NYMEX Natural Gas Future February 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 |
2.889 |
2.842 |
-0.047 |
-1.6% |
2.927 |
| High |
2.910 |
2.846 |
-0.064 |
-2.2% |
2.967 |
| Low |
2.832 |
2.764 |
-0.068 |
-2.4% |
2.879 |
| Close |
2.842 |
2.775 |
-0.067 |
-2.4% |
2.925 |
| Range |
0.078 |
0.082 |
0.004 |
5.1% |
0.088 |
| ATR |
0.059 |
0.061 |
0.002 |
2.8% |
0.000 |
| Volume |
12,290 |
15,792 |
3,502 |
28.5% |
47,867 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.041 |
2.990 |
2.820 |
|
| R3 |
2.959 |
2.908 |
2.798 |
|
| R2 |
2.877 |
2.877 |
2.790 |
|
| R1 |
2.826 |
2.826 |
2.783 |
2.811 |
| PP |
2.795 |
2.795 |
2.795 |
2.787 |
| S1 |
2.744 |
2.744 |
2.767 |
2.729 |
| S2 |
2.713 |
2.713 |
2.760 |
|
| S3 |
2.631 |
2.662 |
2.752 |
|
| S4 |
2.549 |
2.580 |
2.730 |
|
|
| 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 |
2.764 |
0.225 |
8.1% |
0.073 |
2.6% |
5% |
False |
True |
13,125 |
| 10 |
3.004 |
2.764 |
0.240 |
8.6% |
0.059 |
2.1% |
5% |
False |
True |
10,743 |
| 20 |
3.097 |
2.764 |
0.333 |
12.0% |
0.057 |
2.1% |
3% |
False |
True |
9,599 |
| 40 |
3.282 |
2.764 |
0.518 |
18.7% |
0.054 |
1.9% |
2% |
False |
True |
7,208 |
| 60 |
3.333 |
2.764 |
0.569 |
20.5% |
0.056 |
2.0% |
2% |
False |
True |
6,008 |
| 80 |
3.370 |
2.764 |
0.606 |
21.8% |
0.057 |
2.1% |
2% |
False |
True |
5,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.195 |
|
2.618 |
3.061 |
|
1.618 |
2.979 |
|
1.000 |
2.928 |
|
0.618 |
2.897 |
|
HIGH |
2.846 |
|
0.618 |
2.815 |
|
0.500 |
2.805 |
|
0.382 |
2.795 |
|
LOW |
2.764 |
|
0.618 |
2.713 |
|
1.000 |
2.682 |
|
1.618 |
2.631 |
|
2.618 |
2.549 |
|
4.250 |
2.416 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.805 |
2.864 |
| PP |
2.795 |
2.834 |
| S1 |
2.785 |
2.805 |
|