NYMEX Natural Gas Future April 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.456 |
2.482 |
0.026 |
1.1% |
2.680 |
| High |
2.503 |
2.494 |
-0.009 |
-0.4% |
2.691 |
| Low |
2.423 |
2.397 |
-0.026 |
-1.1% |
2.544 |
| Close |
2.473 |
2.429 |
-0.044 |
-1.8% |
2.551 |
| Range |
0.080 |
0.097 |
0.017 |
21.3% |
0.147 |
| ATR |
0.053 |
0.056 |
0.003 |
5.9% |
0.000 |
| Volume |
19,966 |
30,426 |
10,460 |
52.4% |
99,854 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.731 |
2.677 |
2.482 |
|
| R3 |
2.634 |
2.580 |
2.456 |
|
| R2 |
2.537 |
2.537 |
2.447 |
|
| R1 |
2.483 |
2.483 |
2.438 |
2.462 |
| PP |
2.440 |
2.440 |
2.440 |
2.429 |
| S1 |
2.386 |
2.386 |
2.420 |
2.365 |
| S2 |
2.343 |
2.343 |
2.411 |
|
| S3 |
2.246 |
2.289 |
2.402 |
|
| S4 |
2.149 |
2.192 |
2.376 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.036 |
2.941 |
2.632 |
|
| R3 |
2.889 |
2.794 |
2.591 |
|
| R2 |
2.742 |
2.742 |
2.578 |
|
| R1 |
2.647 |
2.647 |
2.564 |
2.621 |
| PP |
2.595 |
2.595 |
2.595 |
2.583 |
| S1 |
2.500 |
2.500 |
2.538 |
2.474 |
| S2 |
2.448 |
2.448 |
2.524 |
|
| S3 |
2.301 |
2.353 |
2.511 |
|
| S4 |
2.154 |
2.206 |
2.470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.644 |
2.397 |
0.247 |
10.2% |
0.072 |
3.0% |
13% |
False |
True |
24,250 |
| 10 |
2.746 |
2.397 |
0.349 |
14.4% |
0.059 |
2.4% |
9% |
False |
True |
21,706 |
| 20 |
2.746 |
2.397 |
0.349 |
14.4% |
0.051 |
2.1% |
9% |
False |
True |
17,651 |
| 40 |
2.912 |
2.397 |
0.515 |
21.2% |
0.048 |
2.0% |
6% |
False |
True |
14,644 |
| 60 |
3.056 |
2.397 |
0.659 |
27.1% |
0.046 |
1.9% |
5% |
False |
True |
12,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.906 |
|
2.618 |
2.748 |
|
1.618 |
2.651 |
|
1.000 |
2.591 |
|
0.618 |
2.554 |
|
HIGH |
2.494 |
|
0.618 |
2.457 |
|
0.500 |
2.446 |
|
0.382 |
2.434 |
|
LOW |
2.397 |
|
0.618 |
2.337 |
|
1.000 |
2.300 |
|
1.618 |
2.240 |
|
2.618 |
2.143 |
|
4.250 |
1.985 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.446 |
2.458 |
| PP |
2.440 |
2.448 |
| S1 |
2.435 |
2.439 |
|