NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.372 |
2.221 |
-0.151 |
-6.4% |
2.464 |
| High |
2.374 |
2.238 |
-0.136 |
-5.7% |
2.499 |
| Low |
2.275 |
2.050 |
-0.225 |
-9.9% |
2.275 |
| Close |
2.286 |
2.062 |
-0.224 |
-9.8% |
2.286 |
| Range |
0.099 |
0.188 |
0.089 |
89.9% |
0.224 |
| ATR |
0.077 |
0.088 |
0.011 |
14.8% |
0.000 |
| Volume |
107,554 |
133,205 |
25,651 |
23.8% |
646,465 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.681 |
2.559 |
2.165 |
|
| R3 |
2.493 |
2.371 |
2.114 |
|
| R2 |
2.305 |
2.305 |
2.096 |
|
| R1 |
2.183 |
2.183 |
2.079 |
2.150 |
| PP |
2.117 |
2.117 |
2.117 |
2.100 |
| S1 |
1.995 |
1.995 |
2.045 |
1.962 |
| S2 |
1.929 |
1.929 |
2.028 |
|
| S3 |
1.741 |
1.807 |
2.010 |
|
| S4 |
1.553 |
1.619 |
1.959 |
|
|
| 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 |
2.050 |
0.449 |
21.8% |
0.107 |
5.2% |
3% |
False |
True |
136,762 |
| 10 |
2.578 |
2.050 |
0.528 |
25.6% |
0.090 |
4.4% |
2% |
False |
True |
137,505 |
| 20 |
2.673 |
2.050 |
0.623 |
30.2% |
0.083 |
4.0% |
2% |
False |
True |
137,650 |
| 40 |
2.859 |
2.050 |
0.809 |
39.2% |
0.073 |
3.5% |
1% |
False |
True |
105,084 |
| 60 |
3.052 |
2.050 |
1.002 |
48.6% |
0.071 |
3.4% |
1% |
False |
True |
83,973 |
| 80 |
3.079 |
2.050 |
1.029 |
49.9% |
0.071 |
3.5% |
1% |
False |
True |
68,529 |
| 100 |
3.118 |
2.050 |
1.068 |
51.8% |
0.073 |
3.5% |
1% |
False |
True |
58,645 |
| 120 |
3.254 |
2.050 |
1.204 |
58.4% |
0.076 |
3.7% |
1% |
False |
True |
51,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.037 |
|
2.618 |
2.730 |
|
1.618 |
2.542 |
|
1.000 |
2.426 |
|
0.618 |
2.354 |
|
HIGH |
2.238 |
|
0.618 |
2.166 |
|
0.500 |
2.144 |
|
0.382 |
2.122 |
|
LOW |
2.050 |
|
0.618 |
1.934 |
|
1.000 |
1.862 |
|
1.618 |
1.746 |
|
2.618 |
1.558 |
|
4.250 |
1.251 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.144 |
2.243 |
| PP |
2.117 |
2.182 |
| S1 |
2.089 |
2.122 |
|