NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.488 |
2.520 |
0.032 |
1.3% |
2.451 |
| High |
2.523 |
2.559 |
0.036 |
1.4% |
2.531 |
| Low |
2.469 |
2.510 |
0.041 |
1.7% |
2.429 |
| Close |
2.502 |
2.535 |
0.033 |
1.3% |
2.502 |
| Range |
0.054 |
0.049 |
-0.005 |
-9.3% |
0.102 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.5% |
0.000 |
| Volume |
134,032 |
134,727 |
695 |
0.5% |
717,824 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.682 |
2.657 |
2.562 |
|
| R3 |
2.633 |
2.608 |
2.548 |
|
| R2 |
2.584 |
2.584 |
2.544 |
|
| R1 |
2.559 |
2.559 |
2.539 |
2.572 |
| PP |
2.535 |
2.535 |
2.535 |
2.541 |
| S1 |
2.510 |
2.510 |
2.531 |
2.523 |
| S2 |
2.486 |
2.486 |
2.526 |
|
| S3 |
2.437 |
2.461 |
2.522 |
|
| S4 |
2.388 |
2.412 |
2.508 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.793 |
2.750 |
2.558 |
|
| R3 |
2.691 |
2.648 |
2.530 |
|
| R2 |
2.589 |
2.589 |
2.521 |
|
| R1 |
2.546 |
2.546 |
2.511 |
2.568 |
| PP |
2.487 |
2.487 |
2.487 |
2.498 |
| S1 |
2.444 |
2.444 |
2.493 |
2.466 |
| S2 |
2.385 |
2.385 |
2.483 |
|
| S3 |
2.283 |
2.342 |
2.474 |
|
| S4 |
2.181 |
2.240 |
2.446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.559 |
2.436 |
0.123 |
4.9% |
0.062 |
2.4% |
80% |
True |
False |
149,713 |
| 10 |
2.673 |
2.403 |
0.270 |
10.7% |
0.075 |
3.0% |
49% |
False |
False |
137,796 |
| 20 |
2.859 |
2.403 |
0.456 |
18.0% |
0.070 |
2.7% |
29% |
False |
False |
114,701 |
| 40 |
2.925 |
2.403 |
0.522 |
20.6% |
0.066 |
2.6% |
25% |
False |
False |
78,627 |
| 60 |
3.079 |
2.403 |
0.676 |
26.7% |
0.068 |
2.7% |
20% |
False |
False |
64,582 |
| 80 |
3.079 |
2.403 |
0.676 |
26.7% |
0.069 |
2.7% |
20% |
False |
False |
53,681 |
| 100 |
3.190 |
2.403 |
0.787 |
31.0% |
0.072 |
2.9% |
17% |
False |
False |
46,191 |
| 120 |
3.254 |
2.403 |
0.851 |
33.6% |
0.073 |
2.9% |
16% |
False |
False |
40,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.767 |
|
2.618 |
2.687 |
|
1.618 |
2.638 |
|
1.000 |
2.608 |
|
0.618 |
2.589 |
|
HIGH |
2.559 |
|
0.618 |
2.540 |
|
0.500 |
2.535 |
|
0.382 |
2.529 |
|
LOW |
2.510 |
|
0.618 |
2.480 |
|
1.000 |
2.461 |
|
1.618 |
2.431 |
|
2.618 |
2.382 |
|
4.250 |
2.302 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.535 |
2.525 |
| PP |
2.535 |
2.515 |
| S1 |
2.535 |
2.506 |
|