NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.816 |
2.831 |
0.015 |
0.5% |
2.798 |
| High |
2.860 |
2.875 |
0.015 |
0.5% |
2.875 |
| Low |
2.802 |
2.813 |
0.011 |
0.4% |
2.777 |
| Close |
2.847 |
2.857 |
0.010 |
0.4% |
2.857 |
| Range |
0.058 |
0.062 |
0.004 |
6.9% |
0.098 |
| ATR |
0.062 |
0.062 |
0.000 |
0.0% |
0.000 |
| Volume |
67,263 |
53,821 |
-13,442 |
-20.0% |
268,565 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.034 |
3.008 |
2.891 |
|
| R3 |
2.972 |
2.946 |
2.874 |
|
| R2 |
2.910 |
2.910 |
2.868 |
|
| R1 |
2.884 |
2.884 |
2.863 |
2.897 |
| PP |
2.848 |
2.848 |
2.848 |
2.855 |
| S1 |
2.822 |
2.822 |
2.851 |
2.835 |
| S2 |
2.786 |
2.786 |
2.846 |
|
| S3 |
2.724 |
2.760 |
2.840 |
|
| S4 |
2.662 |
2.698 |
2.823 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.130 |
3.092 |
2.911 |
|
| R3 |
3.032 |
2.994 |
2.884 |
|
| R2 |
2.934 |
2.934 |
2.875 |
|
| R1 |
2.896 |
2.896 |
2.866 |
2.915 |
| PP |
2.836 |
2.836 |
2.836 |
2.846 |
| S1 |
2.798 |
2.798 |
2.848 |
2.817 |
| S2 |
2.738 |
2.738 |
2.839 |
|
| S3 |
2.640 |
2.700 |
2.830 |
|
| S4 |
2.542 |
2.602 |
2.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.875 |
2.777 |
0.098 |
3.4% |
0.053 |
1.9% |
82% |
True |
False |
53,713 |
| 10 |
2.987 |
2.745 |
0.242 |
8.5% |
0.065 |
2.3% |
46% |
False |
False |
46,101 |
| 20 |
3.103 |
2.745 |
0.358 |
12.5% |
0.061 |
2.1% |
31% |
False |
False |
34,467 |
| 40 |
3.222 |
2.745 |
0.477 |
16.7% |
0.058 |
2.0% |
23% |
False |
False |
27,860 |
| 60 |
3.343 |
2.745 |
0.598 |
20.9% |
0.060 |
2.1% |
19% |
False |
False |
25,200 |
| 80 |
3.343 |
2.745 |
0.598 |
20.9% |
0.062 |
2.2% |
19% |
False |
False |
22,844 |
| 100 |
3.430 |
2.745 |
0.685 |
24.0% |
0.064 |
2.3% |
16% |
False |
False |
21,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.139 |
|
2.618 |
3.037 |
|
1.618 |
2.975 |
|
1.000 |
2.937 |
|
0.618 |
2.913 |
|
HIGH |
2.875 |
|
0.618 |
2.851 |
|
0.500 |
2.844 |
|
0.382 |
2.837 |
|
LOW |
2.813 |
|
0.618 |
2.775 |
|
1.000 |
2.751 |
|
1.618 |
2.713 |
|
2.618 |
2.651 |
|
4.250 |
2.550 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.853 |
2.849 |
| PP |
2.848 |
2.841 |
| S1 |
2.844 |
2.833 |
|