NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
2.963 |
0.013 |
0.4% |
2.927 |
| High |
2.989 |
2.963 |
-0.026 |
-0.9% |
2.967 |
| Low |
2.930 |
2.887 |
-0.043 |
-1.5% |
2.879 |
| Close |
2.957 |
2.891 |
-0.066 |
-2.2% |
2.925 |
| Range |
0.059 |
0.076 |
0.017 |
28.8% |
0.088 |
| ATR |
0.056 |
0.058 |
0.001 |
2.5% |
0.000 |
| Volume |
14,510 |
10,118 |
-4,392 |
-30.3% |
47,867 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.142 |
3.092 |
2.933 |
|
| R3 |
3.066 |
3.016 |
2.912 |
|
| R2 |
2.990 |
2.990 |
2.905 |
|
| R1 |
2.940 |
2.940 |
2.898 |
2.927 |
| PP |
2.914 |
2.914 |
2.914 |
2.907 |
| S1 |
2.864 |
2.864 |
2.884 |
2.851 |
| S2 |
2.838 |
2.838 |
2.877 |
|
| S3 |
2.762 |
2.788 |
2.870 |
|
| S4 |
2.686 |
2.712 |
2.849 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.188 |
3.144 |
2.973 |
|
| R3 |
3.100 |
3.056 |
2.949 |
|
| R2 |
3.012 |
3.012 |
2.941 |
|
| R1 |
2.968 |
2.968 |
2.933 |
2.946 |
| PP |
2.924 |
2.924 |
2.924 |
2.913 |
| S1 |
2.880 |
2.880 |
2.917 |
2.858 |
| S2 |
2.836 |
2.836 |
2.909 |
|
| S3 |
2.748 |
2.792 |
2.901 |
|
| S4 |
2.660 |
2.704 |
2.877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.989 |
2.879 |
0.110 |
3.8% |
0.063 |
2.2% |
11% |
False |
False |
11,806 |
| 10 |
3.063 |
2.879 |
0.184 |
6.4% |
0.056 |
1.9% |
7% |
False |
False |
9,452 |
| 20 |
3.097 |
2.879 |
0.218 |
7.5% |
0.054 |
1.9% |
6% |
False |
False |
8,696 |
| 40 |
3.282 |
2.879 |
0.403 |
13.9% |
0.053 |
1.8% |
3% |
False |
False |
6,776 |
| 60 |
3.333 |
2.879 |
0.454 |
15.7% |
0.055 |
1.9% |
3% |
False |
False |
5,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.286 |
|
2.618 |
3.162 |
|
1.618 |
3.086 |
|
1.000 |
3.039 |
|
0.618 |
3.010 |
|
HIGH |
2.963 |
|
0.618 |
2.934 |
|
0.500 |
2.925 |
|
0.382 |
2.916 |
|
LOW |
2.887 |
|
0.618 |
2.840 |
|
1.000 |
2.811 |
|
1.618 |
2.764 |
|
2.618 |
2.688 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.925 |
2.938 |
| PP |
2.914 |
2.922 |
| S1 |
2.902 |
2.907 |
|