NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.667 |
2.689 |
0.022 |
0.8% |
2.734 |
| High |
2.699 |
2.689 |
-0.010 |
-0.4% |
2.780 |
| Low |
2.654 |
2.584 |
-0.070 |
-2.6% |
2.642 |
| Close |
2.671 |
2.603 |
-0.068 |
-2.5% |
2.650 |
| Range |
0.045 |
0.105 |
0.060 |
133.3% |
0.138 |
| ATR |
0.062 |
0.066 |
0.003 |
4.9% |
0.000 |
| Volume |
87,293 |
118,291 |
30,998 |
35.5% |
393,701 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.940 |
2.877 |
2.661 |
|
| R3 |
2.835 |
2.772 |
2.632 |
|
| R2 |
2.730 |
2.730 |
2.622 |
|
| R1 |
2.667 |
2.667 |
2.613 |
2.646 |
| PP |
2.625 |
2.625 |
2.625 |
2.615 |
| S1 |
2.562 |
2.562 |
2.593 |
2.541 |
| S2 |
2.520 |
2.520 |
2.584 |
|
| S3 |
2.415 |
2.457 |
2.574 |
|
| S4 |
2.310 |
2.352 |
2.545 |
|
|
| 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 |
2.584 |
0.196 |
7.5% |
0.069 |
2.7% |
10% |
False |
True |
86,803 |
| 10 |
2.780 |
2.584 |
0.196 |
7.5% |
0.064 |
2.5% |
10% |
False |
True |
79,480 |
| 20 |
2.875 |
2.584 |
0.291 |
11.2% |
0.069 |
2.7% |
7% |
False |
True |
62,707 |
| 40 |
2.998 |
2.584 |
0.414 |
15.9% |
0.062 |
2.4% |
5% |
False |
True |
42,214 |
| 60 |
3.198 |
2.584 |
0.614 |
23.6% |
0.063 |
2.4% |
3% |
False |
True |
34,483 |
| 80 |
3.237 |
2.584 |
0.653 |
25.1% |
0.063 |
2.4% |
3% |
False |
True |
29,333 |
| 100 |
3.283 |
2.584 |
0.699 |
26.9% |
0.066 |
2.5% |
3% |
False |
True |
25,691 |
| 120 |
3.391 |
2.584 |
0.807 |
31.0% |
0.068 |
2.6% |
2% |
False |
True |
22,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.135 |
|
2.618 |
2.964 |
|
1.618 |
2.859 |
|
1.000 |
2.794 |
|
0.618 |
2.754 |
|
HIGH |
2.689 |
|
0.618 |
2.649 |
|
0.500 |
2.637 |
|
0.382 |
2.624 |
|
LOW |
2.584 |
|
0.618 |
2.519 |
|
1.000 |
2.479 |
|
1.618 |
2.414 |
|
2.618 |
2.309 |
|
4.250 |
2.138 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.637 |
2.642 |
| PP |
2.625 |
2.629 |
| S1 |
2.614 |
2.616 |
|