NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.595 |
2.566 |
-0.029 |
-1.1% |
2.678 |
| High |
2.624 |
2.570 |
-0.054 |
-2.1% |
2.699 |
| Low |
2.555 |
2.483 |
-0.072 |
-2.8% |
2.483 |
| Close |
2.583 |
2.493 |
-0.090 |
-3.5% |
2.493 |
| Range |
0.069 |
0.087 |
0.018 |
26.1% |
0.216 |
| ATR |
0.066 |
0.068 |
0.002 |
3.7% |
0.000 |
| Volume |
96,522 |
108,385 |
11,863 |
12.3% |
464,519 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.776 |
2.722 |
2.541 |
|
| R3 |
2.689 |
2.635 |
2.517 |
|
| R2 |
2.602 |
2.602 |
2.509 |
|
| R1 |
2.548 |
2.548 |
2.501 |
2.532 |
| PP |
2.515 |
2.515 |
2.515 |
2.507 |
| S1 |
2.461 |
2.461 |
2.485 |
2.445 |
| S2 |
2.428 |
2.428 |
2.477 |
|
| S3 |
2.341 |
2.374 |
2.469 |
|
| S4 |
2.254 |
2.287 |
2.445 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.206 |
3.066 |
2.612 |
|
| R3 |
2.990 |
2.850 |
2.552 |
|
| R2 |
2.774 |
2.774 |
2.533 |
|
| R1 |
2.634 |
2.634 |
2.513 |
2.596 |
| PP |
2.558 |
2.558 |
2.558 |
2.540 |
| S1 |
2.418 |
2.418 |
2.473 |
2.380 |
| S2 |
2.342 |
2.342 |
2.453 |
|
| S3 |
2.126 |
2.202 |
2.434 |
|
| S4 |
1.910 |
1.986 |
2.374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.699 |
2.483 |
0.216 |
8.7% |
0.070 |
2.8% |
5% |
False |
True |
92,903 |
| 10 |
2.780 |
2.483 |
0.297 |
11.9% |
0.067 |
2.7% |
3% |
False |
True |
85,822 |
| 20 |
2.875 |
2.483 |
0.392 |
15.7% |
0.068 |
2.7% |
3% |
False |
True |
69,871 |
| 40 |
2.998 |
2.483 |
0.515 |
20.7% |
0.063 |
2.5% |
2% |
False |
True |
46,426 |
| 60 |
3.197 |
2.483 |
0.714 |
28.6% |
0.063 |
2.5% |
1% |
False |
True |
37,472 |
| 80 |
3.237 |
2.483 |
0.754 |
30.2% |
0.064 |
2.6% |
1% |
False |
True |
31,492 |
| 100 |
3.283 |
2.483 |
0.800 |
32.1% |
0.066 |
2.6% |
1% |
False |
True |
27,553 |
| 120 |
3.391 |
2.483 |
0.908 |
36.4% |
0.068 |
2.7% |
1% |
False |
True |
24,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.940 |
|
2.618 |
2.798 |
|
1.618 |
2.711 |
|
1.000 |
2.657 |
|
0.618 |
2.624 |
|
HIGH |
2.570 |
|
0.618 |
2.537 |
|
0.500 |
2.527 |
|
0.382 |
2.516 |
|
LOW |
2.483 |
|
0.618 |
2.429 |
|
1.000 |
2.396 |
|
1.618 |
2.342 |
|
2.618 |
2.255 |
|
4.250 |
2.113 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.527 |
2.586 |
| PP |
2.515 |
2.555 |
| S1 |
2.504 |
2.524 |
|