NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.750 |
2.716 |
-0.034 |
-1.2% |
2.656 |
| High |
2.764 |
2.752 |
-0.012 |
-0.4% |
2.736 |
| Low |
2.706 |
2.701 |
-0.005 |
-0.2% |
2.643 |
| Close |
2.721 |
2.732 |
0.011 |
0.4% |
2.718 |
| Range |
0.058 |
0.051 |
-0.007 |
-12.1% |
0.093 |
| ATR |
0.065 |
0.064 |
-0.001 |
-1.5% |
0.000 |
| Volume |
76,668 |
79,111 |
2,443 |
3.2% |
318,420 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.881 |
2.858 |
2.760 |
|
| R3 |
2.830 |
2.807 |
2.746 |
|
| R2 |
2.779 |
2.779 |
2.741 |
|
| R1 |
2.756 |
2.756 |
2.737 |
2.768 |
| PP |
2.728 |
2.728 |
2.728 |
2.734 |
| S1 |
2.705 |
2.705 |
2.727 |
2.717 |
| S2 |
2.677 |
2.677 |
2.723 |
|
| S3 |
2.626 |
2.654 |
2.718 |
|
| S4 |
2.575 |
2.603 |
2.704 |
|
|
| 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 |
2.662 |
0.111 |
4.1% |
0.058 |
2.1% |
63% |
False |
False |
72,157 |
| 10 |
2.773 |
2.607 |
0.166 |
6.1% |
0.063 |
2.3% |
75% |
False |
False |
64,050 |
| 20 |
2.908 |
2.607 |
0.301 |
11.0% |
0.064 |
2.3% |
42% |
False |
False |
46,807 |
| 40 |
3.049 |
2.607 |
0.442 |
16.2% |
0.061 |
2.2% |
28% |
False |
False |
33,754 |
| 60 |
3.237 |
2.607 |
0.630 |
23.1% |
0.063 |
2.3% |
20% |
False |
False |
28,296 |
| 80 |
3.237 |
2.607 |
0.630 |
23.1% |
0.063 |
2.3% |
20% |
False |
False |
24,577 |
| 100 |
3.283 |
2.607 |
0.676 |
24.7% |
0.066 |
2.4% |
18% |
False |
False |
21,676 |
| 120 |
3.391 |
2.607 |
0.784 |
28.7% |
0.068 |
2.5% |
16% |
False |
False |
19,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.969 |
|
2.618 |
2.886 |
|
1.618 |
2.835 |
|
1.000 |
2.803 |
|
0.618 |
2.784 |
|
HIGH |
2.752 |
|
0.618 |
2.733 |
|
0.500 |
2.727 |
|
0.382 |
2.720 |
|
LOW |
2.701 |
|
0.618 |
2.669 |
|
1.000 |
2.650 |
|
1.618 |
2.618 |
|
2.618 |
2.567 |
|
4.250 |
2.484 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.730 |
2.737 |
| PP |
2.728 |
2.735 |
| S1 |
2.727 |
2.734 |
|