NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
2.950 |
0.000 |
0.0% |
2.922 |
| High |
2.987 |
2.958 |
-0.029 |
-1.0% |
2.967 |
| Low |
2.926 |
2.879 |
-0.047 |
-1.6% |
2.870 |
| Close |
2.951 |
2.884 |
-0.067 |
-2.3% |
2.918 |
| Range |
0.061 |
0.079 |
0.018 |
29.5% |
0.097 |
| ATR |
0.061 |
0.062 |
0.001 |
2.2% |
0.000 |
| Volume |
33,934 |
28,996 |
-4,938 |
-14.6% |
126,120 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.093 |
2.927 |
|
| R3 |
3.065 |
3.014 |
2.906 |
|
| R2 |
2.986 |
2.986 |
2.898 |
|
| R1 |
2.935 |
2.935 |
2.891 |
2.921 |
| PP |
2.907 |
2.907 |
2.907 |
2.900 |
| S1 |
2.856 |
2.856 |
2.877 |
2.842 |
| S2 |
2.828 |
2.828 |
2.870 |
|
| S3 |
2.749 |
2.777 |
2.862 |
|
| S4 |
2.670 |
2.698 |
2.841 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.161 |
2.971 |
|
| R3 |
3.112 |
3.064 |
2.945 |
|
| R2 |
3.015 |
3.015 |
2.936 |
|
| R1 |
2.967 |
2.967 |
2.927 |
2.943 |
| PP |
2.918 |
2.918 |
2.918 |
2.906 |
| S1 |
2.870 |
2.870 |
2.909 |
2.846 |
| S2 |
2.821 |
2.821 |
2.900 |
|
| S3 |
2.724 |
2.773 |
2.891 |
|
| S4 |
2.627 |
2.676 |
2.865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.987 |
2.870 |
0.117 |
4.1% |
0.067 |
2.3% |
12% |
False |
False |
30,050 |
| 10 |
3.068 |
2.870 |
0.198 |
6.9% |
0.060 |
2.1% |
7% |
False |
False |
24,036 |
| 20 |
3.103 |
2.870 |
0.233 |
8.1% |
0.058 |
2.0% |
6% |
False |
False |
24,246 |
| 40 |
3.293 |
2.870 |
0.423 |
14.7% |
0.058 |
2.0% |
3% |
False |
False |
23,579 |
| 60 |
3.343 |
2.870 |
0.473 |
16.4% |
0.061 |
2.1% |
3% |
False |
False |
21,059 |
| 80 |
3.383 |
2.870 |
0.513 |
17.8% |
0.064 |
2.2% |
3% |
False |
False |
19,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.294 |
|
2.618 |
3.165 |
|
1.618 |
3.086 |
|
1.000 |
3.037 |
|
0.618 |
3.007 |
|
HIGH |
2.958 |
|
0.618 |
2.928 |
|
0.500 |
2.919 |
|
0.382 |
2.909 |
|
LOW |
2.879 |
|
0.618 |
2.830 |
|
1.000 |
2.800 |
|
1.618 |
2.751 |
|
2.618 |
2.672 |
|
4.250 |
2.543 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.919 |
2.933 |
| PP |
2.907 |
2.917 |
| S1 |
2.896 |
2.900 |
|