NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.683 |
2.678 |
-0.005 |
-0.2% |
2.734 |
| High |
2.695 |
2.693 |
-0.002 |
-0.1% |
2.780 |
| Low |
2.642 |
2.650 |
0.008 |
0.3% |
2.642 |
| Close |
2.650 |
2.657 |
0.007 |
0.3% |
2.650 |
| Range |
0.053 |
0.043 |
-0.010 |
-18.9% |
0.138 |
| ATR |
0.065 |
0.064 |
-0.002 |
-2.4% |
0.000 |
| Volume |
80,356 |
54,028 |
-26,328 |
-32.8% |
393,701 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.796 |
2.769 |
2.681 |
|
| R3 |
2.753 |
2.726 |
2.669 |
|
| R2 |
2.710 |
2.710 |
2.665 |
|
| R1 |
2.683 |
2.683 |
2.661 |
2.675 |
| PP |
2.667 |
2.667 |
2.667 |
2.663 |
| S1 |
2.640 |
2.640 |
2.653 |
2.632 |
| S2 |
2.624 |
2.624 |
2.649 |
|
| S3 |
2.581 |
2.597 |
2.645 |
|
| S4 |
2.538 |
2.554 |
2.633 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.105 |
3.015 |
2.726 |
|
| R3 |
2.967 |
2.877 |
2.688 |
|
| R2 |
2.829 |
2.829 |
2.675 |
|
| R1 |
2.739 |
2.739 |
2.663 |
2.715 |
| PP |
2.691 |
2.691 |
2.691 |
2.679 |
| S1 |
2.601 |
2.601 |
2.637 |
2.577 |
| S2 |
2.553 |
2.553 |
2.625 |
|
| S3 |
2.415 |
2.463 |
2.612 |
|
| S4 |
2.277 |
2.325 |
2.574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.780 |
2.642 |
0.138 |
5.2% |
0.061 |
2.3% |
11% |
False |
False |
76,842 |
| 10 |
2.780 |
2.642 |
0.138 |
5.2% |
0.060 |
2.2% |
11% |
False |
False |
72,936 |
| 20 |
2.875 |
2.607 |
0.268 |
10.1% |
0.065 |
2.4% |
19% |
False |
False |
54,718 |
| 40 |
2.998 |
2.607 |
0.391 |
14.7% |
0.061 |
2.3% |
13% |
False |
False |
38,101 |
| 60 |
3.198 |
2.607 |
0.591 |
22.2% |
0.062 |
2.4% |
8% |
False |
False |
31,453 |
| 80 |
3.237 |
2.607 |
0.630 |
23.7% |
0.064 |
2.4% |
8% |
False |
False |
27,129 |
| 100 |
3.283 |
2.607 |
0.676 |
25.4% |
0.066 |
2.5% |
7% |
False |
False |
23,830 |
| 120 |
3.391 |
2.607 |
0.784 |
29.5% |
0.068 |
2.6% |
6% |
False |
False |
21,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.876 |
|
2.618 |
2.806 |
|
1.618 |
2.763 |
|
1.000 |
2.736 |
|
0.618 |
2.720 |
|
HIGH |
2.693 |
|
0.618 |
2.677 |
|
0.500 |
2.672 |
|
0.382 |
2.666 |
|
LOW |
2.650 |
|
0.618 |
2.623 |
|
1.000 |
2.607 |
|
1.618 |
2.580 |
|
2.618 |
2.537 |
|
4.250 |
2.467 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.672 |
2.711 |
| PP |
2.667 |
2.693 |
| S1 |
2.662 |
2.675 |
|