NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.689 |
2.595 |
-0.094 |
-3.5% |
2.734 |
| High |
2.689 |
2.624 |
-0.065 |
-2.4% |
2.780 |
| Low |
2.584 |
2.555 |
-0.029 |
-1.1% |
2.642 |
| Close |
2.603 |
2.583 |
-0.020 |
-0.8% |
2.650 |
| Range |
0.105 |
0.069 |
-0.036 |
-34.3% |
0.138 |
| ATR |
0.066 |
0.066 |
0.000 |
0.4% |
0.000 |
| Volume |
118,291 |
96,522 |
-21,769 |
-18.4% |
393,701 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.794 |
2.758 |
2.621 |
|
| R3 |
2.725 |
2.689 |
2.602 |
|
| R2 |
2.656 |
2.656 |
2.596 |
|
| R1 |
2.620 |
2.620 |
2.589 |
2.604 |
| PP |
2.587 |
2.587 |
2.587 |
2.579 |
| S1 |
2.551 |
2.551 |
2.577 |
2.535 |
| S2 |
2.518 |
2.518 |
2.570 |
|
| S3 |
2.449 |
2.482 |
2.564 |
|
| S4 |
2.380 |
2.413 |
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 |
2.699 |
2.555 |
0.144 |
5.6% |
0.063 |
2.4% |
19% |
False |
True |
87,298 |
| 10 |
2.780 |
2.555 |
0.225 |
8.7% |
0.065 |
2.5% |
12% |
False |
True |
81,152 |
| 20 |
2.875 |
2.555 |
0.320 |
12.4% |
0.068 |
2.6% |
9% |
False |
True |
66,533 |
| 40 |
2.998 |
2.555 |
0.443 |
17.2% |
0.063 |
2.4% |
6% |
False |
True |
44,164 |
| 60 |
3.198 |
2.555 |
0.643 |
24.9% |
0.063 |
2.4% |
4% |
False |
True |
35,913 |
| 80 |
3.237 |
2.555 |
0.682 |
26.4% |
0.064 |
2.5% |
4% |
False |
True |
30,341 |
| 100 |
3.283 |
2.555 |
0.728 |
28.2% |
0.066 |
2.5% |
4% |
False |
True |
26,588 |
| 120 |
3.391 |
2.555 |
0.836 |
32.4% |
0.068 |
2.6% |
3% |
False |
True |
23,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.917 |
|
2.618 |
2.805 |
|
1.618 |
2.736 |
|
1.000 |
2.693 |
|
0.618 |
2.667 |
|
HIGH |
2.624 |
|
0.618 |
2.598 |
|
0.500 |
2.590 |
|
0.382 |
2.581 |
|
LOW |
2.555 |
|
0.618 |
2.512 |
|
1.000 |
2.486 |
|
1.618 |
2.443 |
|
2.618 |
2.374 |
|
4.250 |
2.262 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.590 |
2.627 |
| PP |
2.587 |
2.612 |
| S1 |
2.585 |
2.598 |
|