NYMEX Natural Gas Future December 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 |
2.683 |
2.677 |
-0.006 |
-0.2% |
2.836 |
| High |
2.713 |
2.720 |
0.007 |
0.3% |
2.875 |
| Low |
2.667 |
2.658 |
-0.009 |
-0.3% |
2.607 |
| Close |
2.673 |
2.676 |
0.003 |
0.1% |
2.664 |
| Range |
0.046 |
0.062 |
0.016 |
34.8% |
0.268 |
| ATR |
0.067 |
0.066 |
0.000 |
-0.5% |
0.000 |
| Volume |
64,671 |
75,468 |
10,797 |
16.7% |
220,784 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.871 |
2.835 |
2.710 |
|
| R3 |
2.809 |
2.773 |
2.693 |
|
| R2 |
2.747 |
2.747 |
2.687 |
|
| R1 |
2.711 |
2.711 |
2.682 |
2.698 |
| PP |
2.685 |
2.685 |
2.685 |
2.678 |
| S1 |
2.649 |
2.649 |
2.670 |
2.636 |
| S2 |
2.623 |
2.623 |
2.665 |
|
| S3 |
2.561 |
2.587 |
2.659 |
|
| S4 |
2.499 |
2.525 |
2.642 |
|
|
| 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 |
2.720 |
2.607 |
0.113 |
4.2% |
0.067 |
2.5% |
61% |
True |
False |
55,943 |
| 10 |
2.875 |
2.607 |
0.268 |
10.0% |
0.075 |
2.8% |
26% |
False |
False |
45,933 |
| 20 |
2.998 |
2.607 |
0.391 |
14.6% |
0.065 |
2.4% |
18% |
False |
False |
34,468 |
| 40 |
3.197 |
2.607 |
0.590 |
22.0% |
0.062 |
2.3% |
12% |
False |
False |
27,339 |
| 60 |
3.237 |
2.607 |
0.630 |
23.5% |
0.063 |
2.4% |
11% |
False |
False |
23,388 |
| 80 |
3.283 |
2.607 |
0.676 |
25.3% |
0.064 |
2.4% |
10% |
False |
False |
20,750 |
| 100 |
3.391 |
2.607 |
0.784 |
29.3% |
0.067 |
2.5% |
9% |
False |
False |
18,458 |
| 120 |
3.391 |
2.607 |
0.784 |
29.3% |
0.067 |
2.5% |
9% |
False |
False |
16,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.984 |
|
2.618 |
2.882 |
|
1.618 |
2.820 |
|
1.000 |
2.782 |
|
0.618 |
2.758 |
|
HIGH |
2.720 |
|
0.618 |
2.696 |
|
0.500 |
2.689 |
|
0.382 |
2.682 |
|
LOW |
2.658 |
|
0.618 |
2.620 |
|
1.000 |
2.596 |
|
1.618 |
2.558 |
|
2.618 |
2.496 |
|
4.250 |
2.395 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.689 |
2.682 |
| PP |
2.685 |
2.680 |
| S1 |
2.680 |
2.678 |
|