NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.520 |
2.544 |
0.024 |
1.0% |
2.451 |
| High |
2.559 |
2.555 |
-0.004 |
-0.2% |
2.531 |
| Low |
2.510 |
2.487 |
-0.023 |
-0.9% |
2.429 |
| Close |
2.535 |
2.498 |
-0.037 |
-1.5% |
2.502 |
| Range |
0.049 |
0.068 |
0.019 |
38.8% |
0.102 |
| ATR |
0.071 |
0.071 |
0.000 |
-0.3% |
0.000 |
| Volume |
134,727 |
149,909 |
15,182 |
11.3% |
717,824 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.717 |
2.676 |
2.535 |
|
| R3 |
2.649 |
2.608 |
2.517 |
|
| R2 |
2.581 |
2.581 |
2.510 |
|
| R1 |
2.540 |
2.540 |
2.504 |
2.527 |
| PP |
2.513 |
2.513 |
2.513 |
2.507 |
| S1 |
2.472 |
2.472 |
2.492 |
2.459 |
| S2 |
2.445 |
2.445 |
2.486 |
|
| S3 |
2.377 |
2.404 |
2.479 |
|
| S4 |
2.309 |
2.336 |
2.461 |
|
|
| 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 |
2.452 |
0.107 |
4.3% |
0.065 |
2.6% |
43% |
False |
False |
151,651 |
| 10 |
2.611 |
2.403 |
0.208 |
8.3% |
0.073 |
2.9% |
46% |
False |
False |
141,210 |
| 20 |
2.809 |
2.403 |
0.406 |
16.3% |
0.070 |
2.8% |
23% |
False |
False |
119,289 |
| 40 |
2.900 |
2.403 |
0.497 |
19.9% |
0.066 |
2.7% |
19% |
False |
False |
81,766 |
| 60 |
3.079 |
2.403 |
0.676 |
27.1% |
0.068 |
2.7% |
14% |
False |
False |
66,821 |
| 80 |
3.079 |
2.403 |
0.676 |
27.1% |
0.069 |
2.7% |
14% |
False |
False |
55,368 |
| 100 |
3.143 |
2.403 |
0.740 |
29.6% |
0.072 |
2.9% |
13% |
False |
False |
47,550 |
| 120 |
3.254 |
2.403 |
0.851 |
34.1% |
0.073 |
2.9% |
11% |
False |
False |
41,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.844 |
|
2.618 |
2.733 |
|
1.618 |
2.665 |
|
1.000 |
2.623 |
|
0.618 |
2.597 |
|
HIGH |
2.555 |
|
0.618 |
2.529 |
|
0.500 |
2.521 |
|
0.382 |
2.513 |
|
LOW |
2.487 |
|
0.618 |
2.445 |
|
1.000 |
2.419 |
|
1.618 |
2.377 |
|
2.618 |
2.309 |
|
4.250 |
2.198 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.521 |
2.514 |
| PP |
2.513 |
2.509 |
| S1 |
2.506 |
2.503 |
|