NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.790 |
2.806 |
0.016 |
0.6% |
2.858 |
| High |
2.820 |
2.806 |
-0.014 |
-0.5% |
2.887 |
| Low |
2.783 |
2.721 |
-0.062 |
-2.2% |
2.776 |
| Close |
2.795 |
2.736 |
-0.059 |
-2.1% |
2.782 |
| Range |
0.037 |
0.085 |
0.048 |
129.7% |
0.111 |
| ATR |
0.051 |
0.054 |
0.002 |
4.7% |
0.000 |
| Volume |
23,750 |
26,901 |
3,151 |
13.3% |
109,423 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.009 |
2.958 |
2.783 |
|
| R3 |
2.924 |
2.873 |
2.759 |
|
| R2 |
2.839 |
2.839 |
2.752 |
|
| R1 |
2.788 |
2.788 |
2.744 |
2.771 |
| PP |
2.754 |
2.754 |
2.754 |
2.746 |
| S1 |
2.703 |
2.703 |
2.728 |
2.686 |
| S2 |
2.669 |
2.669 |
2.720 |
|
| S3 |
2.584 |
2.618 |
2.713 |
|
| S4 |
2.499 |
2.533 |
2.689 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.148 |
3.076 |
2.843 |
|
| R3 |
3.037 |
2.965 |
2.813 |
|
| R2 |
2.926 |
2.926 |
2.802 |
|
| R1 |
2.854 |
2.854 |
2.792 |
2.835 |
| PP |
2.815 |
2.815 |
2.815 |
2.805 |
| S1 |
2.743 |
2.743 |
2.772 |
2.724 |
| S2 |
2.704 |
2.704 |
2.762 |
|
| S3 |
2.593 |
2.632 |
2.751 |
|
| S4 |
2.482 |
2.521 |
2.721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.887 |
2.721 |
0.166 |
6.1% |
0.055 |
2.0% |
9% |
False |
True |
23,004 |
| 10 |
2.887 |
2.721 |
0.166 |
6.1% |
0.052 |
1.9% |
9% |
False |
True |
21,096 |
| 20 |
2.956 |
2.721 |
0.235 |
8.6% |
0.057 |
2.1% |
6% |
False |
True |
20,550 |
| 40 |
3.062 |
2.721 |
0.341 |
12.5% |
0.051 |
1.9% |
4% |
False |
True |
15,168 |
| 60 |
3.238 |
2.721 |
0.517 |
18.9% |
0.053 |
1.9% |
3% |
False |
True |
12,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.167 |
|
2.618 |
3.029 |
|
1.618 |
2.944 |
|
1.000 |
2.891 |
|
0.618 |
2.859 |
|
HIGH |
2.806 |
|
0.618 |
2.774 |
|
0.500 |
2.764 |
|
0.382 |
2.753 |
|
LOW |
2.721 |
|
0.618 |
2.668 |
|
1.000 |
2.636 |
|
1.618 |
2.583 |
|
2.618 |
2.498 |
|
4.250 |
2.360 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.764 |
2.771 |
| PP |
2.754 |
2.759 |
| S1 |
2.745 |
2.748 |
|