NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.802 |
2.816 |
0.014 |
0.5% |
2.950 |
| High |
2.848 |
2.860 |
0.012 |
0.4% |
2.987 |
| Low |
2.791 |
2.802 |
0.011 |
0.4% |
2.745 |
| Close |
2.813 |
2.847 |
0.034 |
1.2% |
2.798 |
| Range |
0.057 |
0.058 |
0.001 |
1.8% |
0.242 |
| ATR |
0.062 |
0.062 |
0.000 |
-0.5% |
0.000 |
| Volume |
72,270 |
67,263 |
-5,007 |
-6.9% |
192,453 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.010 |
2.987 |
2.879 |
|
| R3 |
2.952 |
2.929 |
2.863 |
|
| R2 |
2.894 |
2.894 |
2.858 |
|
| R1 |
2.871 |
2.871 |
2.852 |
2.883 |
| PP |
2.836 |
2.836 |
2.836 |
2.842 |
| S1 |
2.813 |
2.813 |
2.842 |
2.825 |
| S2 |
2.778 |
2.778 |
2.836 |
|
| S3 |
2.720 |
2.755 |
2.831 |
|
| S4 |
2.662 |
2.697 |
2.815 |
|
|
| 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 |
2.860 |
2.745 |
0.115 |
4.0% |
0.054 |
1.9% |
89% |
True |
False |
51,772 |
| 10 |
2.987 |
2.745 |
0.242 |
8.5% |
0.066 |
2.3% |
42% |
False |
False |
43,452 |
| 20 |
3.103 |
2.745 |
0.358 |
12.6% |
0.061 |
2.1% |
28% |
False |
False |
32,653 |
| 40 |
3.293 |
2.745 |
0.548 |
19.2% |
0.059 |
2.1% |
19% |
False |
False |
27,413 |
| 60 |
3.343 |
2.745 |
0.598 |
21.0% |
0.060 |
2.1% |
17% |
False |
False |
24,638 |
| 80 |
3.383 |
2.745 |
0.638 |
22.4% |
0.062 |
2.2% |
16% |
False |
False |
22,438 |
| 100 |
3.483 |
2.745 |
0.738 |
25.9% |
0.065 |
2.3% |
14% |
False |
False |
20,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.107 |
|
2.618 |
3.012 |
|
1.618 |
2.954 |
|
1.000 |
2.918 |
|
0.618 |
2.896 |
|
HIGH |
2.860 |
|
0.618 |
2.838 |
|
0.500 |
2.831 |
|
0.382 |
2.824 |
|
LOW |
2.802 |
|
0.618 |
2.766 |
|
1.000 |
2.744 |
|
1.618 |
2.708 |
|
2.618 |
2.650 |
|
4.250 |
2.556 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.842 |
2.840 |
| PP |
2.836 |
2.833 |
| S1 |
2.831 |
2.826 |
|