NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.367 |
2.301 |
-0.066 |
-2.8% |
2.678 |
| High |
2.377 |
2.372 |
-0.005 |
-0.2% |
2.699 |
| Low |
2.263 |
2.235 |
-0.028 |
-1.2% |
2.483 |
| Close |
2.298 |
2.257 |
-0.041 |
-1.8% |
2.493 |
| Range |
0.114 |
0.137 |
0.023 |
20.2% |
0.216 |
| ATR |
0.078 |
0.082 |
0.004 |
5.4% |
0.000 |
| Volume |
174,575 |
154,664 |
-19,911 |
-11.4% |
464,519 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.699 |
2.615 |
2.332 |
|
| R3 |
2.562 |
2.478 |
2.295 |
|
| R2 |
2.425 |
2.425 |
2.282 |
|
| R1 |
2.341 |
2.341 |
2.270 |
2.315 |
| PP |
2.288 |
2.288 |
2.288 |
2.275 |
| S1 |
2.204 |
2.204 |
2.244 |
2.178 |
| S2 |
2.151 |
2.151 |
2.232 |
|
| S3 |
2.014 |
2.067 |
2.219 |
|
| S4 |
1.877 |
1.930 |
2.182 |
|
|
| 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 |
2.570 |
2.235 |
0.335 |
14.8% |
0.108 |
4.8% |
7% |
False |
True |
155,584 |
| 10 |
2.699 |
2.235 |
0.464 |
20.6% |
0.085 |
3.8% |
5% |
False |
True |
121,441 |
| 20 |
2.780 |
2.235 |
0.545 |
24.1% |
0.074 |
3.3% |
4% |
False |
True |
94,575 |
| 40 |
2.998 |
2.235 |
0.763 |
33.8% |
0.070 |
3.1% |
3% |
False |
True |
61,303 |
| 60 |
3.197 |
2.235 |
0.962 |
42.6% |
0.066 |
2.9% |
2% |
False |
True |
47,477 |
| 80 |
3.237 |
2.235 |
1.002 |
44.4% |
0.066 |
2.9% |
2% |
False |
True |
39,147 |
| 100 |
3.283 |
2.235 |
1.048 |
46.4% |
0.067 |
3.0% |
2% |
False |
True |
33,816 |
| 120 |
3.391 |
2.235 |
1.156 |
51.2% |
0.069 |
3.1% |
2% |
False |
True |
29,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.954 |
|
2.618 |
2.731 |
|
1.618 |
2.594 |
|
1.000 |
2.509 |
|
0.618 |
2.457 |
|
HIGH |
2.372 |
|
0.618 |
2.320 |
|
0.500 |
2.304 |
|
0.382 |
2.287 |
|
LOW |
2.235 |
|
0.618 |
2.150 |
|
1.000 |
2.098 |
|
1.618 |
2.013 |
|
2.618 |
1.876 |
|
4.250 |
1.653 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.304 |
2.326 |
| PP |
2.288 |
2.303 |
| S1 |
2.273 |
2.280 |
|