NYMEX Natural Gas Future January 2016
| 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 |
2.893 |
2.859 |
-0.034 |
-1.2% |
2.798 |
| High |
2.901 |
2.893 |
-0.008 |
-0.3% |
2.875 |
| Low |
2.848 |
2.844 |
-0.004 |
-0.1% |
2.777 |
| Close |
2.861 |
2.874 |
0.013 |
0.5% |
2.857 |
| Range |
0.053 |
0.049 |
-0.004 |
-7.5% |
0.098 |
| ATR |
0.060 |
0.060 |
-0.001 |
-1.4% |
0.000 |
| Volume |
60,518 |
50,371 |
-10,147 |
-16.8% |
268,565 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.017 |
2.995 |
2.901 |
|
| R3 |
2.968 |
2.946 |
2.887 |
|
| R2 |
2.919 |
2.919 |
2.883 |
|
| R1 |
2.897 |
2.897 |
2.878 |
2.908 |
| PP |
2.870 |
2.870 |
2.870 |
2.876 |
| S1 |
2.848 |
2.848 |
2.870 |
2.859 |
| S2 |
2.821 |
2.821 |
2.865 |
|
| S3 |
2.772 |
2.799 |
2.861 |
|
| S4 |
2.723 |
2.750 |
2.847 |
|
|
| 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 |
2.802 |
0.106 |
3.7% |
0.054 |
1.9% |
68% |
False |
False |
57,903 |
| 10 |
2.908 |
2.745 |
0.163 |
5.7% |
0.057 |
2.0% |
79% |
False |
False |
53,174 |
| 20 |
3.015 |
2.745 |
0.270 |
9.4% |
0.059 |
2.1% |
48% |
False |
False |
39,384 |
| 40 |
3.146 |
2.745 |
0.401 |
14.0% |
0.058 |
2.0% |
32% |
False |
False |
30,863 |
| 60 |
3.343 |
2.745 |
0.598 |
20.8% |
0.060 |
2.1% |
22% |
False |
False |
27,375 |
| 80 |
3.343 |
2.745 |
0.598 |
20.8% |
0.062 |
2.1% |
22% |
False |
False |
24,460 |
| 100 |
3.383 |
2.745 |
0.638 |
22.2% |
0.064 |
2.2% |
20% |
False |
False |
22,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
3.021 |
|
1.618 |
2.972 |
|
1.000 |
2.942 |
|
0.618 |
2.923 |
|
HIGH |
2.893 |
|
0.618 |
2.874 |
|
0.500 |
2.869 |
|
0.382 |
2.863 |
|
LOW |
2.844 |
|
0.618 |
2.814 |
|
1.000 |
2.795 |
|
1.618 |
2.765 |
|
2.618 |
2.716 |
|
4.250 |
2.636 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.872 |
2.876 |
| PP |
2.870 |
2.875 |
| S1 |
2.869 |
2.875 |
|