NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.493 |
2.398 |
-0.095 |
-3.8% |
2.520 |
| High |
2.493 |
2.435 |
-0.058 |
-2.3% |
2.578 |
| Low |
2.379 |
2.356 |
-0.023 |
-1.0% |
2.410 |
| Close |
2.404 |
2.386 |
-0.018 |
-0.7% |
2.430 |
| Range |
0.114 |
0.079 |
-0.035 |
-30.7% |
0.168 |
| ATR |
0.074 |
0.074 |
0.000 |
0.5% |
0.000 |
| Volume |
156,828 |
138,906 |
-17,922 |
-11.4% |
730,110 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.629 |
2.587 |
2.429 |
|
| R3 |
2.550 |
2.508 |
2.408 |
|
| R2 |
2.471 |
2.471 |
2.400 |
|
| R1 |
2.429 |
2.429 |
2.393 |
2.411 |
| PP |
2.392 |
2.392 |
2.392 |
2.383 |
| S1 |
2.350 |
2.350 |
2.379 |
2.332 |
| S2 |
2.313 |
2.313 |
2.372 |
|
| S3 |
2.234 |
2.271 |
2.364 |
|
| S4 |
2.155 |
2.192 |
2.343 |
|
|
| 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 |
2.499 |
2.356 |
0.143 |
6.0% |
0.070 |
2.9% |
21% |
False |
True |
131,632 |
| 10 |
2.578 |
2.356 |
0.222 |
9.3% |
0.072 |
3.0% |
14% |
False |
True |
140,305 |
| 20 |
2.720 |
2.356 |
0.364 |
15.3% |
0.076 |
3.2% |
8% |
False |
True |
139,584 |
| 40 |
2.859 |
2.356 |
0.503 |
21.1% |
0.069 |
2.9% |
6% |
False |
True |
100,500 |
| 60 |
3.052 |
2.356 |
0.696 |
29.2% |
0.069 |
2.9% |
4% |
False |
True |
80,817 |
| 80 |
3.079 |
2.356 |
0.723 |
30.3% |
0.070 |
2.9% |
4% |
False |
True |
65,950 |
| 100 |
3.118 |
2.356 |
0.762 |
31.9% |
0.072 |
3.0% |
4% |
False |
True |
56,553 |
| 120 |
3.254 |
2.356 |
0.898 |
37.6% |
0.074 |
3.1% |
3% |
False |
True |
49,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.771 |
|
2.618 |
2.642 |
|
1.618 |
2.563 |
|
1.000 |
2.514 |
|
0.618 |
2.484 |
|
HIGH |
2.435 |
|
0.618 |
2.405 |
|
0.500 |
2.396 |
|
0.382 |
2.386 |
|
LOW |
2.356 |
|
0.618 |
2.307 |
|
1.000 |
2.277 |
|
1.618 |
2.228 |
|
2.618 |
2.149 |
|
4.250 |
2.020 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.396 |
2.428 |
| PP |
2.392 |
2.414 |
| S1 |
2.389 |
2.400 |
|