NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.398 |
2.372 |
-0.026 |
-1.1% |
2.464 |
| High |
2.435 |
2.374 |
-0.061 |
-2.5% |
2.499 |
| Low |
2.356 |
2.275 |
-0.081 |
-3.4% |
2.275 |
| Close |
2.386 |
2.286 |
-0.100 |
-4.2% |
2.286 |
| Range |
0.079 |
0.099 |
0.020 |
25.3% |
0.224 |
| ATR |
0.074 |
0.077 |
0.003 |
3.6% |
0.000 |
| Volume |
138,906 |
107,554 |
-31,352 |
-22.6% |
646,465 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.609 |
2.546 |
2.340 |
|
| R3 |
2.510 |
2.447 |
2.313 |
|
| R2 |
2.411 |
2.411 |
2.304 |
|
| R1 |
2.348 |
2.348 |
2.295 |
2.330 |
| PP |
2.312 |
2.312 |
2.312 |
2.303 |
| S1 |
2.249 |
2.249 |
2.277 |
2.231 |
| S2 |
2.213 |
2.213 |
2.268 |
|
| S3 |
2.114 |
2.150 |
2.259 |
|
| S4 |
2.015 |
2.051 |
2.232 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.025 |
2.880 |
2.409 |
|
| R3 |
2.801 |
2.656 |
2.348 |
|
| R2 |
2.577 |
2.577 |
2.327 |
|
| R1 |
2.432 |
2.432 |
2.307 |
2.393 |
| PP |
2.353 |
2.353 |
2.353 |
2.334 |
| S1 |
2.208 |
2.208 |
2.265 |
2.169 |
| S2 |
2.129 |
2.129 |
2.245 |
|
| S3 |
1.905 |
1.984 |
2.224 |
|
| S4 |
1.681 |
1.760 |
2.163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.499 |
2.275 |
0.224 |
9.8% |
0.079 |
3.4% |
5% |
False |
True |
129,293 |
| 10 |
2.578 |
2.275 |
0.303 |
13.3% |
0.076 |
3.3% |
4% |
False |
True |
137,657 |
| 20 |
2.720 |
2.275 |
0.445 |
19.5% |
0.077 |
3.4% |
2% |
False |
True |
138,410 |
| 40 |
2.859 |
2.275 |
0.584 |
25.5% |
0.070 |
3.1% |
2% |
False |
True |
102,449 |
| 60 |
3.052 |
2.275 |
0.777 |
34.0% |
0.069 |
3.0% |
1% |
False |
True |
82,212 |
| 80 |
3.079 |
2.275 |
0.804 |
35.2% |
0.070 |
3.1% |
1% |
False |
True |
67,064 |
| 100 |
3.118 |
2.275 |
0.843 |
36.9% |
0.072 |
3.1% |
1% |
False |
True |
57,468 |
| 120 |
3.254 |
2.275 |
0.979 |
42.8% |
0.075 |
3.3% |
1% |
False |
True |
50,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.795 |
|
2.618 |
2.633 |
|
1.618 |
2.534 |
|
1.000 |
2.473 |
|
0.618 |
2.435 |
|
HIGH |
2.374 |
|
0.618 |
2.336 |
|
0.500 |
2.325 |
|
0.382 |
2.313 |
|
LOW |
2.275 |
|
0.618 |
2.214 |
|
1.000 |
2.176 |
|
1.618 |
2.115 |
|
2.618 |
2.016 |
|
4.250 |
1.854 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.325 |
2.384 |
| PP |
2.312 |
2.351 |
| S1 |
2.299 |
2.319 |
|