NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2.678 |
2.667 |
-0.011 |
-0.4% |
2.734 |
| High |
2.693 |
2.699 |
0.006 |
0.2% |
2.780 |
| Low |
2.650 |
2.654 |
0.004 |
0.2% |
2.642 |
| Close |
2.657 |
2.671 |
0.014 |
0.5% |
2.650 |
| Range |
0.043 |
0.045 |
0.002 |
4.7% |
0.138 |
| ATR |
0.064 |
0.062 |
-0.001 |
-2.1% |
0.000 |
| Volume |
54,028 |
87,293 |
33,265 |
61.6% |
393,701 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.810 |
2.785 |
2.696 |
|
| R3 |
2.765 |
2.740 |
2.683 |
|
| R2 |
2.720 |
2.720 |
2.679 |
|
| R1 |
2.695 |
2.695 |
2.675 |
2.708 |
| PP |
2.675 |
2.675 |
2.675 |
2.681 |
| S1 |
2.650 |
2.650 |
2.667 |
2.663 |
| S2 |
2.630 |
2.630 |
2.663 |
|
| S3 |
2.585 |
2.605 |
2.659 |
|
| S4 |
2.540 |
2.560 |
2.646 |
|
|
| 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% |
0.059 |
2.2% |
21% |
False |
False |
78,967 |
| 10 |
2.780 |
2.642 |
0.138 |
5.2% |
0.060 |
2.2% |
21% |
False |
False |
75,198 |
| 20 |
2.875 |
2.607 |
0.268 |
10.0% |
0.066 |
2.5% |
24% |
False |
False |
57,834 |
| 40 |
2.998 |
2.607 |
0.391 |
14.6% |
0.060 |
2.3% |
16% |
False |
False |
39,839 |
| 60 |
3.198 |
2.607 |
0.591 |
22.1% |
0.062 |
2.3% |
11% |
False |
False |
32,702 |
| 80 |
3.237 |
2.607 |
0.630 |
23.6% |
0.063 |
2.4% |
10% |
False |
False |
28,028 |
| 100 |
3.283 |
2.607 |
0.676 |
25.3% |
0.065 |
2.4% |
9% |
False |
False |
24,606 |
| 120 |
3.391 |
2.607 |
0.784 |
29.4% |
0.067 |
2.5% |
8% |
False |
False |
21,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.890 |
|
2.618 |
2.817 |
|
1.618 |
2.772 |
|
1.000 |
2.744 |
|
0.618 |
2.727 |
|
HIGH |
2.699 |
|
0.618 |
2.682 |
|
0.500 |
2.677 |
|
0.382 |
2.671 |
|
LOW |
2.654 |
|
0.618 |
2.626 |
|
1.000 |
2.609 |
|
1.618 |
2.581 |
|
2.618 |
2.536 |
|
4.250 |
2.463 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.677 |
2.671 |
| PP |
2.675 |
2.671 |
| S1 |
2.673 |
2.671 |
|