NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.450 |
2.360 |
-0.090 |
-3.7% |
2.678 |
| High |
2.450 |
2.417 |
-0.033 |
-1.3% |
2.699 |
| Low |
2.342 |
2.325 |
-0.017 |
-0.7% |
2.483 |
| Close |
2.353 |
2.361 |
0.008 |
0.3% |
2.493 |
| Range |
0.108 |
0.092 |
-0.016 |
-14.8% |
0.216 |
| ATR |
0.074 |
0.075 |
0.001 |
1.7% |
0.000 |
| Volume |
191,169 |
149,131 |
-42,038 |
-22.0% |
464,519 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.644 |
2.594 |
2.412 |
|
| R3 |
2.552 |
2.502 |
2.386 |
|
| R2 |
2.460 |
2.460 |
2.378 |
|
| R1 |
2.410 |
2.410 |
2.369 |
2.435 |
| PP |
2.368 |
2.368 |
2.368 |
2.380 |
| S1 |
2.318 |
2.318 |
2.353 |
2.343 |
| S2 |
2.276 |
2.276 |
2.344 |
|
| S3 |
2.184 |
2.226 |
2.336 |
|
| S4 |
2.092 |
2.134 |
2.310 |
|
|
| 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 |
2.689 |
2.325 |
0.364 |
15.4% |
0.092 |
3.9% |
10% |
False |
True |
132,699 |
| 10 |
2.780 |
2.325 |
0.455 |
19.3% |
0.075 |
3.2% |
8% |
False |
True |
105,833 |
| 20 |
2.786 |
2.325 |
0.461 |
19.5% |
0.071 |
3.0% |
8% |
False |
True |
83,230 |
| 40 |
2.998 |
2.325 |
0.673 |
28.5% |
0.066 |
2.8% |
5% |
False |
True |
54,082 |
| 60 |
3.197 |
2.325 |
0.872 |
36.9% |
0.064 |
2.7% |
4% |
False |
True |
42,692 |
| 80 |
3.237 |
2.325 |
0.912 |
38.6% |
0.065 |
2.8% |
4% |
False |
True |
35,299 |
| 100 |
3.283 |
2.325 |
0.958 |
40.6% |
0.066 |
2.8% |
4% |
False |
True |
30,750 |
| 120 |
3.391 |
2.325 |
1.066 |
45.2% |
0.069 |
2.9% |
3% |
False |
True |
27,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.808 |
|
2.618 |
2.658 |
|
1.618 |
2.566 |
|
1.000 |
2.509 |
|
0.618 |
2.474 |
|
HIGH |
2.417 |
|
0.618 |
2.382 |
|
0.500 |
2.371 |
|
0.382 |
2.360 |
|
LOW |
2.325 |
|
0.618 |
2.268 |
|
1.000 |
2.233 |
|
1.618 |
2.176 |
|
2.618 |
2.084 |
|
4.250 |
1.934 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.371 |
2.448 |
| PP |
2.368 |
2.419 |
| S1 |
2.364 |
2.390 |
|