NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.746 |
2.683 |
-0.063 |
-2.3% |
2.734 |
| High |
2.780 |
2.695 |
-0.085 |
-3.1% |
2.780 |
| Low |
2.679 |
2.642 |
-0.037 |
-1.4% |
2.642 |
| Close |
2.686 |
2.650 |
-0.036 |
-1.3% |
2.650 |
| Range |
0.101 |
0.053 |
-0.048 |
-47.5% |
0.138 |
| ATR |
0.066 |
0.065 |
-0.001 |
-1.4% |
0.000 |
| Volume |
94,051 |
80,356 |
-13,695 |
-14.6% |
393,701 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.821 |
2.789 |
2.679 |
|
| R3 |
2.768 |
2.736 |
2.665 |
|
| R2 |
2.715 |
2.715 |
2.660 |
|
| R1 |
2.683 |
2.683 |
2.655 |
2.673 |
| PP |
2.662 |
2.662 |
2.662 |
2.657 |
| S1 |
2.630 |
2.630 |
2.645 |
2.620 |
| S2 |
2.609 |
2.609 |
2.640 |
|
| S3 |
2.556 |
2.577 |
2.635 |
|
| S4 |
2.503 |
2.524 |
2.621 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.105 |
3.015 |
2.726 |
|
| R3 |
2.967 |
2.877 |
2.688 |
|
| R2 |
2.829 |
2.829 |
2.675 |
|
| R1 |
2.739 |
2.739 |
2.663 |
2.715 |
| PP |
2.691 |
2.691 |
2.691 |
2.679 |
| S1 |
2.601 |
2.601 |
2.637 |
2.577 |
| S2 |
2.553 |
2.553 |
2.625 |
|
| S3 |
2.415 |
2.463 |
2.612 |
|
| S4 |
2.277 |
2.325 |
2.574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.780 |
2.642 |
0.138 |
5.2% |
0.064 |
2.4% |
6% |
False |
True |
78,740 |
| 10 |
2.780 |
2.642 |
0.138 |
5.2% |
0.061 |
2.3% |
6% |
False |
True |
71,212 |
| 20 |
2.875 |
2.607 |
0.268 |
10.1% |
0.065 |
2.4% |
16% |
False |
False |
53,145 |
| 40 |
3.031 |
2.607 |
0.424 |
16.0% |
0.062 |
2.3% |
10% |
False |
False |
37,243 |
| 60 |
3.198 |
2.607 |
0.591 |
22.3% |
0.062 |
2.4% |
7% |
False |
False |
30,767 |
| 80 |
3.237 |
2.607 |
0.630 |
23.8% |
0.064 |
2.4% |
7% |
False |
False |
26,519 |
| 100 |
3.283 |
2.607 |
0.676 |
25.5% |
0.066 |
2.5% |
6% |
False |
False |
23,333 |
| 120 |
3.391 |
2.607 |
0.784 |
29.6% |
0.068 |
2.6% |
5% |
False |
False |
20,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.920 |
|
2.618 |
2.834 |
|
1.618 |
2.781 |
|
1.000 |
2.748 |
|
0.618 |
2.728 |
|
HIGH |
2.695 |
|
0.618 |
2.675 |
|
0.500 |
2.669 |
|
0.382 |
2.662 |
|
LOW |
2.642 |
|
0.618 |
2.609 |
|
1.000 |
2.589 |
|
1.618 |
2.556 |
|
2.618 |
2.503 |
|
4.250 |
2.417 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.669 |
2.711 |
| PP |
2.662 |
2.691 |
| S1 |
2.656 |
2.670 |
|