NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.729 |
2.690 |
-0.039 |
-1.4% |
2.800 |
| High |
2.749 |
2.695 |
-0.054 |
-2.0% |
2.820 |
| Low |
2.690 |
2.617 |
-0.073 |
-2.7% |
2.617 |
| Close |
2.709 |
2.626 |
-0.083 |
-3.1% |
2.626 |
| Range |
0.059 |
0.078 |
0.019 |
32.2% |
0.203 |
| ATR |
0.054 |
0.057 |
0.003 |
5.0% |
0.000 |
| Volume |
27,936 |
23,189 |
-4,747 |
-17.0% |
114,636 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.880 |
2.831 |
2.669 |
|
| R3 |
2.802 |
2.753 |
2.647 |
|
| R2 |
2.724 |
2.724 |
2.640 |
|
| R1 |
2.675 |
2.675 |
2.633 |
2.661 |
| PP |
2.646 |
2.646 |
2.646 |
2.639 |
| S1 |
2.597 |
2.597 |
2.619 |
2.583 |
| S2 |
2.568 |
2.568 |
2.612 |
|
| S3 |
2.490 |
2.519 |
2.605 |
|
| S4 |
2.412 |
2.441 |
2.583 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.297 |
3.164 |
2.738 |
|
| R3 |
3.094 |
2.961 |
2.682 |
|
| R2 |
2.891 |
2.891 |
2.663 |
|
| R1 |
2.758 |
2.758 |
2.645 |
2.723 |
| PP |
2.688 |
2.688 |
2.688 |
2.670 |
| S1 |
2.555 |
2.555 |
2.607 |
2.520 |
| S2 |
2.485 |
2.485 |
2.589 |
|
| S3 |
2.282 |
2.352 |
2.570 |
|
| S4 |
2.079 |
2.149 |
2.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.820 |
2.617 |
0.203 |
7.7% |
0.058 |
2.2% |
4% |
False |
True |
22,927 |
| 10 |
2.887 |
2.617 |
0.270 |
10.3% |
0.055 |
2.1% |
3% |
False |
True |
22,405 |
| 20 |
2.956 |
2.617 |
0.339 |
12.9% |
0.057 |
2.2% |
3% |
False |
True |
21,674 |
| 40 |
3.062 |
2.617 |
0.445 |
16.9% |
0.052 |
2.0% |
2% |
False |
True |
16,125 |
| 60 |
3.238 |
2.617 |
0.621 |
23.6% |
0.053 |
2.0% |
1% |
False |
True |
13,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.027 |
|
2.618 |
2.899 |
|
1.618 |
2.821 |
|
1.000 |
2.773 |
|
0.618 |
2.743 |
|
HIGH |
2.695 |
|
0.618 |
2.665 |
|
0.500 |
2.656 |
|
0.382 |
2.647 |
|
LOW |
2.617 |
|
0.618 |
2.569 |
|
1.000 |
2.539 |
|
1.618 |
2.491 |
|
2.618 |
2.413 |
|
4.250 |
2.286 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.656 |
2.712 |
| PP |
2.646 |
2.683 |
| S1 |
2.636 |
2.655 |
|