NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.221 |
2.074 |
-0.147 |
-6.6% |
2.464 |
| High |
2.238 |
2.115 |
-0.123 |
-5.5% |
2.499 |
| Low |
2.050 |
1.948 |
-0.102 |
-5.0% |
2.275 |
| Close |
2.062 |
2.092 |
0.030 |
1.5% |
2.286 |
| Range |
0.188 |
0.167 |
-0.021 |
-11.2% |
0.224 |
| ATR |
0.088 |
0.094 |
0.006 |
6.4% |
0.000 |
| Volume |
133,205 |
76,120 |
-57,085 |
-42.9% |
646,465 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.553 |
2.489 |
2.184 |
|
| R3 |
2.386 |
2.322 |
2.138 |
|
| R2 |
2.219 |
2.219 |
2.123 |
|
| R1 |
2.155 |
2.155 |
2.107 |
2.187 |
| PP |
2.052 |
2.052 |
2.052 |
2.068 |
| S1 |
1.988 |
1.988 |
2.077 |
2.020 |
| S2 |
1.885 |
1.885 |
2.061 |
|
| S3 |
1.718 |
1.821 |
2.046 |
|
| S4 |
1.551 |
1.654 |
2.000 |
|
|
| 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 |
2.493 |
1.948 |
0.545 |
26.1% |
0.129 |
6.2% |
26% |
False |
True |
122,522 |
| 10 |
2.578 |
1.948 |
0.630 |
30.1% |
0.100 |
4.8% |
23% |
False |
True |
130,126 |
| 20 |
2.611 |
1.948 |
0.663 |
31.7% |
0.086 |
4.1% |
22% |
False |
True |
135,668 |
| 40 |
2.859 |
1.948 |
0.911 |
43.5% |
0.076 |
3.6% |
16% |
False |
True |
106,341 |
| 60 |
3.052 |
1.948 |
1.104 |
52.8% |
0.072 |
3.5% |
13% |
False |
True |
84,857 |
| 80 |
3.079 |
1.948 |
1.131 |
54.1% |
0.073 |
3.5% |
13% |
False |
True |
69,237 |
| 100 |
3.118 |
1.948 |
1.170 |
55.9% |
0.074 |
3.5% |
12% |
False |
True |
59,239 |
| 120 |
3.254 |
1.948 |
1.306 |
62.4% |
0.076 |
3.7% |
11% |
False |
True |
51,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.825 |
|
2.618 |
2.552 |
|
1.618 |
2.385 |
|
1.000 |
2.282 |
|
0.618 |
2.218 |
|
HIGH |
2.115 |
|
0.618 |
2.051 |
|
0.500 |
2.032 |
|
0.382 |
2.012 |
|
LOW |
1.948 |
|
0.618 |
1.845 |
|
1.000 |
1.781 |
|
1.618 |
1.678 |
|
2.618 |
1.511 |
|
4.250 |
1.238 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.072 |
2.161 |
| PP |
2.052 |
2.138 |
| S1 |
2.032 |
2.115 |
|