NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.889 |
2.839 |
-0.050 |
-1.7% |
2.865 |
| High |
2.918 |
2.839 |
-0.079 |
-2.7% |
2.918 |
| Low |
2.825 |
2.791 |
-0.034 |
-1.2% |
2.791 |
| Close |
2.831 |
2.799 |
-0.032 |
-1.1% |
2.799 |
| Range |
0.093 |
0.048 |
-0.045 |
-48.4% |
0.127 |
| ATR |
0.062 |
0.061 |
-0.001 |
-1.6% |
0.000 |
| Volume |
66,801 |
38,771 |
-28,030 |
-42.0% |
274,005 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.954 |
2.924 |
2.825 |
|
| R3 |
2.906 |
2.876 |
2.812 |
|
| R2 |
2.858 |
2.858 |
2.808 |
|
| R1 |
2.828 |
2.828 |
2.803 |
2.819 |
| PP |
2.810 |
2.810 |
2.810 |
2.805 |
| S1 |
2.780 |
2.780 |
2.795 |
2.771 |
| S2 |
2.762 |
2.762 |
2.790 |
|
| S3 |
2.714 |
2.732 |
2.786 |
|
| S4 |
2.666 |
2.684 |
2.773 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.217 |
3.135 |
2.869 |
|
| R3 |
3.090 |
3.008 |
2.834 |
|
| R2 |
2.963 |
2.963 |
2.822 |
|
| R1 |
2.881 |
2.881 |
2.811 |
2.859 |
| PP |
2.836 |
2.836 |
2.836 |
2.825 |
| S1 |
2.754 |
2.754 |
2.787 |
2.732 |
| S2 |
2.709 |
2.709 |
2.776 |
|
| S3 |
2.582 |
2.627 |
2.764 |
|
| S4 |
2.455 |
2.500 |
2.729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.918 |
2.791 |
0.127 |
4.5% |
0.059 |
2.1% |
6% |
False |
True |
54,801 |
| 10 |
2.918 |
2.777 |
0.141 |
5.0% |
0.056 |
2.0% |
16% |
False |
False |
54,257 |
| 20 |
2.987 |
2.745 |
0.242 |
8.6% |
0.060 |
2.1% |
22% |
False |
False |
43,057 |
| 40 |
3.131 |
2.745 |
0.386 |
13.8% |
0.058 |
2.1% |
14% |
False |
False |
32,099 |
| 60 |
3.293 |
2.745 |
0.548 |
19.6% |
0.059 |
2.1% |
10% |
False |
False |
28,588 |
| 80 |
3.343 |
2.745 |
0.598 |
21.4% |
0.062 |
2.2% |
9% |
False |
False |
25,540 |
| 100 |
3.383 |
2.745 |
0.638 |
22.8% |
0.064 |
2.3% |
8% |
False |
False |
23,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.043 |
|
2.618 |
2.965 |
|
1.618 |
2.917 |
|
1.000 |
2.887 |
|
0.618 |
2.869 |
|
HIGH |
2.839 |
|
0.618 |
2.821 |
|
0.500 |
2.815 |
|
0.382 |
2.809 |
|
LOW |
2.791 |
|
0.618 |
2.761 |
|
1.000 |
2.743 |
|
1.618 |
2.713 |
|
2.618 |
2.665 |
|
4.250 |
2.587 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.815 |
2.855 |
| PP |
2.810 |
2.836 |
| S1 |
2.804 |
2.818 |
|