NYMEX Natural Gas Future January 2016
| 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 |
2.839 |
2.823 |
-0.016 |
-0.6% |
2.865 |
| High |
2.839 |
2.835 |
-0.004 |
-0.1% |
2.918 |
| Low |
2.791 |
2.799 |
0.008 |
0.3% |
2.791 |
| Close |
2.799 |
2.807 |
0.008 |
0.3% |
2.799 |
| Range |
0.048 |
0.036 |
-0.012 |
-25.0% |
0.127 |
| ATR |
0.061 |
0.059 |
-0.002 |
-2.9% |
0.000 |
| Volume |
38,771 |
27,318 |
-11,453 |
-29.5% |
274,005 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.922 |
2.900 |
2.827 |
|
| R3 |
2.886 |
2.864 |
2.817 |
|
| R2 |
2.850 |
2.850 |
2.814 |
|
| R1 |
2.828 |
2.828 |
2.810 |
2.821 |
| PP |
2.814 |
2.814 |
2.814 |
2.810 |
| S1 |
2.792 |
2.792 |
2.804 |
2.785 |
| S2 |
2.778 |
2.778 |
2.800 |
|
| S3 |
2.742 |
2.756 |
2.797 |
|
| S4 |
2.706 |
2.720 |
2.787 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.217 |
3.135 |
2.869 |
|
| R3 |
3.090 |
3.008 |
2.834 |
|
| R2 |
2.963 |
2.963 |
2.822 |
|
| R1 |
2.881 |
2.881 |
2.811 |
2.859 |
| PP |
2.836 |
2.836 |
2.836 |
2.825 |
| S1 |
2.754 |
2.754 |
2.787 |
2.732 |
| S2 |
2.709 |
2.709 |
2.776 |
|
| S3 |
2.582 |
2.627 |
2.764 |
|
| S4 |
2.455 |
2.500 |
2.729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.918 |
2.791 |
0.127 |
4.5% |
0.056 |
2.0% |
13% |
False |
False |
48,755 |
| 10 |
2.918 |
2.791 |
0.127 |
4.5% |
0.055 |
1.9% |
13% |
False |
False |
53,897 |
| 20 |
2.987 |
2.745 |
0.242 |
8.6% |
0.060 |
2.1% |
26% |
False |
False |
43,322 |
| 40 |
3.103 |
2.745 |
0.358 |
12.8% |
0.057 |
2.0% |
17% |
False |
False |
32,386 |
| 60 |
3.293 |
2.745 |
0.548 |
19.5% |
0.059 |
2.1% |
11% |
False |
False |
28,870 |
| 80 |
3.343 |
2.745 |
0.598 |
21.3% |
0.062 |
2.2% |
10% |
False |
False |
25,675 |
| 100 |
3.383 |
2.745 |
0.638 |
22.7% |
0.063 |
2.3% |
10% |
False |
False |
23,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.988 |
|
2.618 |
2.929 |
|
1.618 |
2.893 |
|
1.000 |
2.871 |
|
0.618 |
2.857 |
|
HIGH |
2.835 |
|
0.618 |
2.821 |
|
0.500 |
2.817 |
|
0.382 |
2.813 |
|
LOW |
2.799 |
|
0.618 |
2.777 |
|
1.000 |
2.763 |
|
1.618 |
2.741 |
|
2.618 |
2.705 |
|
4.250 |
2.646 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.817 |
2.855 |
| PP |
2.814 |
2.839 |
| S1 |
2.810 |
2.823 |
|