NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.879 |
2.830 |
-0.049 |
-1.7% |
2.922 |
| High |
2.905 |
2.839 |
-0.066 |
-2.3% |
2.967 |
| Low |
2.821 |
2.750 |
-0.071 |
-2.5% |
2.870 |
| Close |
2.831 |
2.763 |
-0.068 |
-2.4% |
2.918 |
| Range |
0.084 |
0.089 |
0.005 |
6.0% |
0.097 |
| ATR |
0.063 |
0.065 |
0.002 |
2.9% |
0.000 |
| Volume |
34,773 |
50,630 |
15,857 |
45.6% |
126,120 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.051 |
2.996 |
2.812 |
|
| R3 |
2.962 |
2.907 |
2.787 |
|
| R2 |
2.873 |
2.873 |
2.779 |
|
| R1 |
2.818 |
2.818 |
2.771 |
2.801 |
| PP |
2.784 |
2.784 |
2.784 |
2.776 |
| S1 |
2.729 |
2.729 |
2.755 |
2.712 |
| S2 |
2.695 |
2.695 |
2.747 |
|
| S3 |
2.606 |
2.640 |
2.739 |
|
| S4 |
2.517 |
2.551 |
2.714 |
|
|
| 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 |
2.750 |
0.237 |
8.6% |
0.078 |
2.8% |
5% |
False |
True |
35,131 |
| 10 |
3.005 |
2.750 |
0.255 |
9.2% |
0.064 |
2.3% |
5% |
False |
True |
29,226 |
| 20 |
3.103 |
2.750 |
0.353 |
12.8% |
0.062 |
2.2% |
4% |
False |
True |
26,546 |
| 40 |
3.293 |
2.750 |
0.543 |
19.7% |
0.059 |
2.1% |
2% |
False |
True |
24,321 |
| 60 |
3.343 |
2.750 |
0.593 |
21.5% |
0.062 |
2.2% |
2% |
False |
True |
22,003 |
| 80 |
3.383 |
2.750 |
0.633 |
22.9% |
0.063 |
2.3% |
2% |
False |
True |
20,212 |
| 100 |
3.483 |
2.750 |
0.733 |
26.5% |
0.066 |
2.4% |
2% |
False |
True |
18,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.217 |
|
2.618 |
3.072 |
|
1.618 |
2.983 |
|
1.000 |
2.928 |
|
0.618 |
2.894 |
|
HIGH |
2.839 |
|
0.618 |
2.805 |
|
0.500 |
2.795 |
|
0.382 |
2.784 |
|
LOW |
2.750 |
|
0.618 |
2.695 |
|
1.000 |
2.661 |
|
1.618 |
2.606 |
|
2.618 |
2.517 |
|
4.250 |
2.372 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.795 |
2.854 |
| PP |
2.784 |
2.824 |
| S1 |
2.774 |
2.793 |
|