NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.821 |
2.832 |
0.011 |
0.4% |
2.865 |
| High |
2.842 |
2.832 |
-0.010 |
-0.4% |
2.918 |
| Low |
2.804 |
2.735 |
-0.069 |
-2.5% |
2.791 |
| Close |
2.815 |
2.750 |
-0.065 |
-2.3% |
2.799 |
| Range |
0.038 |
0.097 |
0.059 |
155.3% |
0.127 |
| ATR |
0.058 |
0.061 |
0.003 |
4.9% |
0.000 |
| Volume |
40,245 |
45,632 |
5,387 |
13.4% |
274,005 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.063 |
3.004 |
2.803 |
|
| R3 |
2.966 |
2.907 |
2.777 |
|
| R2 |
2.869 |
2.869 |
2.768 |
|
| R1 |
2.810 |
2.810 |
2.759 |
2.791 |
| PP |
2.772 |
2.772 |
2.772 |
2.763 |
| S1 |
2.713 |
2.713 |
2.741 |
2.694 |
| S2 |
2.675 |
2.675 |
2.732 |
|
| S3 |
2.578 |
2.616 |
2.723 |
|
| S4 |
2.481 |
2.519 |
2.697 |
|
|
| 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 |
2.735 |
0.183 |
6.7% |
0.062 |
2.3% |
8% |
False |
True |
43,753 |
| 10 |
2.918 |
2.735 |
0.183 |
6.7% |
0.058 |
2.1% |
8% |
False |
True |
50,828 |
| 20 |
2.987 |
2.735 |
0.252 |
9.2% |
0.064 |
2.3% |
6% |
False |
True |
45,856 |
| 40 |
3.103 |
2.735 |
0.368 |
13.4% |
0.058 |
2.1% |
4% |
False |
True |
33,456 |
| 60 |
3.293 |
2.735 |
0.558 |
20.3% |
0.059 |
2.2% |
3% |
False |
True |
29,932 |
| 80 |
3.343 |
2.735 |
0.608 |
22.1% |
0.061 |
2.2% |
2% |
False |
True |
26,349 |
| 100 |
3.383 |
2.735 |
0.648 |
23.6% |
0.063 |
2.3% |
2% |
False |
True |
24,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.244 |
|
2.618 |
3.086 |
|
1.618 |
2.989 |
|
1.000 |
2.929 |
|
0.618 |
2.892 |
|
HIGH |
2.832 |
|
0.618 |
2.795 |
|
0.500 |
2.784 |
|
0.382 |
2.772 |
|
LOW |
2.735 |
|
0.618 |
2.675 |
|
1.000 |
2.638 |
|
1.618 |
2.578 |
|
2.618 |
2.481 |
|
4.250 |
2.323 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.784 |
2.789 |
| PP |
2.772 |
2.776 |
| S1 |
2.761 |
2.763 |
|