NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.544 |
2.499 |
-0.045 |
-1.8% |
2.451 |
| High |
2.555 |
2.539 |
-0.016 |
-0.6% |
2.531 |
| Low |
2.487 |
2.472 |
-0.015 |
-0.6% |
2.429 |
| Close |
2.498 |
2.518 |
0.020 |
0.8% |
2.502 |
| Range |
0.068 |
0.067 |
-0.001 |
-1.5% |
0.102 |
| ATR |
0.071 |
0.070 |
0.000 |
-0.4% |
0.000 |
| Volume |
149,909 |
146,825 |
-3,084 |
-2.1% |
717,824 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.711 |
2.681 |
2.555 |
|
| R3 |
2.644 |
2.614 |
2.536 |
|
| R2 |
2.577 |
2.577 |
2.530 |
|
| R1 |
2.547 |
2.547 |
2.524 |
2.562 |
| PP |
2.510 |
2.510 |
2.510 |
2.517 |
| S1 |
2.480 |
2.480 |
2.512 |
2.495 |
| S2 |
2.443 |
2.443 |
2.506 |
|
| S3 |
2.376 |
2.413 |
2.500 |
|
| S4 |
2.309 |
2.346 |
2.481 |
|
|
| 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 |
4.2% |
0.063 |
2.5% |
62% |
False |
False |
148,332 |
| 10 |
2.559 |
2.403 |
0.156 |
6.2% |
0.070 |
2.8% |
74% |
False |
False |
142,757 |
| 20 |
2.754 |
2.403 |
0.351 |
13.9% |
0.069 |
2.8% |
33% |
False |
False |
122,876 |
| 40 |
2.900 |
2.403 |
0.497 |
19.7% |
0.067 |
2.6% |
23% |
False |
False |
84,678 |
| 60 |
3.079 |
2.403 |
0.676 |
26.8% |
0.068 |
2.7% |
17% |
False |
False |
68,914 |
| 80 |
3.079 |
2.403 |
0.676 |
26.8% |
0.069 |
2.7% |
17% |
False |
False |
56,961 |
| 100 |
3.118 |
2.403 |
0.715 |
28.4% |
0.072 |
2.9% |
16% |
False |
False |
48,894 |
| 120 |
3.254 |
2.403 |
0.851 |
33.8% |
0.074 |
2.9% |
14% |
False |
False |
42,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.824 |
|
2.618 |
2.714 |
|
1.618 |
2.647 |
|
1.000 |
2.606 |
|
0.618 |
2.580 |
|
HIGH |
2.539 |
|
0.618 |
2.513 |
|
0.500 |
2.506 |
|
0.382 |
2.498 |
|
LOW |
2.472 |
|
0.618 |
2.431 |
|
1.000 |
2.405 |
|
1.618 |
2.364 |
|
2.618 |
2.297 |
|
4.250 |
2.187 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.514 |
2.517 |
| PP |
2.510 |
2.516 |
| S1 |
2.506 |
2.516 |
|