NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.461 |
2.419 |
-0.042 |
-1.7% |
2.576 |
| High |
2.531 |
2.503 |
-0.028 |
-1.1% |
2.590 |
| Low |
2.402 |
2.357 |
-0.045 |
-1.9% |
2.357 |
| Close |
2.423 |
2.490 |
0.067 |
2.8% |
2.490 |
| Range |
0.129 |
0.146 |
0.017 |
13.2% |
0.233 |
| ATR |
0.078 |
0.083 |
0.005 |
6.3% |
0.000 |
| Volume |
49,098 |
74,058 |
24,960 |
50.8% |
296,132 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.888 |
2.835 |
2.570 |
|
| R3 |
2.742 |
2.689 |
2.530 |
|
| R2 |
2.596 |
2.596 |
2.517 |
|
| R1 |
2.543 |
2.543 |
2.503 |
2.570 |
| PP |
2.450 |
2.450 |
2.450 |
2.463 |
| S1 |
2.397 |
2.397 |
2.477 |
2.424 |
| S2 |
2.304 |
2.304 |
2.463 |
|
| S3 |
2.158 |
2.251 |
2.450 |
|
| S4 |
2.012 |
2.105 |
2.410 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.067 |
2.618 |
|
| R3 |
2.945 |
2.834 |
2.554 |
|
| R2 |
2.712 |
2.712 |
2.533 |
|
| R1 |
2.601 |
2.601 |
2.511 |
2.540 |
| PP |
2.479 |
2.479 |
2.479 |
2.449 |
| S1 |
2.368 |
2.368 |
2.469 |
2.307 |
| S2 |
2.246 |
2.246 |
2.447 |
|
| S3 |
2.013 |
2.135 |
2.426 |
|
| S4 |
1.780 |
1.902 |
2.362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.590 |
2.357 |
0.233 |
9.4% |
0.115 |
4.6% |
57% |
False |
True |
59,226 |
| 10 |
2.842 |
2.357 |
0.485 |
19.5% |
0.090 |
3.6% |
27% |
False |
True |
50,972 |
| 20 |
2.918 |
2.357 |
0.561 |
22.5% |
0.073 |
2.9% |
24% |
False |
True |
52,614 |
| 40 |
3.103 |
2.357 |
0.746 |
30.0% |
0.067 |
2.7% |
18% |
False |
True |
39,843 |
| 60 |
3.293 |
2.357 |
0.936 |
37.6% |
0.063 |
2.5% |
14% |
False |
True |
34,068 |
| 80 |
3.343 |
2.357 |
0.986 |
39.6% |
0.064 |
2.6% |
13% |
False |
True |
29,942 |
| 100 |
3.383 |
2.357 |
1.026 |
41.2% |
0.065 |
2.6% |
13% |
False |
True |
26,904 |
| 120 |
3.483 |
2.357 |
1.126 |
45.2% |
0.067 |
2.7% |
12% |
False |
True |
24,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.124 |
|
2.618 |
2.885 |
|
1.618 |
2.739 |
|
1.000 |
2.649 |
|
0.618 |
2.593 |
|
HIGH |
2.503 |
|
0.618 |
2.447 |
|
0.500 |
2.430 |
|
0.382 |
2.413 |
|
LOW |
2.357 |
|
0.618 |
2.267 |
|
1.000 |
2.211 |
|
1.618 |
2.121 |
|
2.618 |
1.975 |
|
4.250 |
1.737 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.470 |
2.478 |
| PP |
2.450 |
2.466 |
| S1 |
2.430 |
2.455 |
|