NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.798 |
0.038 |
1.4% |
2.950 |
| High |
2.813 |
2.824 |
0.011 |
0.4% |
2.987 |
| Low |
2.745 |
2.777 |
0.032 |
1.2% |
2.745 |
| Close |
2.798 |
2.806 |
0.008 |
0.3% |
2.798 |
| Range |
0.068 |
0.047 |
-0.021 |
-30.9% |
0.242 |
| ATR |
0.065 |
0.064 |
-0.001 |
-2.0% |
0.000 |
| Volume |
44,120 |
30,916 |
-13,204 |
-29.9% |
192,453 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.943 |
2.922 |
2.832 |
|
| R3 |
2.896 |
2.875 |
2.819 |
|
| R2 |
2.849 |
2.849 |
2.815 |
|
| R1 |
2.828 |
2.828 |
2.810 |
2.839 |
| PP |
2.802 |
2.802 |
2.802 |
2.808 |
| S1 |
2.781 |
2.781 |
2.802 |
2.792 |
| S2 |
2.755 |
2.755 |
2.797 |
|
| S3 |
2.708 |
2.734 |
2.793 |
|
| S4 |
2.661 |
2.687 |
2.780 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.569 |
3.426 |
2.931 |
|
| R3 |
3.327 |
3.184 |
2.865 |
|
| R2 |
3.085 |
3.085 |
2.842 |
|
| R1 |
2.942 |
2.942 |
2.820 |
2.893 |
| PP |
2.843 |
2.843 |
2.843 |
2.819 |
| S1 |
2.700 |
2.700 |
2.776 |
2.651 |
| S2 |
2.601 |
2.601 |
2.754 |
|
| S3 |
2.359 |
2.458 |
2.731 |
|
| S4 |
2.117 |
2.216 |
2.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.958 |
2.745 |
0.213 |
7.6% |
0.073 |
2.6% |
29% |
False |
False |
37,887 |
| 10 |
2.987 |
2.745 |
0.242 |
8.6% |
0.065 |
2.3% |
25% |
False |
False |
32,747 |
| 20 |
3.103 |
2.745 |
0.358 |
12.8% |
0.061 |
2.2% |
17% |
False |
False |
27,469 |
| 40 |
3.293 |
2.745 |
0.548 |
19.5% |
0.058 |
2.1% |
11% |
False |
False |
25,013 |
| 60 |
3.343 |
2.745 |
0.598 |
21.3% |
0.061 |
2.2% |
10% |
False |
False |
22,646 |
| 80 |
3.383 |
2.745 |
0.638 |
22.7% |
0.063 |
2.2% |
10% |
False |
False |
20,609 |
| 100 |
3.483 |
2.745 |
0.738 |
26.3% |
0.065 |
2.3% |
8% |
False |
False |
19,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.024 |
|
2.618 |
2.947 |
|
1.618 |
2.900 |
|
1.000 |
2.871 |
|
0.618 |
2.853 |
|
HIGH |
2.824 |
|
0.618 |
2.806 |
|
0.500 |
2.801 |
|
0.382 |
2.795 |
|
LOW |
2.777 |
|
0.618 |
2.748 |
|
1.000 |
2.730 |
|
1.618 |
2.701 |
|
2.618 |
2.654 |
|
4.250 |
2.577 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.804 |
2.801 |
| PP |
2.802 |
2.797 |
| S1 |
2.801 |
2.792 |
|