NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.832 |
2.746 |
-0.086 |
-3.0% |
2.865 |
| High |
2.832 |
2.768 |
-0.064 |
-2.3% |
2.918 |
| Low |
2.735 |
2.699 |
-0.036 |
-1.3% |
2.791 |
| Close |
2.750 |
2.721 |
-0.029 |
-1.1% |
2.799 |
| Range |
0.097 |
0.069 |
-0.028 |
-28.9% |
0.127 |
| ATR |
0.061 |
0.061 |
0.001 |
1.0% |
0.000 |
| Volume |
45,632 |
51,672 |
6,040 |
13.2% |
274,005 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.936 |
2.898 |
2.759 |
|
| R3 |
2.867 |
2.829 |
2.740 |
|
| R2 |
2.798 |
2.798 |
2.734 |
|
| R1 |
2.760 |
2.760 |
2.727 |
2.745 |
| PP |
2.729 |
2.729 |
2.729 |
2.722 |
| S1 |
2.691 |
2.691 |
2.715 |
2.676 |
| S2 |
2.660 |
2.660 |
2.708 |
|
| S3 |
2.591 |
2.622 |
2.702 |
|
| S4 |
2.522 |
2.553 |
2.683 |
|
|
| 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 |
2.842 |
2.699 |
0.143 |
5.3% |
0.058 |
2.1% |
15% |
False |
True |
40,727 |
| 10 |
2.918 |
2.699 |
0.219 |
8.0% |
0.060 |
2.2% |
10% |
False |
True |
49,269 |
| 20 |
2.987 |
2.699 |
0.288 |
10.6% |
0.063 |
2.3% |
8% |
False |
True |
46,360 |
| 40 |
3.103 |
2.699 |
0.404 |
14.8% |
0.059 |
2.2% |
5% |
False |
True |
34,297 |
| 60 |
3.293 |
2.699 |
0.594 |
21.8% |
0.060 |
2.2% |
4% |
False |
True |
30,543 |
| 80 |
3.343 |
2.699 |
0.644 |
23.7% |
0.062 |
2.3% |
3% |
False |
True |
26,810 |
| 100 |
3.383 |
2.699 |
0.684 |
25.1% |
0.063 |
2.3% |
3% |
False |
True |
24,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.061 |
|
2.618 |
2.949 |
|
1.618 |
2.880 |
|
1.000 |
2.837 |
|
0.618 |
2.811 |
|
HIGH |
2.768 |
|
0.618 |
2.742 |
|
0.500 |
2.734 |
|
0.382 |
2.725 |
|
LOW |
2.699 |
|
0.618 |
2.656 |
|
1.000 |
2.630 |
|
1.618 |
2.587 |
|
2.618 |
2.518 |
|
4.250 |
2.406 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.734 |
2.771 |
| PP |
2.729 |
2.754 |
| S1 |
2.725 |
2.738 |
|