NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.520 |
2.540 |
0.020 |
0.8% |
2.823 |
| High |
2.581 |
2.552 |
-0.029 |
-1.1% |
2.842 |
| Low |
2.492 |
2.431 |
-0.061 |
-2.4% |
2.623 |
| Close |
2.531 |
2.461 |
-0.070 |
-2.8% |
2.632 |
| Range |
0.089 |
0.121 |
0.032 |
36.0% |
0.219 |
| ATR |
0.070 |
0.074 |
0.004 |
5.2% |
0.000 |
| Volume |
45,043 |
71,126 |
26,083 |
57.9% |
213,589 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.844 |
2.774 |
2.528 |
|
| R3 |
2.723 |
2.653 |
2.494 |
|
| R2 |
2.602 |
2.602 |
2.483 |
|
| R1 |
2.532 |
2.532 |
2.472 |
2.507 |
| PP |
2.481 |
2.481 |
2.481 |
2.469 |
| S1 |
2.411 |
2.411 |
2.450 |
2.386 |
| S2 |
2.360 |
2.360 |
2.439 |
|
| S3 |
2.239 |
2.290 |
2.428 |
|
| S4 |
2.118 |
2.169 |
2.394 |
|
|
| 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 |
2.768 |
2.431 |
0.337 |
13.7% |
0.091 |
3.7% |
9% |
False |
True |
54,674 |
| 10 |
2.918 |
2.431 |
0.487 |
19.8% |
0.077 |
3.1% |
6% |
False |
True |
49,213 |
| 20 |
2.918 |
2.431 |
0.487 |
19.8% |
0.067 |
2.7% |
6% |
False |
True |
51,194 |
| 40 |
3.103 |
2.431 |
0.672 |
27.3% |
0.063 |
2.6% |
4% |
False |
True |
38,066 |
| 60 |
3.293 |
2.431 |
0.862 |
35.0% |
0.061 |
2.5% |
3% |
False |
True |
32,927 |
| 80 |
3.343 |
2.431 |
0.912 |
37.1% |
0.062 |
2.5% |
3% |
False |
True |
28,839 |
| 100 |
3.383 |
2.431 |
0.952 |
38.7% |
0.064 |
2.6% |
3% |
False |
True |
26,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.066 |
|
2.618 |
2.869 |
|
1.618 |
2.748 |
|
1.000 |
2.673 |
|
0.618 |
2.627 |
|
HIGH |
2.552 |
|
0.618 |
2.506 |
|
0.500 |
2.492 |
|
0.382 |
2.477 |
|
LOW |
2.431 |
|
0.618 |
2.356 |
|
1.000 |
2.310 |
|
1.618 |
2.235 |
|
2.618 |
2.114 |
|
4.250 |
1.917 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.492 |
2.511 |
| PP |
2.481 |
2.494 |
| S1 |
2.471 |
2.478 |
|