NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.566 |
2.450 |
-0.116 |
-4.5% |
2.678 |
| High |
2.570 |
2.450 |
-0.120 |
-4.7% |
2.699 |
| Low |
2.483 |
2.342 |
-0.141 |
-5.7% |
2.483 |
| Close |
2.493 |
2.353 |
-0.140 |
-5.6% |
2.493 |
| Range |
0.087 |
0.108 |
0.021 |
24.1% |
0.216 |
| ATR |
0.068 |
0.074 |
0.006 |
8.7% |
0.000 |
| Volume |
108,385 |
191,169 |
82,784 |
76.4% |
464,519 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.706 |
2.637 |
2.412 |
|
| R3 |
2.598 |
2.529 |
2.383 |
|
| R2 |
2.490 |
2.490 |
2.373 |
|
| R1 |
2.421 |
2.421 |
2.363 |
2.402 |
| PP |
2.382 |
2.382 |
2.382 |
2.372 |
| S1 |
2.313 |
2.313 |
2.343 |
2.294 |
| S2 |
2.274 |
2.274 |
2.333 |
|
| S3 |
2.166 |
2.205 |
2.323 |
|
| S4 |
2.058 |
2.097 |
2.294 |
|
|
| 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 |
2.342 |
0.357 |
15.2% |
0.083 |
3.5% |
3% |
False |
True |
120,332 |
| 10 |
2.780 |
2.342 |
0.438 |
18.6% |
0.072 |
3.1% |
3% |
False |
True |
98,587 |
| 20 |
2.842 |
2.342 |
0.500 |
21.2% |
0.071 |
3.0% |
2% |
False |
True |
77,596 |
| 40 |
2.998 |
2.342 |
0.656 |
27.9% |
0.064 |
2.7% |
2% |
False |
True |
50,691 |
| 60 |
3.197 |
2.342 |
0.855 |
36.3% |
0.063 |
2.7% |
1% |
False |
True |
40,424 |
| 80 |
3.237 |
2.342 |
0.895 |
38.0% |
0.064 |
2.7% |
1% |
False |
True |
33,640 |
| 100 |
3.283 |
2.342 |
0.941 |
40.0% |
0.066 |
2.8% |
1% |
False |
True |
29,372 |
| 120 |
3.391 |
2.342 |
1.049 |
44.6% |
0.069 |
2.9% |
1% |
False |
True |
25,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.909 |
|
2.618 |
2.733 |
|
1.618 |
2.625 |
|
1.000 |
2.558 |
|
0.618 |
2.517 |
|
HIGH |
2.450 |
|
0.618 |
2.409 |
|
0.500 |
2.396 |
|
0.382 |
2.383 |
|
LOW |
2.342 |
|
0.618 |
2.275 |
|
1.000 |
2.234 |
|
1.618 |
2.167 |
|
2.618 |
2.059 |
|
4.250 |
1.883 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.396 |
2.483 |
| PP |
2.382 |
2.440 |
| S1 |
2.367 |
2.396 |
|