NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.453 |
2.493 |
0.040 |
1.6% |
2.520 |
| High |
2.499 |
2.493 |
-0.006 |
-0.2% |
2.578 |
| Low |
2.444 |
2.379 |
-0.065 |
-2.7% |
2.410 |
| Close |
2.476 |
2.404 |
-0.072 |
-2.9% |
2.430 |
| Range |
0.055 |
0.114 |
0.059 |
107.3% |
0.168 |
| ATR |
0.071 |
0.074 |
0.003 |
4.4% |
0.000 |
| Volume |
147,317 |
156,828 |
9,511 |
6.5% |
730,110 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.767 |
2.700 |
2.467 |
|
| R3 |
2.653 |
2.586 |
2.435 |
|
| R2 |
2.539 |
2.539 |
2.425 |
|
| R1 |
2.472 |
2.472 |
2.414 |
2.449 |
| PP |
2.425 |
2.425 |
2.425 |
2.414 |
| S1 |
2.358 |
2.358 |
2.394 |
2.335 |
| S2 |
2.311 |
2.311 |
2.383 |
|
| S3 |
2.197 |
2.244 |
2.373 |
|
| S4 |
2.083 |
2.130 |
2.341 |
|
|
| 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 |
2.379 |
0.199 |
8.3% |
0.080 |
3.3% |
13% |
False |
True |
139,730 |
| 10 |
2.578 |
2.379 |
0.199 |
8.3% |
0.072 |
3.0% |
13% |
False |
True |
144,031 |
| 20 |
2.720 |
2.379 |
0.341 |
14.2% |
0.077 |
3.2% |
7% |
False |
True |
138,846 |
| 40 |
2.859 |
2.379 |
0.480 |
20.0% |
0.068 |
2.8% |
5% |
False |
True |
97,925 |
| 60 |
3.052 |
2.379 |
0.673 |
28.0% |
0.069 |
2.9% |
4% |
False |
True |
78,792 |
| 80 |
3.079 |
2.379 |
0.700 |
29.1% |
0.069 |
2.9% |
4% |
False |
True |
64,449 |
| 100 |
3.118 |
2.379 |
0.739 |
30.7% |
0.072 |
3.0% |
3% |
False |
True |
55,295 |
| 120 |
3.254 |
2.379 |
0.875 |
36.4% |
0.074 |
3.1% |
3% |
False |
True |
48,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.978 |
|
2.618 |
2.791 |
|
1.618 |
2.677 |
|
1.000 |
2.607 |
|
0.618 |
2.563 |
|
HIGH |
2.493 |
|
0.618 |
2.449 |
|
0.500 |
2.436 |
|
0.382 |
2.423 |
|
LOW |
2.379 |
|
0.618 |
2.309 |
|
1.000 |
2.265 |
|
1.618 |
2.195 |
|
2.618 |
2.081 |
|
4.250 |
1.895 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.436 |
2.439 |
| PP |
2.425 |
2.427 |
| S1 |
2.415 |
2.416 |
|