.675 |
|