NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.464 |
2.453 |
-0.011 |
-0.4% |
2.520 |
| High |
2.481 |
2.499 |
0.018 |
0.7% |
2.578 |
| Low |
2.435 |
2.444 |
0.009 |
0.4% |
2.410 |
| Close |
2.442 |
2.476 |
0.034 |
1.4% |
2.430 |
| Range |
0.046 |
0.055 |
0.009 |
19.6% |
0.168 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.5% |
0.000 |
| Volume |
95,860 |
147,317 |
51,457 |
53.7% |
730,110 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.638 |
2.612 |
2.506 |
|
| R3 |
2.583 |
2.557 |
2.491 |
|
| R2 |
2.528 |
2.528 |
2.486 |
|
| R1 |
2.502 |
2.502 |
2.481 |
2.515 |
| PP |
2.473 |
2.473 |
2.473 |
2.480 |
| S1 |
2.447 |
2.447 |
2.471 |
2.460 |
| S2 |
2.418 |
2.418 |
2.466 |
|
| S3 |
2.363 |
2.392 |
2.461 |
|
| S4 |
2.308 |
2.337 |
2.446 |
|
|
| 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 |
6.8% |
0.071 |
2.9% |
39% |
False |
False |
137,730 |
| 10 |
2.578 |
2.410 |
0.168 |
6.8% |
0.068 |
2.7% |
39% |
False |
False |
144,690 |
| 20 |
2.720 |
2.403 |
0.317 |
12.8% |
0.073 |
2.9% |
23% |
False |
False |
135,090 |
| 40 |
2.859 |
2.403 |
0.456 |
18.4% |
0.066 |
2.7% |
16% |
False |
False |
95,002 |
| 60 |
3.052 |
2.403 |
0.649 |
26.2% |
0.068 |
2.7% |
11% |
False |
False |
76,490 |
| 80 |
3.079 |
2.403 |
0.676 |
27.3% |
0.069 |
2.8% |
11% |
False |
False |
62,783 |
| 100 |
3.118 |
2.403 |
0.715 |
28.9% |
0.071 |
2.9% |
10% |
False |
False |
53,843 |
| 120 |
3.254 |
2.403 |
0.851 |
34.4% |
0.074 |
3.0% |
9% |
False |
False |
46,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.733 |
|
2.618 |
2.643 |
|
1.618 |
2.588 |
|
1.000 |
2.554 |
|
0.618 |
2.533 |
|
HIGH |
2.499 |
|
0.618 |
2.478 |
|
0.500 |
2.472 |
|
0.382 |
2.465 |
|
LOW |
2.444 |
|
0.618 |
2.410 |
|
1.000 |
2.389 |
|
1.618 |
2.355 |
|
2.618 |
2.300 |
|
4.250 |
2.210 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.475 |
2.469 |
| PP |
2.473 |
2.462 |
| S1 |
2.472 |
2.455 |
|