NYMEX Natural Gas Future March 2016
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
2.873 |
2.839 |
-0.034 |
-1.2% |
2.787 |
High |
2.873 |
2.868 |
-0.005 |
-0.2% |
2.852 |
Low |
2.827 |
2.825 |
-0.002 |
-0.1% |
2.759 |
Close |
2.842 |
2.852 |
0.010 |
0.4% |
2.835 |
Range |
0.046 |
0.043 |
-0.003 |
-6.5% |
0.093 |
ATR |
0.054 |
0.053 |
-0.001 |
-1.5% |
0.000 |
Volume |
21,679 |
17,746 |
-3,933 |
-18.1% |
99,101 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.977 |
2.958 |
2.876 |
|
R3 |
2.934 |
2.915 |
2.864 |
|
R2 |
2.891 |
2.891 |
2.860 |
|
R1 |
2.872 |
2.872 |
2.856 |
2.882 |
PP |
2.848 |
2.848 |
2.848 |
2.853 |
S1 |
2.829 |
2.829 |
2.848 |
2.839 |
S2 |
2.805 |
2.805 |
2.844 |
|
S3 |
2.762 |
2.786 |
2.840 |
|
S4 |
2.719 |
2.743 |
2.828 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.094 |
3.058 |
2.886 |
|
R3 |
3.001 |
2.965 |
2.861 |
|
R2 |
2.908 |
2.908 |
2.852 |
|
R1 |
2.872 |
2.872 |
2.844 |
2.890 |
PP |
2.815 |
2.815 |
2.815 |
2.825 |
S1 |
2.779 |
2.779 |
2.826 |
2.797 |
S2 |
2.722 |
2.722 |
2.818 |
|
S3 |
2.629 |
2.686 |
2.809 |
|
S4 |
2.536 |
2.593 |
2.784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.883 |
2.785 |
0.098 |
3.4% |
0.049 |
1.7% |
68% |
False |
False |
19,189 |
10 |
2.883 |
2.733 |
0.150 |
5.3% |
0.052 |
1.8% |
79% |
False |
False |
20,587 |
20 |
2.976 |
2.733 |
0.243 |
8.5% |
0.053 |
1.9% |
49% |
False |
False |
17,034 |
40 |
3.099 |
2.733 |
0.366 |
12.8% |
0.051 |
1.8% |
33% |
False |
False |
13,154 |
60 |
3.290 |
2.733 |
0.557 |
19.5% |
0.054 |
1.9% |
21% |
False |
False |
11,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.051 |
2.618 |
2.981 |
1.618 |
2.938 |
1.000 |
2.911 |
0.618 |
2.895 |
HIGH |
2.868 |
0.618 |
2.852 |
0.500 |
2.847 |
0.382 |
2.841 |
LOW |
2.825 |
0.618 |
2.798 |
1.000 |
2.782 |
1.618 |
2.755 |
2.618 |
2.712 |
4.250 |
2.642 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
2.850 |
2.854 |
PP |
2.848 |
2.853 |
S1 |
2.847 |
2.853 |
|