NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.656 |
2.683 |
0.027 |
1.0% |
2.836 |
| High |
2.697 |
2.713 |
0.016 |
0.6% |
2.875 |
| Low |
2.643 |
2.667 |
0.024 |
0.9% |
2.607 |
| Close |
2.676 |
2.673 |
-0.003 |
-0.1% |
2.664 |
| Range |
0.054 |
0.046 |
-0.008 |
-14.8% |
0.268 |
| ATR |
0.068 |
0.067 |
-0.002 |
-2.3% |
0.000 |
| Volume |
36,786 |
64,671 |
27,885 |
75.8% |
220,784 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.822 |
2.794 |
2.698 |
|
| R3 |
2.776 |
2.748 |
2.686 |
|
| R2 |
2.730 |
2.730 |
2.681 |
|
| R1 |
2.702 |
2.702 |
2.677 |
2.693 |
| PP |
2.684 |
2.684 |
2.684 |
2.680 |
| S1 |
2.656 |
2.656 |
2.669 |
2.647 |
| S2 |
2.638 |
2.638 |
2.665 |
|
| S3 |
2.592 |
2.610 |
2.660 |
|
| S4 |
2.546 |
2.564 |
2.648 |
|
|
| 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 |
2.786 |
2.607 |
0.179 |
6.7% |
0.073 |
2.7% |
37% |
False |
False |
49,823 |
| 10 |
2.875 |
2.607 |
0.268 |
10.0% |
0.072 |
2.7% |
25% |
False |
False |
40,470 |
| 20 |
2.998 |
2.607 |
0.391 |
14.6% |
0.064 |
2.4% |
17% |
False |
False |
31,963 |
| 40 |
3.197 |
2.607 |
0.590 |
22.1% |
0.062 |
2.3% |
11% |
False |
False |
26,043 |
| 60 |
3.237 |
2.607 |
0.630 |
23.6% |
0.064 |
2.4% |
10% |
False |
False |
22,385 |
| 80 |
3.283 |
2.607 |
0.676 |
25.3% |
0.065 |
2.4% |
10% |
False |
False |
19,897 |
| 100 |
3.391 |
2.607 |
0.784 |
29.3% |
0.067 |
2.5% |
8% |
False |
False |
17,826 |
| 120 |
3.391 |
2.607 |
0.784 |
29.3% |
0.067 |
2.5% |
8% |
False |
False |
15,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.909 |
|
2.618 |
2.833 |
|
1.618 |
2.787 |
|
1.000 |
2.759 |
|
0.618 |
2.741 |
|
HIGH |
2.713 |
|
0.618 |
2.695 |
|
0.500 |
2.690 |
|
0.382 |
2.685 |
|
LOW |
2.667 |
|
0.618 |
2.639 |
|
1.000 |
2.621 |
|
1.618 |
2.593 |
|
2.618 |
2.547 |
|
4.250 |
2.472 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.690 |
2.669 |
| PP |
2.684 |
2.664 |
| S1 |
2.679 |
2.660 |
|