NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.540 |
2.461 |
-0.079 |
-3.1% |
2.823 |
| High |
2.552 |
2.531 |
-0.021 |
-0.8% |
2.842 |
| Low |
2.431 |
2.402 |
-0.029 |
-1.2% |
2.623 |
| Close |
2.461 |
2.423 |
-0.038 |
-1.5% |
2.632 |
| Range |
0.121 |
0.129 |
0.008 |
6.6% |
0.219 |
| ATR |
0.074 |
0.078 |
0.004 |
5.4% |
0.000 |
| Volume |
71,126 |
49,098 |
-22,028 |
-31.0% |
213,589 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.839 |
2.760 |
2.494 |
|
| R3 |
2.710 |
2.631 |
2.458 |
|
| R2 |
2.581 |
2.581 |
2.447 |
|
| R1 |
2.502 |
2.502 |
2.435 |
2.477 |
| PP |
2.452 |
2.452 |
2.452 |
2.440 |
| S1 |
2.373 |
2.373 |
2.411 |
2.348 |
| S2 |
2.323 |
2.323 |
2.399 |
|
| S3 |
2.194 |
2.244 |
2.388 |
|
| S4 |
2.065 |
2.115 |
2.352 |
|
|
| 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 |
2.708 |
2.402 |
0.306 |
12.6% |
0.103 |
4.2% |
7% |
False |
True |
54,159 |
| 10 |
2.842 |
2.402 |
0.440 |
18.2% |
0.080 |
3.3% |
5% |
False |
True |
47,443 |
| 20 |
2.918 |
2.402 |
0.516 |
21.3% |
0.069 |
2.8% |
4% |
False |
True |
51,117 |
| 40 |
3.103 |
2.402 |
0.701 |
28.9% |
0.065 |
2.7% |
3% |
False |
True |
38,832 |
| 60 |
3.293 |
2.402 |
0.891 |
36.8% |
0.062 |
2.6% |
2% |
False |
True |
33,253 |
| 80 |
3.343 |
2.402 |
0.941 |
38.8% |
0.063 |
2.6% |
2% |
False |
True |
29,281 |
| 100 |
3.383 |
2.402 |
0.981 |
40.5% |
0.064 |
2.7% |
2% |
False |
True |
26,393 |
| 120 |
3.483 |
2.402 |
1.081 |
44.6% |
0.066 |
2.7% |
2% |
False |
True |
24,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.079 |
|
2.618 |
2.869 |
|
1.618 |
2.740 |
|
1.000 |
2.660 |
|
0.618 |
2.611 |
|
HIGH |
2.531 |
|
0.618 |
2.482 |
|
0.500 |
2.467 |
|
0.382 |
2.451 |
|
LOW |
2.402 |
|
0.618 |
2.322 |
|
1.000 |
2.273 |
|
1.618 |
2.193 |
|
2.618 |
2.064 |
|
4.250 |
1.854 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.467 |
2.492 |
| PP |
2.452 |
2.469 |
| S1 |
2.438 |
2.446 |
|