NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.750 |
0.016 |
0.6% |
2.656 |
| High |
2.773 |
2.764 |
-0.009 |
-0.3% |
2.736 |
| Low |
2.716 |
2.706 |
-0.010 |
-0.4% |
2.643 |
| Close |
2.752 |
2.721 |
-0.031 |
-1.1% |
2.718 |
| Range |
0.057 |
0.058 |
0.001 |
1.8% |
0.093 |
| ATR |
0.065 |
0.065 |
-0.001 |
-0.8% |
0.000 |
| Volume |
63,515 |
76,668 |
13,153 |
20.7% |
318,420 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.904 |
2.871 |
2.753 |
|
| R3 |
2.846 |
2.813 |
2.737 |
|
| R2 |
2.788 |
2.788 |
2.732 |
|
| R1 |
2.755 |
2.755 |
2.726 |
2.743 |
| PP |
2.730 |
2.730 |
2.730 |
2.724 |
| S1 |
2.697 |
2.697 |
2.716 |
2.685 |
| S2 |
2.672 |
2.672 |
2.710 |
|
| S3 |
2.614 |
2.639 |
2.705 |
|
| S4 |
2.556 |
2.581 |
2.689 |
|
|
| 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% |
0.060 |
2.2% |
55% |
False |
False |
71,429 |
| 10 |
2.786 |
2.607 |
0.179 |
6.6% |
0.067 |
2.5% |
64% |
False |
False |
60,626 |
| 20 |
2.959 |
2.607 |
0.352 |
12.9% |
0.065 |
2.4% |
32% |
False |
False |
43,833 |
| 40 |
3.049 |
2.607 |
0.442 |
16.2% |
0.061 |
2.3% |
26% |
False |
False |
32,075 |
| 60 |
3.237 |
2.607 |
0.630 |
23.2% |
0.063 |
2.3% |
18% |
False |
False |
27,176 |
| 80 |
3.237 |
2.607 |
0.630 |
23.2% |
0.063 |
2.3% |
18% |
False |
False |
23,679 |
| 100 |
3.292 |
2.607 |
0.685 |
25.2% |
0.066 |
2.4% |
17% |
False |
False |
20,956 |
| 120 |
3.391 |
2.607 |
0.784 |
28.8% |
0.067 |
2.5% |
15% |
False |
False |
18,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.011 |
|
2.618 |
2.916 |
|
1.618 |
2.858 |
|
1.000 |
2.822 |
|
0.618 |
2.800 |
|
HIGH |
2.764 |
|
0.618 |
2.742 |
|
0.500 |
2.735 |
|
0.382 |
2.728 |
|
LOW |
2.706 |
|
0.618 |
2.670 |
|
1.000 |
2.648 |
|
1.618 |
2.612 |
|
2.618 |
2.554 |
|
4.250 |
2.460 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.735 |
2.723 |
| PP |
2.730 |
2.722 |
| S1 |
2.726 |
2.722 |
|