NYMEX Natural Gas Future January 2016
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 |
2.865 |
2.893 |
0.028 |
1.0% |
2.798 |
High |
2.908 |
2.901 |
-0.007 |
-0.2% |
2.875 |
Low |
2.858 |
2.848 |
-0.010 |
-0.3% |
2.777 |
Close |
2.889 |
2.861 |
-0.028 |
-1.0% |
2.857 |
Range |
0.050 |
0.053 |
0.003 |
6.0% |
0.098 |
ATR |
0.061 |
0.060 |
-0.001 |
-0.9% |
0.000 |
Volume |
57,544 |
60,518 |
2,974 |
5.2% |
268,565 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.029 |
2.998 |
2.890 |
|
R3 |
2.976 |
2.945 |
2.876 |
|
R2 |
2.923 |
2.923 |
2.871 |
|
R1 |
2.892 |
2.892 |
2.866 |
2.881 |
PP |
2.870 |
2.870 |
2.870 |
2.865 |
S1 |
2.839 |
2.839 |
2.856 |
2.828 |
S2 |
2.817 |
2.817 |
2.851 |
|
S3 |
2.764 |
2.786 |
2.846 |
|
S4 |
2.711 |
2.733 |
2.832 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.130 |
3.092 |
2.911 |
|
R3 |
3.032 |
2.994 |
2.884 |
|
R2 |
2.934 |
2.934 |
2.875 |
|
R1 |
2.896 |
2.896 |
2.866 |
2.915 |
PP |
2.836 |
2.836 |
2.836 |
2.846 |
S1 |
2.798 |
2.798 |
2.848 |
2.817 |
S2 |
2.738 |
2.738 |
2.839 |
|
S3 |
2.640 |
2.700 |
2.830 |
|
S4 |
2.542 |
2.602 |
2.803 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.908 |
2.791 |
0.117 |
4.1% |
0.056 |
2.0% |
60% |
False |
False |
62,283 |
10 |
2.908 |
2.745 |
0.163 |
5.7% |
0.061 |
2.1% |
71% |
False |
False |
51,615 |
20 |
3.068 |
2.745 |
0.323 |
11.3% |
0.060 |
2.1% |
36% |
False |
False |
37,825 |
40 |
3.146 |
2.745 |
0.401 |
14.0% |
0.058 |
2.0% |
29% |
False |
False |
30,085 |
60 |
3.343 |
2.745 |
0.598 |
20.9% |
0.060 |
2.1% |
19% |
False |
False |
26,772 |
80 |
3.343 |
2.745 |
0.598 |
20.9% |
0.061 |
2.1% |
19% |
False |
False |
23,997 |
100 |
3.389 |
2.745 |
0.644 |
22.5% |
0.064 |
2.2% |
18% |
False |
False |
22,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.126 |
2.618 |
3.040 |
1.618 |
2.987 |
1.000 |
2.954 |
0.618 |
2.934 |
HIGH |
2.901 |
0.618 |
2.881 |
0.500 |
2.875 |
0.382 |
2.868 |
LOW |
2.848 |
0.618 |
2.815 |
1.000 |
2.795 |
1.618 |
2.762 |
2.618 |
2.709 |
4.250 |
2.623 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
2.875 |
2.861 |
PP |
2.870 |
2.861 |
S1 |
2.866 |
2.861 |
|