NYMEX Natural Gas Future January 2016
| 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 |
2.859 |
2.889 |
0.030 |
1.0% |
2.798 |
| High |
2.893 |
2.918 |
0.025 |
0.9% |
2.875 |
| Low |
2.844 |
2.825 |
-0.019 |
-0.7% |
2.777 |
| Close |
2.874 |
2.831 |
-0.043 |
-1.5% |
2.857 |
| Range |
0.049 |
0.093 |
0.044 |
89.8% |
0.098 |
| ATR |
0.060 |
0.062 |
0.002 |
4.0% |
0.000 |
| Volume |
50,371 |
66,801 |
16,430 |
32.6% |
268,565 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.077 |
2.882 |
|
| R3 |
3.044 |
2.984 |
2.857 |
|
| R2 |
2.951 |
2.951 |
2.848 |
|
| R1 |
2.891 |
2.891 |
2.840 |
2.875 |
| PP |
2.858 |
2.858 |
2.858 |
2.850 |
| S1 |
2.798 |
2.798 |
2.822 |
2.782 |
| S2 |
2.765 |
2.765 |
2.814 |
|
| S3 |
2.672 |
2.705 |
2.805 |
|
| S4 |
2.579 |
2.612 |
2.780 |
|
|
| 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 |
2.918 |
2.813 |
0.105 |
3.7% |
0.061 |
2.2% |
17% |
True |
False |
57,811 |
| 10 |
2.918 |
2.745 |
0.173 |
6.1% |
0.058 |
2.0% |
50% |
True |
False |
54,791 |
| 20 |
3.005 |
2.745 |
0.260 |
9.2% |
0.061 |
2.1% |
33% |
False |
False |
42,008 |
| 40 |
3.146 |
2.745 |
0.401 |
14.2% |
0.059 |
2.1% |
21% |
False |
False |
31,766 |
| 60 |
3.343 |
2.745 |
0.598 |
21.1% |
0.061 |
2.1% |
14% |
False |
False |
28,221 |
| 80 |
3.343 |
2.745 |
0.598 |
21.1% |
0.062 |
2.2% |
14% |
False |
False |
25,158 |
| 100 |
3.383 |
2.745 |
0.638 |
22.5% |
0.064 |
2.3% |
13% |
False |
False |
23,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.313 |
|
2.618 |
3.161 |
|
1.618 |
3.068 |
|
1.000 |
3.011 |
|
0.618 |
2.975 |
|
HIGH |
2.918 |
|
0.618 |
2.882 |
|
0.500 |
2.872 |
|
0.382 |
2.861 |
|
LOW |
2.825 |
|
0.618 |
2.768 |
|
1.000 |
2.732 |
|
1.618 |
2.675 |
|
2.618 |
2.582 |
|
4.250 |
2.430 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.872 |
2.872 |
| PP |
2.858 |
2.858 |
| S1 |
2.845 |
2.845 |
|