NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.360 |
2.367 |
0.007 |
0.3% |
2.678 |
| High |
2.417 |
2.377 |
-0.040 |
-1.7% |
2.699 |
| Low |
2.325 |
2.263 |
-0.062 |
-2.7% |
2.483 |
| Close |
2.361 |
2.298 |
-0.063 |
-2.7% |
2.493 |
| Range |
0.092 |
0.114 |
0.022 |
23.9% |
0.216 |
| ATR |
0.075 |
0.078 |
0.003 |
3.7% |
0.000 |
| Volume |
149,131 |
174,575 |
25,444 |
17.1% |
464,519 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.655 |
2.590 |
2.361 |
|
| R3 |
2.541 |
2.476 |
2.329 |
|
| R2 |
2.427 |
2.427 |
2.319 |
|
| R1 |
2.362 |
2.362 |
2.308 |
2.338 |
| PP |
2.313 |
2.313 |
2.313 |
2.300 |
| S1 |
2.248 |
2.248 |
2.288 |
2.224 |
| S2 |
2.199 |
2.199 |
2.277 |
|
| S3 |
2.085 |
2.134 |
2.267 |
|
| S4 |
1.971 |
2.020 |
2.235 |
|
|
| 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 |
2.624 |
2.263 |
0.361 |
15.7% |
0.094 |
4.1% |
10% |
False |
True |
143,956 |
| 10 |
2.780 |
2.263 |
0.517 |
22.5% |
0.082 |
3.6% |
7% |
False |
True |
115,380 |
| 20 |
2.780 |
2.263 |
0.517 |
22.5% |
0.072 |
3.1% |
7% |
False |
True |
89,715 |
| 40 |
2.998 |
2.263 |
0.735 |
32.0% |
0.067 |
2.9% |
5% |
False |
True |
58,010 |
| 60 |
3.197 |
2.263 |
0.934 |
40.6% |
0.065 |
2.8% |
4% |
False |
True |
45,299 |
| 80 |
3.237 |
2.263 |
0.974 |
42.4% |
0.065 |
2.8% |
4% |
False |
True |
37,393 |
| 100 |
3.283 |
2.263 |
1.020 |
44.4% |
0.067 |
2.9% |
3% |
False |
True |
32,388 |
| 120 |
3.391 |
2.263 |
1.128 |
49.1% |
0.069 |
3.0% |
3% |
False |
True |
28,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.862 |
|
2.618 |
2.675 |
|
1.618 |
2.561 |
|
1.000 |
2.491 |
|
0.618 |
2.447 |
|
HIGH |
2.377 |
|
0.618 |
2.333 |
|
0.500 |
2.320 |
|
0.382 |
2.307 |
|
LOW |
2.263 |
|
0.618 |
2.193 |
|
1.000 |
2.149 |
|
1.618 |
2.079 |
|
2.618 |
1.965 |
|
4.250 |
1.779 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.320 |
2.357 |
| PP |
2.313 |
2.337 |
| S1 |
2.305 |
2.318 |
|