NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.625 |
2.656 |
0.031 |
1.2% |
2.836 |
| High |
2.684 |
2.697 |
0.013 |
0.5% |
2.875 |
| Low |
2.607 |
2.643 |
0.036 |
1.4% |
2.607 |
| Close |
2.664 |
2.676 |
0.012 |
0.5% |
2.664 |
| Range |
0.077 |
0.054 |
-0.023 |
-29.9% |
0.268 |
| ATR |
0.069 |
0.068 |
-0.001 |
-1.6% |
0.000 |
| Volume |
45,324 |
36,786 |
-8,538 |
-18.8% |
220,784 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.834 |
2.809 |
2.706 |
|
| R3 |
2.780 |
2.755 |
2.691 |
|
| R2 |
2.726 |
2.726 |
2.686 |
|
| R1 |
2.701 |
2.701 |
2.681 |
2.714 |
| PP |
2.672 |
2.672 |
2.672 |
2.678 |
| S1 |
2.647 |
2.647 |
2.671 |
2.660 |
| S2 |
2.618 |
2.618 |
2.666 |
|
| S3 |
2.564 |
2.593 |
2.661 |
|
| S4 |
2.510 |
2.539 |
2.646 |
|
|
| 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 |
2.842 |
2.607 |
0.235 |
8.8% |
0.081 |
3.0% |
29% |
False |
False |
44,180 |
| 10 |
2.875 |
2.607 |
0.268 |
10.0% |
0.070 |
2.6% |
26% |
False |
False |
36,500 |
| 20 |
2.998 |
2.607 |
0.391 |
14.6% |
0.065 |
2.4% |
18% |
False |
False |
29,966 |
| 40 |
3.197 |
2.607 |
0.590 |
22.0% |
0.062 |
2.3% |
12% |
False |
False |
24,909 |
| 60 |
3.237 |
2.607 |
0.630 |
23.5% |
0.064 |
2.4% |
11% |
False |
False |
21,499 |
| 80 |
3.283 |
2.607 |
0.676 |
25.3% |
0.065 |
2.4% |
10% |
False |
False |
19,238 |
| 100 |
3.391 |
2.607 |
0.784 |
29.3% |
0.068 |
2.5% |
9% |
False |
False |
17,276 |
| 120 |
3.391 |
2.607 |
0.784 |
29.3% |
0.067 |
2.5% |
9% |
False |
False |
15,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.927 |
|
2.618 |
2.838 |
|
1.618 |
2.784 |
|
1.000 |
2.751 |
|
0.618 |
2.730 |
|
HIGH |
2.697 |
|
0.618 |
2.676 |
|
0.500 |
2.670 |
|
0.382 |
2.664 |
|
LOW |
2.643 |
|
0.618 |
2.610 |
|
1.000 |
2.589 |
|
1.618 |
2.556 |
|
2.618 |
2.502 |
|
4.250 |
2.414 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.674 |
2.671 |
| PP |
2.672 |
2.666 |
| S1 |
2.670 |
2.661 |
|