NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.831 |
2.865 |
0.034 |
1.2% |
2.798 |
| High |
2.875 |
2.908 |
0.033 |
1.1% |
2.875 |
| Low |
2.813 |
2.858 |
0.045 |
1.6% |
2.777 |
| Close |
2.857 |
2.889 |
0.032 |
1.1% |
2.857 |
| Range |
0.062 |
0.050 |
-0.012 |
-19.4% |
0.098 |
| ATR |
0.062 |
0.061 |
-0.001 |
-1.2% |
0.000 |
| Volume |
53,821 |
57,544 |
3,723 |
6.9% |
268,565 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.035 |
3.012 |
2.917 |
|
| R3 |
2.985 |
2.962 |
2.903 |
|
| R2 |
2.935 |
2.935 |
2.898 |
|
| R1 |
2.912 |
2.912 |
2.894 |
2.924 |
| PP |
2.885 |
2.885 |
2.885 |
2.891 |
| S1 |
2.862 |
2.862 |
2.884 |
2.874 |
| S2 |
2.835 |
2.835 |
2.880 |
|
| S3 |
2.785 |
2.812 |
2.875 |
|
| S4 |
2.735 |
2.762 |
2.862 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.130 |
3.092 |
2.911 |
|
| R3 |
3.032 |
2.994 |
2.884 |
|
| R2 |
2.934 |
2.934 |
2.875 |
|
| R1 |
2.896 |
2.896 |
2.866 |
2.915 |
| PP |
2.836 |
2.836 |
2.836 |
2.846 |
| S1 |
2.798 |
2.798 |
2.848 |
2.817 |
| S2 |
2.738 |
2.738 |
2.839 |
|
| S3 |
2.640 |
2.700 |
2.830 |
|
| S4 |
2.542 |
2.602 |
2.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.908 |
2.791 |
0.117 |
4.0% |
0.054 |
1.9% |
84% |
True |
False |
59,038 |
| 10 |
2.958 |
2.745 |
0.213 |
7.4% |
0.064 |
2.2% |
68% |
False |
False |
48,462 |
| 20 |
3.103 |
2.745 |
0.358 |
12.4% |
0.060 |
2.1% |
40% |
False |
False |
35,979 |
| 40 |
3.182 |
2.745 |
0.437 |
15.1% |
0.058 |
2.0% |
33% |
False |
False |
29,010 |
| 60 |
3.343 |
2.745 |
0.598 |
20.7% |
0.060 |
2.1% |
24% |
False |
False |
25,983 |
| 80 |
3.343 |
2.745 |
0.598 |
20.7% |
0.062 |
2.1% |
24% |
False |
False |
23,383 |
| 100 |
3.430 |
2.745 |
0.685 |
23.7% |
0.064 |
2.2% |
21% |
False |
False |
21,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.121 |
|
2.618 |
3.039 |
|
1.618 |
2.989 |
|
1.000 |
2.958 |
|
0.618 |
2.939 |
|
HIGH |
2.908 |
|
0.618 |
2.889 |
|
0.500 |
2.883 |
|
0.382 |
2.877 |
|
LOW |
2.858 |
|
0.618 |
2.827 |
|
1.000 |
2.808 |
|
1.618 |
2.777 |
|
2.618 |
2.727 |
|
4.250 |
2.646 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.887 |
2.878 |
| PP |
2.885 |
2.866 |
| S1 |
2.883 |
2.855 |
|