NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.716 |
2.746 |
0.030 |
1.1% |
2.656 |
| High |
2.752 |
2.780 |
0.028 |
1.0% |
2.736 |
| Low |
2.701 |
2.679 |
-0.022 |
-0.8% |
2.643 |
| Close |
2.732 |
2.686 |
-0.046 |
-1.7% |
2.718 |
| Range |
0.051 |
0.101 |
0.050 |
98.0% |
0.093 |
| ATR |
0.064 |
0.066 |
0.003 |
4.2% |
0.000 |
| Volume |
79,111 |
94,051 |
14,940 |
18.9% |
318,420 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.018 |
2.953 |
2.742 |
|
| R3 |
2.917 |
2.852 |
2.714 |
|
| R2 |
2.816 |
2.816 |
2.705 |
|
| R1 |
2.751 |
2.751 |
2.695 |
2.733 |
| PP |
2.715 |
2.715 |
2.715 |
2.706 |
| S1 |
2.650 |
2.650 |
2.677 |
2.632 |
| S2 |
2.614 |
2.614 |
2.667 |
|
| S3 |
2.513 |
2.549 |
2.658 |
|
| S4 |
2.412 |
2.448 |
2.630 |
|
|
| 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 |
2.780 |
2.673 |
0.107 |
4.0% |
0.066 |
2.5% |
12% |
True |
False |
75,006 |
| 10 |
2.780 |
2.607 |
0.173 |
6.4% |
0.063 |
2.3% |
46% |
True |
False |
67,708 |
| 20 |
2.902 |
2.607 |
0.295 |
11.0% |
0.066 |
2.4% |
27% |
False |
False |
50,123 |
| 40 |
3.049 |
2.607 |
0.442 |
16.5% |
0.063 |
2.3% |
18% |
False |
False |
35,776 |
| 60 |
3.237 |
2.607 |
0.630 |
23.5% |
0.064 |
2.4% |
13% |
False |
False |
29,693 |
| 80 |
3.237 |
2.607 |
0.630 |
23.5% |
0.064 |
2.4% |
13% |
False |
False |
25,620 |
| 100 |
3.283 |
2.607 |
0.676 |
25.2% |
0.067 |
2.5% |
12% |
False |
False |
22,577 |
| 120 |
3.391 |
2.607 |
0.784 |
29.2% |
0.068 |
2.5% |
10% |
False |
False |
20,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.209 |
|
2.618 |
3.044 |
|
1.618 |
2.943 |
|
1.000 |
2.881 |
|
0.618 |
2.842 |
|
HIGH |
2.780 |
|
0.618 |
2.741 |
|
0.500 |
2.730 |
|
0.382 |
2.718 |
|
LOW |
2.679 |
|
0.618 |
2.617 |
|
1.000 |
2.578 |
|
1.618 |
2.516 |
|
2.618 |
2.415 |
|
4.250 |
2.250 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.730 |
2.730 |
| PP |
2.715 |
2.715 |
| S1 |
2.701 |
2.701 |
|