NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.806 |
2.729 |
-0.077 |
-2.7% |
2.858 |
| High |
2.806 |
2.749 |
-0.057 |
-2.0% |
2.887 |
| Low |
2.721 |
2.690 |
-0.031 |
-1.1% |
2.776 |
| Close |
2.736 |
2.709 |
-0.027 |
-1.0% |
2.782 |
| Range |
0.085 |
0.059 |
-0.026 |
-30.6% |
0.111 |
| ATR |
0.054 |
0.054 |
0.000 |
0.7% |
0.000 |
| Volume |
26,901 |
27,936 |
1,035 |
3.8% |
109,423 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.893 |
2.860 |
2.741 |
|
| R3 |
2.834 |
2.801 |
2.725 |
|
| R2 |
2.775 |
2.775 |
2.720 |
|
| R1 |
2.742 |
2.742 |
2.714 |
2.729 |
| PP |
2.716 |
2.716 |
2.716 |
2.710 |
| S1 |
2.683 |
2.683 |
2.704 |
2.670 |
| S2 |
2.657 |
2.657 |
2.698 |
|
| S3 |
2.598 |
2.624 |
2.693 |
|
| S4 |
2.539 |
2.565 |
2.677 |
|
|
| 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 |
2.820 |
2.690 |
0.130 |
4.8% |
0.050 |
1.8% |
15% |
False |
True |
21,515 |
| 10 |
2.887 |
2.690 |
0.197 |
7.3% |
0.053 |
1.9% |
10% |
False |
True |
21,940 |
| 20 |
2.956 |
2.690 |
0.266 |
9.8% |
0.056 |
2.1% |
7% |
False |
True |
21,198 |
| 40 |
3.062 |
2.690 |
0.372 |
13.7% |
0.052 |
1.9% |
5% |
False |
True |
15,742 |
| 60 |
3.238 |
2.690 |
0.548 |
20.2% |
0.053 |
2.0% |
3% |
False |
True |
13,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.000 |
|
2.618 |
2.903 |
|
1.618 |
2.844 |
|
1.000 |
2.808 |
|
0.618 |
2.785 |
|
HIGH |
2.749 |
|
0.618 |
2.726 |
|
0.500 |
2.720 |
|
0.382 |
2.713 |
|
LOW |
2.690 |
|
0.618 |
2.654 |
|
1.000 |
2.631 |
|
1.618 |
2.595 |
|
2.618 |
2.536 |
|
4.250 |
2.439 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.720 |
2.755 |
| PP |
2.716 |
2.740 |
| S1 |
2.713 |
2.724 |
|