NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.696 |
2.734 |
0.038 |
1.4% |
2.656 |
| High |
2.736 |
2.773 |
0.037 |
1.4% |
2.736 |
| Low |
2.673 |
2.716 |
0.043 |
1.6% |
2.643 |
| Close |
2.718 |
2.752 |
0.034 |
1.3% |
2.718 |
| Range |
0.063 |
0.057 |
-0.006 |
-9.5% |
0.093 |
| ATR |
0.066 |
0.065 |
-0.001 |
-1.0% |
0.000 |
| Volume |
61,688 |
63,515 |
1,827 |
3.0% |
318,420 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.918 |
2.892 |
2.783 |
|
| R3 |
2.861 |
2.835 |
2.768 |
|
| R2 |
2.804 |
2.804 |
2.762 |
|
| R1 |
2.778 |
2.778 |
2.757 |
2.791 |
| PP |
2.747 |
2.747 |
2.747 |
2.754 |
| S1 |
2.721 |
2.721 |
2.747 |
2.734 |
| S2 |
2.690 |
2.690 |
2.742 |
|
| S3 |
2.633 |
2.664 |
2.736 |
|
| S4 |
2.576 |
2.607 |
2.721 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.978 |
2.941 |
2.769 |
|
| R3 |
2.885 |
2.848 |
2.744 |
|
| R2 |
2.792 |
2.792 |
2.735 |
|
| R1 |
2.755 |
2.755 |
2.727 |
2.774 |
| PP |
2.699 |
2.699 |
2.699 |
2.708 |
| S1 |
2.662 |
2.662 |
2.709 |
2.681 |
| S2 |
2.606 |
2.606 |
2.701 |
|
| S3 |
2.513 |
2.569 |
2.692 |
|
| S4 |
2.420 |
2.476 |
2.667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.773 |
2.658 |
0.115 |
4.2% |
0.058 |
2.1% |
82% |
True |
False |
69,029 |
| 10 |
2.842 |
2.607 |
0.235 |
8.5% |
0.069 |
2.5% |
62% |
False |
False |
56,605 |
| 20 |
2.998 |
2.607 |
0.391 |
14.2% |
0.065 |
2.3% |
37% |
False |
False |
41,244 |
| 40 |
3.084 |
2.607 |
0.477 |
17.3% |
0.061 |
2.2% |
30% |
False |
False |
30,369 |
| 60 |
3.237 |
2.607 |
0.630 |
22.9% |
0.063 |
2.3% |
23% |
False |
False |
26,044 |
| 80 |
3.237 |
2.607 |
0.630 |
22.9% |
0.063 |
2.3% |
23% |
False |
False |
22,864 |
| 100 |
3.345 |
2.607 |
0.738 |
26.8% |
0.067 |
2.4% |
20% |
False |
False |
20,266 |
| 120 |
3.391 |
2.607 |
0.784 |
28.5% |
0.067 |
2.5% |
18% |
False |
False |
18,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.015 |
|
2.618 |
2.922 |
|
1.618 |
2.865 |
|
1.000 |
2.830 |
|
0.618 |
2.808 |
|
HIGH |
2.773 |
|
0.618 |
2.751 |
|
0.500 |
2.745 |
|
0.382 |
2.738 |
|
LOW |
2.716 |
|
0.618 |
2.681 |
|
1.000 |
2.659 |
|
1.618 |
2.624 |
|
2.618 |
2.567 |
|
4.250 |
2.474 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.750 |
2.741 |
| PP |
2.747 |
2.729 |
| S1 |
2.745 |
2.718 |
|