NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
2.879 |
-0.071 |
-2.4% |
2.922 |
| High |
2.958 |
2.905 |
-0.053 |
-1.8% |
2.967 |
| Low |
2.879 |
2.821 |
-0.058 |
-2.0% |
2.870 |
| Close |
2.884 |
2.831 |
-0.053 |
-1.8% |
2.918 |
| Range |
0.079 |
0.084 |
0.005 |
6.3% |
0.097 |
| ATR |
0.062 |
0.063 |
0.002 |
2.6% |
0.000 |
| Volume |
28,996 |
34,773 |
5,777 |
19.9% |
126,120 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.104 |
3.052 |
2.877 |
|
| R3 |
3.020 |
2.968 |
2.854 |
|
| R2 |
2.936 |
2.936 |
2.846 |
|
| R1 |
2.884 |
2.884 |
2.839 |
2.868 |
| PP |
2.852 |
2.852 |
2.852 |
2.845 |
| S1 |
2.800 |
2.800 |
2.823 |
2.784 |
| S2 |
2.768 |
2.768 |
2.816 |
|
| S3 |
2.684 |
2.716 |
2.808 |
|
| S4 |
2.600 |
2.632 |
2.785 |
|
|
| 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 |
2.821 |
0.166 |
5.9% |
0.078 |
2.8% |
6% |
False |
True |
33,321 |
| 10 |
3.015 |
2.821 |
0.194 |
6.9% |
0.061 |
2.2% |
5% |
False |
True |
25,593 |
| 20 |
3.103 |
2.821 |
0.282 |
10.0% |
0.060 |
2.1% |
4% |
False |
True |
24,939 |
| 40 |
3.293 |
2.821 |
0.472 |
16.7% |
0.058 |
2.1% |
2% |
False |
True |
23,794 |
| 60 |
3.343 |
2.821 |
0.522 |
18.4% |
0.061 |
2.2% |
2% |
False |
True |
21,387 |
| 80 |
3.383 |
2.821 |
0.562 |
19.9% |
0.064 |
2.2% |
2% |
False |
True |
19,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.262 |
|
2.618 |
3.125 |
|
1.618 |
3.041 |
|
1.000 |
2.989 |
|
0.618 |
2.957 |
|
HIGH |
2.905 |
|
0.618 |
2.873 |
|
0.500 |
2.863 |
|
0.382 |
2.853 |
|
LOW |
2.821 |
|
0.618 |
2.769 |
|
1.000 |
2.737 |
|
1.618 |
2.685 |
|
2.618 |
2.601 |
|
4.250 |
2.464 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.904 |
| PP |
2.852 |
2.880 |
| S1 |
2.842 |
2.855 |
|