NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.499 |
2.538 |
0.039 |
1.6% |
2.451 |
| High |
2.539 |
2.578 |
0.039 |
1.5% |
2.531 |
| Low |
2.472 |
2.449 |
-0.023 |
-0.9% |
2.429 |
| Close |
2.518 |
2.453 |
-0.065 |
-2.6% |
2.502 |
| Range |
0.067 |
0.129 |
0.062 |
92.5% |
0.102 |
| ATR |
0.070 |
0.075 |
0.004 |
6.0% |
0.000 |
| Volume |
146,825 |
179,397 |
32,572 |
22.2% |
717,824 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.880 |
2.796 |
2.524 |
|
| R3 |
2.751 |
2.667 |
2.488 |
|
| R2 |
2.622 |
2.622 |
2.477 |
|
| R1 |
2.538 |
2.538 |
2.465 |
2.516 |
| PP |
2.493 |
2.493 |
2.493 |
2.482 |
| S1 |
2.409 |
2.409 |
2.441 |
2.387 |
| S2 |
2.364 |
2.364 |
2.429 |
|
| S3 |
2.235 |
2.280 |
2.418 |
|
| S4 |
2.106 |
2.151 |
2.382 |
|
|
| 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 |
2.578 |
2.449 |
0.129 |
5.3% |
0.073 |
3.0% |
3% |
True |
True |
148,978 |
| 10 |
2.578 |
2.403 |
0.175 |
7.1% |
0.070 |
2.9% |
29% |
True |
False |
144,175 |
| 20 |
2.744 |
2.403 |
0.341 |
13.9% |
0.072 |
2.9% |
15% |
False |
False |
128,590 |
| 40 |
2.900 |
2.403 |
0.497 |
20.3% |
0.069 |
2.8% |
10% |
False |
False |
88,560 |
| 60 |
3.079 |
2.403 |
0.676 |
27.6% |
0.069 |
2.8% |
7% |
False |
False |
71,575 |
| 80 |
3.079 |
2.403 |
0.676 |
27.6% |
0.070 |
2.8% |
7% |
False |
False |
58,959 |
| 100 |
3.118 |
2.403 |
0.715 |
29.1% |
0.073 |
3.0% |
7% |
False |
False |
50,615 |
| 120 |
3.254 |
2.403 |
0.851 |
34.7% |
0.075 |
3.0% |
6% |
False |
False |
44,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.126 |
|
2.618 |
2.916 |
|
1.618 |
2.787 |
|
1.000 |
2.707 |
|
0.618 |
2.658 |
|
HIGH |
2.578 |
|
0.618 |
2.529 |
|
0.500 |
2.514 |
|
0.382 |
2.498 |
|
LOW |
2.449 |
|
0.618 |
2.369 |
|
1.000 |
2.320 |
|
1.618 |
2.240 |
|
2.618 |
2.111 |
|
4.250 |
1.901 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.514 |
2.514 |
| PP |
2.493 |
2.493 |
| S1 |
2.473 |
2.473 |
|