NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.453 |
2.464 |
0.011 |
0.4% |
2.520 |
| High |
2.466 |
2.481 |
0.015 |
0.6% |
2.578 |
| Low |
2.410 |
2.435 |
0.025 |
1.0% |
2.410 |
| Close |
2.430 |
2.442 |
0.012 |
0.5% |
2.430 |
| Range |
0.056 |
0.046 |
-0.010 |
-17.9% |
0.168 |
| ATR |
0.073 |
0.072 |
-0.002 |
-2.2% |
0.000 |
| Volume |
119,252 |
95,860 |
-23,392 |
-19.6% |
730,110 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.591 |
2.562 |
2.467 |
|
| R3 |
2.545 |
2.516 |
2.455 |
|
| R2 |
2.499 |
2.499 |
2.450 |
|
| R1 |
2.470 |
2.470 |
2.446 |
2.462 |
| PP |
2.453 |
2.453 |
2.453 |
2.448 |
| S1 |
2.424 |
2.424 |
2.438 |
2.416 |
| S2 |
2.407 |
2.407 |
2.434 |
|
| S3 |
2.361 |
2.378 |
2.429 |
|
| S4 |
2.315 |
2.332 |
2.417 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.977 |
2.871 |
2.522 |
|
| R3 |
2.809 |
2.703 |
2.476 |
|
| R2 |
2.641 |
2.641 |
2.461 |
|
| R1 |
2.535 |
2.535 |
2.445 |
2.504 |
| PP |
2.473 |
2.473 |
2.473 |
2.457 |
| S1 |
2.367 |
2.367 |
2.415 |
2.336 |
| S2 |
2.305 |
2.305 |
2.399 |
|
| S3 |
2.137 |
2.199 |
2.384 |
|
| S4 |
1.969 |
2.031 |
2.338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.578 |
2.410 |
0.168 |
6.9% |
0.073 |
3.0% |
19% |
False |
False |
138,248 |
| 10 |
2.578 |
2.410 |
0.168 |
6.9% |
0.068 |
2.8% |
19% |
False |
False |
143,980 |
| 20 |
2.720 |
2.403 |
0.317 |
13.0% |
0.072 |
2.9% |
12% |
False |
False |
131,876 |
| 40 |
2.859 |
2.403 |
0.456 |
18.7% |
0.067 |
2.7% |
9% |
False |
False |
92,068 |
| 60 |
3.052 |
2.403 |
0.649 |
26.6% |
0.068 |
2.8% |
6% |
False |
False |
74,359 |
| 80 |
3.079 |
2.403 |
0.676 |
27.7% |
0.069 |
2.8% |
6% |
False |
False |
61,296 |
| 100 |
3.118 |
2.403 |
0.715 |
29.3% |
0.072 |
2.9% |
5% |
False |
False |
52,569 |
| 120 |
3.254 |
2.403 |
0.851 |
34.8% |
0.075 |
3.1% |
5% |
False |
False |
45,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.677 |
|
2.618 |
2.601 |
|
1.618 |
2.555 |
|
1.000 |
2.527 |
|
0.618 |
2.509 |
|
HIGH |
2.481 |
|
0.618 |
2.463 |
|
0.500 |
2.458 |
|
0.382 |
2.453 |
|
LOW |
2.435 |
|
0.618 |
2.407 |
|
1.000 |
2.389 |
|
1.618 |
2.361 |
|
2.618 |
2.315 |
|
4.250 |
2.240 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.458 |
2.494 |
| PP |
2.453 |
2.477 |
| S1 |
2.447 |
2.459 |
|