NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.301 |
2.248 |
-0.053 |
-2.3% |
2.450 |
| High |
2.372 |
2.336 |
-0.036 |
-1.5% |
2.450 |
| Low |
2.235 |
2.188 |
-0.047 |
-2.1% |
2.188 |
| Close |
2.257 |
2.321 |
0.064 |
2.8% |
2.321 |
| Range |
0.137 |
0.148 |
0.011 |
8.0% |
0.262 |
| ATR |
0.082 |
0.087 |
0.005 |
5.7% |
0.000 |
| Volume |
154,664 |
186,377 |
31,713 |
20.5% |
855,916 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.726 |
2.671 |
2.402 |
|
| R3 |
2.578 |
2.523 |
2.362 |
|
| R2 |
2.430 |
2.430 |
2.348 |
|
| R1 |
2.375 |
2.375 |
2.335 |
2.403 |
| PP |
2.282 |
2.282 |
2.282 |
2.295 |
| S1 |
2.227 |
2.227 |
2.307 |
2.255 |
| S2 |
2.134 |
2.134 |
2.294 |
|
| S3 |
1.986 |
2.079 |
2.280 |
|
| S4 |
1.838 |
1.931 |
2.240 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.106 |
2.975 |
2.465 |
|
| R3 |
2.844 |
2.713 |
2.393 |
|
| R2 |
2.582 |
2.582 |
2.369 |
|
| R1 |
2.451 |
2.451 |
2.345 |
2.386 |
| PP |
2.320 |
2.320 |
2.320 |
2.287 |
| S1 |
2.189 |
2.189 |
2.297 |
2.124 |
| S2 |
2.058 |
2.058 |
2.273 |
|
| S3 |
1.796 |
1.927 |
2.249 |
|
| S4 |
1.534 |
1.665 |
2.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.450 |
2.188 |
0.262 |
11.3% |
0.120 |
5.2% |
51% |
False |
True |
171,183 |
| 10 |
2.699 |
2.188 |
0.511 |
22.0% |
0.095 |
4.1% |
26% |
False |
True |
132,043 |
| 20 |
2.780 |
2.188 |
0.592 |
25.5% |
0.078 |
3.3% |
22% |
False |
True |
101,627 |
| 40 |
2.998 |
2.188 |
0.810 |
34.9% |
0.071 |
3.0% |
16% |
False |
True |
65,537 |
| 60 |
3.197 |
2.188 |
1.009 |
43.5% |
0.067 |
2.9% |
13% |
False |
True |
50,250 |
| 80 |
3.237 |
2.188 |
1.049 |
45.2% |
0.068 |
2.9% |
13% |
False |
True |
41,301 |
| 100 |
3.283 |
2.188 |
1.095 |
47.2% |
0.067 |
2.9% |
12% |
False |
True |
35,501 |
| 120 |
3.391 |
2.188 |
1.203 |
51.8% |
0.070 |
3.0% |
11% |
False |
True |
31,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.965 |
|
2.618 |
2.723 |
|
1.618 |
2.575 |
|
1.000 |
2.484 |
|
0.618 |
2.427 |
|
HIGH |
2.336 |
|
0.618 |
2.279 |
|
0.500 |
2.262 |
|
0.382 |
2.245 |
|
LOW |
2.188 |
|
0.618 |
2.097 |
|
1.000 |
2.040 |
|
1.618 |
1.949 |
|
2.618 |
1.801 |
|
4.250 |
1.559 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.301 |
2.308 |
| PP |
2.282 |
2.295 |
| S1 |
2.262 |
2.283 |
|