NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.576 |
2.520 |
-0.056 |
-2.2% |
2.823 |
| High |
2.590 |
2.581 |
-0.009 |
-0.3% |
2.842 |
| Low |
2.500 |
2.492 |
-0.008 |
-0.3% |
2.623 |
| Close |
2.515 |
2.531 |
0.016 |
0.6% |
2.632 |
| Range |
0.090 |
0.089 |
-0.001 |
-1.1% |
0.219 |
| ATR |
0.069 |
0.070 |
0.001 |
2.1% |
0.000 |
| Volume |
56,807 |
45,043 |
-11,764 |
-20.7% |
213,589 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.802 |
2.755 |
2.580 |
|
| R3 |
2.713 |
2.666 |
2.555 |
|
| R2 |
2.624 |
2.624 |
2.547 |
|
| R1 |
2.577 |
2.577 |
2.539 |
2.601 |
| PP |
2.535 |
2.535 |
2.535 |
2.546 |
| S1 |
2.488 |
2.488 |
2.523 |
2.512 |
| S2 |
2.446 |
2.446 |
2.515 |
|
| S3 |
2.357 |
2.399 |
2.507 |
|
| S4 |
2.268 |
2.310 |
2.482 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.356 |
3.213 |
2.752 |
|
| R3 |
3.137 |
2.994 |
2.692 |
|
| R2 |
2.918 |
2.918 |
2.672 |
|
| R1 |
2.775 |
2.775 |
2.652 |
2.737 |
| PP |
2.699 |
2.699 |
2.699 |
2.680 |
| S1 |
2.556 |
2.556 |
2.612 |
2.518 |
| S2 |
2.480 |
2.480 |
2.592 |
|
| S3 |
2.261 |
2.337 |
2.572 |
|
| S4 |
2.042 |
2.118 |
2.512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.832 |
2.492 |
0.340 |
13.4% |
0.086 |
3.4% |
11% |
False |
True |
49,575 |
| 10 |
2.918 |
2.492 |
0.426 |
16.8% |
0.069 |
2.7% |
9% |
False |
True |
47,138 |
| 20 |
2.918 |
2.492 |
0.426 |
16.8% |
0.065 |
2.6% |
9% |
False |
True |
49,376 |
| 40 |
3.103 |
2.492 |
0.611 |
24.1% |
0.061 |
2.4% |
6% |
False |
True |
36,811 |
| 60 |
3.293 |
2.492 |
0.801 |
31.6% |
0.060 |
2.4% |
5% |
False |
True |
32,178 |
| 80 |
3.343 |
2.492 |
0.851 |
33.6% |
0.062 |
2.4% |
5% |
False |
True |
28,138 |
| 100 |
3.383 |
2.492 |
0.891 |
35.2% |
0.064 |
2.5% |
4% |
False |
True |
25,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.959 |
|
2.618 |
2.814 |
|
1.618 |
2.725 |
|
1.000 |
2.670 |
|
0.618 |
2.636 |
|
HIGH |
2.581 |
|
0.618 |
2.547 |
|
0.500 |
2.537 |
|
0.382 |
2.526 |
|
LOW |
2.492 |
|
0.618 |
2.437 |
|
1.000 |
2.403 |
|
1.618 |
2.348 |
|
2.618 |
2.259 |
|
4.250 |
2.114 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.537 |
2.600 |
| PP |
2.535 |
2.577 |
| S1 |
2.533 |
2.554 |
|