NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.074 |
2.096 |
0.022 |
1.1% |
2.464 |
| High |
2.115 |
2.104 |
-0.011 |
-0.5% |
2.499 |
| Low |
1.948 |
2.006 |
0.058 |
3.0% |
2.275 |
| Close |
2.092 |
2.033 |
-0.059 |
-2.8% |
2.286 |
| Range |
0.167 |
0.098 |
-0.069 |
-41.3% |
0.224 |
| ATR |
0.094 |
0.094 |
0.000 |
0.3% |
0.000 |
| Volume |
76,120 |
11,326 |
-64,794 |
-85.1% |
646,465 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.342 |
2.285 |
2.087 |
|
| R3 |
2.244 |
2.187 |
2.060 |
|
| R2 |
2.146 |
2.146 |
2.051 |
|
| R1 |
2.089 |
2.089 |
2.042 |
2.069 |
| PP |
2.048 |
2.048 |
2.048 |
2.037 |
| S1 |
1.991 |
1.991 |
2.024 |
1.971 |
| S2 |
1.950 |
1.950 |
2.015 |
|
| S3 |
1.852 |
1.893 |
2.006 |
|
| S4 |
1.754 |
1.795 |
1.979 |
|
|
| 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 |
2.435 |
1.948 |
0.487 |
24.0% |
0.126 |
6.2% |
17% |
False |
False |
93,422 |
| 10 |
2.578 |
1.948 |
0.630 |
31.0% |
0.103 |
5.1% |
13% |
False |
False |
116,576 |
| 20 |
2.578 |
1.948 |
0.630 |
31.0% |
0.086 |
4.2% |
13% |
False |
False |
129,667 |
| 40 |
2.859 |
1.948 |
0.911 |
44.8% |
0.078 |
3.8% |
9% |
False |
False |
105,724 |
| 60 |
3.052 |
1.948 |
1.104 |
54.3% |
0.073 |
3.6% |
8% |
False |
False |
84,478 |
| 80 |
3.079 |
1.948 |
1.131 |
55.6% |
0.073 |
3.6% |
8% |
False |
False |
69,210 |
| 100 |
3.118 |
1.948 |
1.170 |
57.6% |
0.074 |
3.6% |
7% |
False |
False |
59,176 |
| 120 |
3.254 |
1.948 |
1.306 |
64.2% |
0.076 |
3.7% |
7% |
False |
False |
51,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.521 |
|
2.618 |
2.361 |
|
1.618 |
2.263 |
|
1.000 |
2.202 |
|
0.618 |
2.165 |
|
HIGH |
2.104 |
|
0.618 |
2.067 |
|
0.500 |
2.055 |
|
0.382 |
2.043 |
|
LOW |
2.006 |
|
0.618 |
1.945 |
|
1.000 |
1.908 |
|
1.618 |
1.847 |
|
2.618 |
1.749 |
|
4.250 |
1.590 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.055 |
2.093 |
| PP |
2.048 |
2.073 |
| S1 |
2.040 |
2.053 |
|